{
  "meta": {
    "n_total_windows": 6402,
    "n_signal_windows": 369,
    "n_days": 294,
    "date_range": [
      "2025-01-02",
      "2026-02-27"
    ],
    "rth_window": "9:30-15:45 ET",
    "ratio_threshold": 1.2,
    "fwd_horizons": [
      5,
      10,
      15,
      30,
      60
    ]
  },
  "test1_excess_over_baseline": {
    "fwd_5m": {
      "rho": -0.0245,
      "p": 0.640064,
      "n": 368,
      "pos_excess": {
        "n": 368,
        "wr": 0.4592,
        "mean": -0.6243,
        "median": 0.0,
        "low_n": false
      },
      "neg_excess": {
        "n": 0,
        "wr": null,
        "mean": null,
        "median": null
      }
    },
    "fwd_15m": {
      "rho": -0.0779,
      "p": 0.135617,
      "n": 368,
      "pos_excess": {
        "n": 368,
        "wr": 0.4457,
        "mean": -1.1603,
        "median": -0.5,
        "low_n": false
      },
      "neg_excess": {
        "n": 0,
        "wr": null,
        "mean": null,
        "median": null
      }
    },
    "fwd_30m": {
      "rho": -0.0635,
      "p": 0.22438,
      "n": 368,
      "pos_excess": {
        "n": 368,
        "wr": 0.4647,
        "mean": -0.5855,
        "median": -0.4815,
        "low_n": false
      },
      "neg_excess": {
        "n": 0,
        "wr": null,
        "mean": null,
        "median": null
      }
    }
  },
  "test2_first_vs_nth": {
    "trigger_1": {
      "fwd_5m": {
        "n": 159,
        "wr": 0.4277,
        "mean": -1.0943,
        "median": -0.25,
        "low_n": false
      },
      "fwd_15m": {
        "n": 159,
        "wr": 0.4654,
        "mean": -2.1053,
        "median": -0.5,
        "low_n": false
      },
      "fwd_30m": {
        "n": 159,
        "wr": 0.4654,
        "mean": -0.6611,
        "median": -0.6114,
        "low_n": false
      }
    },
    "trigger_2": {
      "fwd_5m": {
        "n": 88,
        "wr": 0.4659,
        "mean": -0.7528,
        "median": 0.0,
        "low_n": false
      },
      "fwd_15m": {
        "n": 88,
        "wr": 0.4318,
        "mean": -1.3068,
        "median": -0.5,
        "low_n": false
      },
      "fwd_30m": {
        "n": 88,
        "wr": 0.4773,
        "mean": -0.4068,
        "median": -1.1458,
        "low_n": false
      }
    },
    "trigger_3": {
      "fwd_5m": {
        "n": 53,
        "wr": 0.4717,
        "mean": 0.0943,
        "median": 0.0,
        "low_n": false
      },
      "fwd_15m": {
        "n": 53,
        "wr": 0.4528,
        "mean": 0.8208,
        "median": -0.25,
        "low_n": false
      },
      "fwd_30m": {
        "n": 53,
        "wr": 0.4151,
        "mean": -1.0833,
        "median": -0.6224,
        "low_n": false
      }
    },
    "trigger_4plus": {
      "fwd_5m": {
        "n": 69,
        "wr": 0.5072,
        "mean": 0.0543,
        "median": 0.25,
        "low_n": false
      },
      "fwd_15m": {
        "n": 69,
        "wr": 0.4203,
        "mean": -0.2319,
        "median": -0.5,
        "low_n": false
      },
      "fwd_30m": {
        "n": 69,
        "wr": 0.4928,
        "mean": -0.1184,
        "median": -0.1097,
        "low_n": false
      }
    }
  },
  "test3_duration": {
    "1 bar": {
      "fwd_5m": {
        "n": 318,
        "wr": 0.4623,
        "mean": -0.7256,
        "median": 0.0,
        "low_n": false
      },
      "fwd_15m": {
        "n": 318,
        "wr": 0.4654,
        "mean": -1.1706,
        "median": -0.25,
        "low_n": false
      },
      "fwd_30m": {
        "n": 318,
        "wr": 0.4748,
        "mean": -0.4928,
        "median": -0.4358,
        "low_n": false
      }
    },
    "2 bars": {
      "fwd_5m": {
        "n": 38,
        "wr": 0.4737,
        "mean": 0.2697,
        "median": 0.0,
        "low_n": false
      },
      "fwd_15m": {
        "n": 38,
