2026-04-06 18:07:23,456 [INFO] 🚀 Starting 3-Study Spike Flow Analysis
2026-04-06 18:07:23,456 [INFO] Machine: M3 Ultra, 28 cores, 96GB RAM
2026-04-06 18:07:23,456 [INFO] Output: /Users/lutherbot/.openclaw/workspace/data/spike_flow_3study
2026-04-06 18:07:23,456 [INFO] 
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2026-04-06 18:07:23,456 [INFO] ============================================================
2026-04-06 18:07:23,456 [INFO] STUDY 1: Spike Imbalance × HIRO Put/Call Flow Decomposition
2026-04-06 18:07:23,456 [INFO] ============================================================
2026-04-06 18:07:23,461 [INFO] Loaded 365 events across 21 dates
2026-04-06 18:07:23,487 [INFO] Study 1 complete: 56 result keys saved
2026-04-06 18:07:23,487 [INFO] 
--- STUDY 1 KEY FINDINGS ---
2026-04-06 18:07:23,487 [INFO]   S1_CALL_HEAVY_BALANCED_h10: N=67 mean=-1.206 wr=0.463
2026-04-06 18:07:23,487 [INFO]   S1_CALL_HEAVY_BALANCED_h30: N=67 mean=-0.014 wr=0.507
2026-04-06 18:07:23,487 [INFO]   S1_CALL_HEAVY_BALANCED_h60: N=67 mean=-1.992 wr=0.448
2026-04-06 18:07:23,487 [INFO]   S1_CALL_HEAVY_CALL_DOMINANT_h10: N=41 mean=0.985 wr=0.488
2026-04-06 18:07:23,487 [INFO]   S1_CALL_HEAVY_CALL_DOMINANT_h30: N=41 mean=3.37 wr=0.61
2026-04-06 18:07:23,487 [INFO]   S1_CALL_HEAVY_CALL_DOMINANT_h60: N=41 mean=3.718 wr=0.561
2026-04-06 18:07:23,487 [INFO]   S1_CALL_HEAVY_PUT_DOMINANT_h10: N=50 mean=3.328 wr=0.66
2026-04-06 18:07:23,487 [INFO]   S1_CALL_HEAVY_PUT_DOMINANT_h30: N=50 mean=0.736 wr=0.6
2026-04-06 18:07:23,487 [INFO]   S1_CALL_HEAVY_PUT_DOMINANT_h60: N=50 mean=1.203 wr=0.48
2026-04-06 18:07:23,487 [INFO]   S1_PUT_HEAVY_BALANCED_h10: N=77 mean=-1.713 wr=0.494
2026-04-06 18:07:23,487 [INFO]   S1_PUT_HEAVY_BALANCED_h30: N=77 mean=-0.141 wr=0.519
2026-04-06 18:07:23,487 [INFO]   S1_PUT_HEAVY_BALANCED_h60: N=77 mean=-3.007 wr=0.455
2026-04-06 18:07:23,487 [INFO]   S1_PUT_HEAVY_CALL_DOMINANT_h10: N=46 mean=0.804 wr=0.565
2026-04-06 18:07:23,487 [INFO]   S1_PUT_HEAVY_CALL_DOMINANT_h30: N=46 mean=-1.896 wr=0.543
2026-04-06 18:07:23,487 [INFO]   S1_PUT_HEAVY_CALL_DOMINANT_h60: N=46 mean=-6.018 wr=0.5
2026-04-06 18:07:23,487 [INFO]   S1_PUT_HEAVY_PUT_DOMINANT_h10: N=45 mean=-0.277 wr=0.489
2026-04-06 18:07:23,487 [INFO]   S1_PUT_HEAVY_PUT_DOMINANT_h30: N=45 mean=-3.161 wr=0.378
2026-04-06 18:07:23,487 [INFO]   S1_PUT_HEAVY_PUT_DOMINANT_h60: N=45 mean=-2.766 wr=0.467
2026-04-06 18:07:23,487 [INFO]   S1_asym_CALL_HEAVY_h30: rho=0.0813 p=0.31 N=158
2026-04-06 18:07:23,487 [INFO]   S1_asym_CALL_HEAVY_h60: rho=0.108 p=0.177 N=158
2026-04-06 18:07:23,487 [INFO]   S1_asym_PUT_HEAVY_h30: rho=-0.1138 p=0.1418 N=168
2026-04-06 18:07:23,487 [INFO]   S1_asym_PUT_HEAVY_h60: rho=-0.0232 p=0.7656 N=168
2026-04-06 18:07:23,487 [INFO]   S1_corr_CALL_HEAVY_call_flow_abs_h30: rho=0.0271 p=0.7349 N=158
2026-04-06 18:07:23,487 [INFO]   S1_corr_CALL_HEAVY_call_flow_abs_h60: rho=0.1142 p=0.153 N=158
2026-04-06 18:07:23,487 [INFO]   S1_corr_CALL_HEAVY_pc_ratio_h30: rho=0.0192 p=0.8108 N=158
2026-04-06 18:07:23,487 [INFO]   S1_corr_CALL_HEAVY_pc_ratio_h60: rho=-0.0118 p=0.883 N=158
2026-04-06 18:07:23,487 [INFO]   S1_corr_CALL_HEAVY_put_flow_abs_h30: rho=-0.0023 p=0.9768 N=158