        "wr": 0.4211,
        "mean": -0.2763,
        "median": -0.75,
        "low_n": false
      },
      "fwd_30m": {
        "n": 38,
        "wr": 0.3684,
        "mean": -0.5001,
        "median": -1.2066,
        "low_n": false
      }
    },
    "3+ bars": {
      "fwd_5m": {
        "n": 13,
        "wr": 0.3077,
        "mean": -0.8462,
        "median": -0.75,
        "low_n": true
      },
      "fwd_15m": {
        "n": 13,
        "wr": 0.0769,
        "mean": -3.0385,
        "median": -1.5,
        "low_n": true
      },
      "fwd_30m": {
        "n": 13,
        "wr": 0.5385,
        "mean": -2.3667,
        "median": 0.0009,
        "low_n": true
      }
    },
    "duration_vs_fwd_5m_rho": 0.0141,
    "duration_vs_fwd_5m_p": 0.786992,
    "duration_vs_fwd_15m_rho": -0.0453,
    "duration_vs_fwd_15m_p": 0.386044
  },
  "test4_zscore_spike": {
    "z>1.0": {
      "fwd_5m": {
        "n": 361,
        "wr": 0.4626,
        "mean": -0.5789,
        "median": 0.0,
        "low_n": false
      },
      "fwd_15m": {
        "n": 361,
        "wr": 0.446,
        "mean": -1.0976,
        "median": -0.5,
        "low_n": false
      },
      "fwd_30m": {
        "n": 361,
        "wr": 0.4654,
        "mean": -0.5238,
        "median": -0.4639,
        "low_n": false
      }
    },
    "z>1.5": {
      "fwd_5m": {
        "n": 320,
        "wr": 0.4531,
        "mean": -0.7148,
        "median": -0.25,
        "low_n": false
      },
      "fwd_15m": {
        "n": 320,
        "wr": 0.4344,
        "mean": -1.3352,
        "median": -0.5,
        "low_n": false
      },
      "fwd_30m": {
        "n": 320,
        "wr": 0.4625,
        "mean": -0.6052,
        "median": -0.5723,
        "low_n": false
      }
    },
    "z>2.0": {
      "fwd_5m": {
        "n": 270,
        "wr": 0.463,
        "mean": -0.7306,
        "median": -0.25,
        "low_n": false
      },
      "fwd_15m": {
        "n": 270,
        "wr": 0.4444,
        "mean": -1.4593,
        "median": -0.5,
        "low_n": false
      },
      "fwd_30m": {
        "n": 270,
        "wr": 0.4593,
        "mean": -0.8537,
        "median": -0.6331,
        "low_n": false
      }
    },
    "z>2.5": {
      "fwd_5m": {
        "n": 201,
        "wr": 0.4627,
        "mean": -0.7351,
        "median": -0.25,
        "low_n": false
      },
      "fwd_15m": {
        "n": 201,
        "wr": 0.4478,
        "mean": -1.7687,
        "median": -0.5,
        "low_n": false
      },
      "fwd_30m": {
        "n": 201,
        "wr": 0.4478,
        "mean": -1.3504,
        "median": -1.0316,
        "low_n": false
      }
    },
    "z<=1.0": {
      "fwd_5m": {
        "n": 7,
        "wr": 0.2857,
        "mean": -2.9643,
        "median": -1.0,
        "low_n": true
      },
      "fwd_15m": {
        "n": 7,
        "wr": 0.4286,
        "mean": -4.3929,
        "median": -0.25,
        "low_n": true
      },
      "fwd_30m": {
        "n": 7,
        "wr": 0.4286,
        "mean": -3.7642,
        "median": -0.6224,
        "low_n": true
      }
    }
  },
  "test5_clustering": {
    "isolated (1)": {
      "fwd_5m": {
        "n": 122,
        "wr": 0.4344,
        "mean": -0.9734,
        "median": -0.25,
        "low_n": false
      },
      "fwd_15m": {
        "n": 122,
        "wr": 0.5,
        "mean": -2.1189,
        "median": 0.0,
        "low_n": false
      },
      "fwd_30m": {
        "n": 122,
        "wr": 0.418,
        "mean": -1.4881,
        "median": -1.5461,
        "low_n": false
      }
    },
    "pair (2)": {
      "fwd_5m": {
        "n": 112,
        "wr": 0.4732,
        "mean": -0.683,
        "median": 0.0,
        "low_n": false
      },
      "fwd_15m": {
        "n": 112,
        "wr": 0.4911,
        "mean": -0.5469,
        "median": 0.0,
        "low_n": false
      },
      "fwd_30m": {
        "n": 112,
        "wr": 0.5357,
        "mean": 0.6323,
        "median": 0.4616,
        "low_n": false
      }
    },
    "3+ cluster": {
      "fwd_5m": {
        "n": 135,
        "wr": 0.4667,
        "mean": -0.2685,
        "median": 0.0,
        "low_n": false
      },
      "fwd_15m": {
        "n": 135,
        "wr": 0.363,
        "mean": -0.7593,
        "median": -1.0,
        "low_n": false
      },
      "fwd_30m": {
        "n": 135,
        "wr": 0.4519,
        "mean": -0.7093,
        "median": -0.3707,
        "low_n": false
      }
    }
  },
  "test6_volatility": {
    "low_vol": {
      "fwd_5m": {
        "n": 125,
        "wr": 0.472,
        "mean": -0.092,
        "median": 0.0,
        "low_n": false
      },
      "fwd_15m": {
        "n": 125,
        "wr": 0.528,
        "mean": 0.494,
        "median": 0.25,
        "low_n": false
      },
      "fwd_30m": {
        "n": 125,
        "wr": 0.536,
        "mean": 0.3653,
        "median": 0.3733,
        "low_n": false
      },
      "mean_vol": 7.1
    },
    "mid_vol": {
      "fwd_5m": {
        "n": 126,
        "wr": 0.4762,
        "mean": -0.4067,
        "median": 0.0,
        "low_n": false
      },
      "fwd_15m": {
        "n": 126,
        "wr": 0.4048,
        "mean": -0.7262,
        "median": -0.75,
        "low_n": false
      },
      "fwd_30m": {
        "n": 126,
        "wr": 0.4365,
        "mean": -0.1911,
        "median": -1.1182,
        "low_n": false
      },
      "mean_vol": 13.04
    },
    "high_vol": {
      "fwd_5m": {
        "n": 118,
        "wr": 0.4237,
        "mean": -1.4301,
        "median": -1.0,
        "low_n": false
      },
      "fwd_15m": {
        "n": 118,
        "wr": 0.4068,
        "mean": -3.3263,
        "median": -1.5,
        "low_n": false
      },
      "fwd_30m": {
        "n": 118,
        "wr": 0.4237,
        "mean": -1.9328,
        "median": -2.0226,
        "low_n": false
      },
      "mean_vol": 29.84
    },
    "vol_vs_fwd_5m_rho": -0.0741,
    "vol_vs_fwd_5m_p": 0.155249,
    "vol_vs_fwd_15m_rho": -0.1117,
    "vol_vs_fwd_15m_p": 0.0319
  },
  "test7_flip_signal": {
    "flip": {
      "fwd_5m": {
        "n": 58,
        "wr": 0.5345,
        "mean": -0.2716,
        "median": 0.25,
        "low_n": false
      },
      "fwd_15m": {
        "n": 58,
        "wr": 0.5,
        "mean": -0.0388,
        "median": 0.125,
        "low_n": false
      },
      "fwd_30m": {
        "n": 58,
        "wr": 0.431,
        "mean": -1.4706,
        "median": -0.6169,
        "low_n": false
      }
    },
    "fresh": {
      "fwd_5m": {
        "n": 311,
        "wr": 0.4437,
        "mean": -0.6937,
        "median": -0.25,
        "low_n": false
      },
      "fwd_15m": {
        "n": 311,
        "wr": 0.4373,
        "mean": -1.3505,
        "median": -0.5,
        "low_n": false
      },
      "fwd_30m": {
        "n": 311,
        "wr": 0.4727,
        "mean": -0.3897,
        "median": -0.3707,
        "low_n": false
      }
    }
  },
  "test8_divergence": {
    "agrees (price moves with signal)": {
      "fwd_5m": {
        "n": 228,
        "wr": 0.4605,
        "mean": -0.8805,
        "median": -0.25,
        "low_n": false
      },
      "fwd_15m": {
        "n": 228,
        "wr": 0.4342,
        "mean": -1.6151,
        "median": -0.75,
        "low_n": false
      },
      "fwd_30m": {
        "n": 228,
        "wr": 0.4868,
        "mean": -0.5545,
        "median": -0.2411,
        "low_n": false
      }
    },
    "diverges (price opposes signal)": {
      "fwd_5m": {
        "n": 141,
        "wr": 0.4539,
        "mean": -0.2181,
        "median": 0.0,
        "low_n": false
      },
      "fwd_15m": {
        "n": 141,
        "wr": 0.4681,
        "mean": -0.383,
        "median": -0.25,
        "low_n": false
      },
      "fwd_30m": {
        "n": 141,
        "wr": 0.4326,
        "mean": -0.5678,
        "median": -0.6224,
        "low_n": false
      }
    },
    "strong_divergence (>1pt oppose)": {
      "fwd_5m": {
        "n": 78,
        "wr": 0.5,
        "mean": -0.1026,
        "median": 0.125,
        "low_n": false
      },
      "fwd_15m": {
        "n": 78,
        "wr": 0.4744,
        "mean": -0.3622,
        "median": 0.0,
        "low_n": false
      },
      "fwd_30m": {
        "n": 78,
        "wr": 0.4231,
        "mean": -0.3442,
        "median": -1.1182,
        "low_n": false
      }
    }
  },
  "test9_cvd_confirmation": {
    "CVD aligned": {
      "fwd_5m": {
        "n": 136,
        "wr": 0.4559,
        "mean": -1.3143,
        "median": -0.125,
        "low_n": false
      },
      "fwd_15m": {
        "n": 136,
        "wr": 0.4779,
        "mean": -2.0772,
        "median": -0.25,
        "low_n": false
      },
      "fwd_30m": {
        "n": 136,
        "wr": 0.4853,
        "mean": -1.7356,
        "median": -0.1161,
        "low_n": false
      }
    },
    "CVD opposed": {
      "fwd_5m": {
        "n": 233,
        "wr": 0.4592,
        "mean": -0.2264,
        "median": 0.0,
        "low_n": false
      },
      "fwd_15m": {
        "n": 233,
        "wr": 0.4292,
        "mean": -0.5998,
        "median": -0.5,
        "low_n": false
      },
      "fwd_30m": {
        "n": 233,
        "wr": 0.4549,
        "mean": 0.1269,
        "median": -0.4991,
        "low_n": false
      }
    },
    "strong_opposed": {
      "fwd_5m": {
        "n": 123,
        "wr": 0.4472,
        "mean": -0.187,
        "median": 0.0,
        "low_n": false
      },
      "fwd_15m": {
        "n": 123,
        "wr": 0.4146,
        "mean": -0.5142,
        "median": -0.25,
        "low_n": false
      },
      "fwd_30m": {
        "n": 123,
        "wr": 0.4146,
        "mean": -0.555,
        "median": -0.6114,
        "low_n": false
      },
      "mean_cvd": 244.5
    },
    "neutral": {
      "fwd_5m": {
        "n": 123,
        "wr": 0.4309,
        "mean": -0.8923,
        "median": -1.0,
        "low_n": false
      },
      "fwd_15m": {
        "n": 123,
        "wr": 0.4309,
        "mean": -1.0752,
        "median": -1.5,
        "low_n": false
      },
      "fwd_30m": {
        "n": 123,
        "wr": 0.5041,
        "mean": -0.5162,
        "median": 0.2075,
        "low_n": false
      },
      "mean_cvd": 1375.6
    },
    "strong_aligned": {
      "fwd_5m": {
        "n": 123,
        "wr": 0.4959,
        "mean": -0.8028,
        "median": 0.0,
        "low_n": false
      },
      "fwd_15m": {
        "n": 123,
        "wr": 0.4959,
        "mean": -1.8435,
        "median": 0.0,
        "low_n": false
      },
      "fwd_30m": {
        "n": 123,
        "wr": 0.4797,
        "mean": -0.6076,
        "median": -0.3793,
        "low_n": false
      },
      "mean_cvd": 1.709698231221861e+19
    },
    "cvd_vs_fwd_5m_rho": 0.0326,
    "cvd_vs_fwd_5m_p": 0.532439,
    "cvd_vs_fwd_15m_rho": 0.0447,
    "cvd_vs_fwd_15m_p": 0.391493,
    "combo_high_ratio_strong_cvd": {
      "fwd_5m": {
        "n": 22,
        "wr": 0.4091,
        "mean": -0.1364,
        "median": -0.25,
        "low_n": false
      },
      "fwd_15m": {
        "n": 22,
        "wr": 0.3636,
        "mean": -1.375,
        "median": -0.75,
        "low_n": false
      },
      "fwd_30m": {
        "n": 22,
        "wr": 0.5455,
        "mean": 0.0688,
        "median": 1.6888,
        "low_n": false
      }
    }
  },
  "null_test": {
    "n": 369,
    "actual_wr": 0.458,
    "actual_mean": -0.6274,
    "binomial_p": 0.952195,
    "perm_p_wr": 1.0,
    "significant": false
  }
}