2026-04-06 18:07:23,487 [INFO]   S1_corr_CALL_HEAVY_put_flow_abs_h60: rho=0.0721 p=0.368 N=158
2026-04-06 18:07:23,487 [INFO]   S1_corr_PUT_HEAVY_call_flow_abs_h30: rho=0.0791 p=0.3079 N=168
2026-04-06 18:07:23,487 [INFO]   S1_corr_PUT_HEAVY_call_flow_abs_h60: rho=0.0418 p=0.5906 N=168
2026-04-06 18:07:23,487 [INFO]   S1_corr_PUT_HEAVY_pc_ratio_h30: rho=-0.1138 p=0.1418 N=168
2026-04-06 18:07:23,487 [INFO]   S1_corr_PUT_HEAVY_pc_ratio_h60: rho=-0.0232 p=0.7656 N=168
2026-04-06 18:07:23,487 [INFO]   S1_corr_PUT_HEAVY_put_flow_abs_h30: rho=-0.0051 p=0.9475 N=168
2026-04-06 18:07:23,487 [INFO]   S1_corr_PUT_HEAVY_put_flow_abs_h60: rho=0.0822 p=0.2896 N=168
2026-04-06 18:07:23,487 [INFO]   S1_tertile_CALL_HEAVY_pcHIGH_h30: N=53 mean=1.185 wr=0.623
2026-04-06 18:07:23,487 [INFO]   S1_tertile_CALL_HEAVY_pcHIGH_h60: N=53 mean=1.615 wr=0.509
2026-04-06 18:07:23,487 [INFO]   S1_tertile_CALL_HEAVY_pcLOW_h30: N=53 mean=1.355 wr=0.547
2026-04-06 18:07:23,488 [INFO]   S1_tertile_CALL_HEAVY_pcLOW_h60: N=53 mean=0.283 wr=0.472
2026-04-06 18:07:23,488 [INFO]   S1_tertile_CALL_HEAVY_pcMID_h30: N=52 mean=0.758 wr=0.519
2026-04-06 18:07:23,488 [INFO]   S1_tertile_CALL_HEAVY_pcMID_h60: N=52 mean=-0.412 wr=0.481
2026-04-06 18:07:23,488 [INFO]   S1_tertile_PUT_HEAVY_pcHIGH_h30: N=56 mean=-3.306 wr=0.375
2026-04-06 18:07:23,488 [INFO]   S1_tertile_PUT_HEAVY_pcHIGH_h60: N=56 mean=-3.086 wr=0.446
2026-04-06 18:07:23,488 [INFO]   S1_tertile_PUT_HEAVY_pcLOW_h30: N=56 mean=-1.806 wr=0.554
2026-04-06 18:07:23,488 [INFO]   S1_tertile_PUT_HEAVY_pcLOW_h60: N=56 mean=-6.102 wr=0.482
2026-04-06 18:07:23,488 [INFO]   S1_tertile_PUT_HEAVY_pcMID_h30: N=56 mean=0.821 wr=0.536
2026-04-06 18:07:23,488 [INFO]   S1_tertile_PUT_HEAVY_pcMID_h60: N=56 mean=-2.113 wr=0.482
2026-04-06 18:07:23,488 [INFO]   S1_tod_late_BALANCED_h60: N=11 mean=7.242 wr=0.636
2026-04-06 18:07:23,488 [INFO]   S1_tod_midAM_BALANCED_h60: N=18 mean=-9.501 wr=0.278
2026-04-06 18:07:23,488 [INFO]   S1_tod_midAM_CALL_DOMINANT_h60: N=19 mean=-8.215 wr=0.474
2026-04-06 18:07:23,488 [INFO]   S1_tod_midAM_PUT_DOMINANT_h60: N=14 mean=-0.174 wr=0.357
2026-04-06 18:07:23,488 [INFO]   S1_tod_midday_BALANCED_h60: N=24 mean=5.467 wr=0.542
2026-04-06 18:07:23,488 [INFO]   S1_tod_midday_CALL_DOMINANT_h60: N=9 mean=5.797 wr=0.778
2026-04-06 18:07:23,488 [INFO]   S1_tod_midday_PUT_DOMINANT_h60: N=15 mean=10.439 wr=0.8
2026-04-06 18:07:23,488 [INFO]   S1_tod_open_BALANCED_h60: N=24 mean=-11.308 wr=0.417
2026-04-06 18:07:23,488 [INFO]   S1_tod_open_CALL_DOMINANT_h60: N=16 mean=-11.569 wr=0.375
2026-04-06 18:07:23,488 [INFO]   S1_tod_open_PUT_DOMINANT_h60: N=14 mean=-22.311 wr=0.143
2026-04-06 18:07:23,488 [INFO] Study 1 took 0.0s
2026-04-06 18:07:23,488 [INFO] ============================================================
2026-04-06 18:07:23,488 [INFO] STUDY 2: Agreement State as Fade Signal
2026-04-06 18:07:23,488 [INFO] ============================================================
2026-04-06 18:07:23,490 [INFO] Agreement: 137, Disagreement: 176, Neutral: 52
2026-04-06 18:07:23,589 [INFO] Study 2 complete: 22 result keys saved
2026-04-06 18:07:23,589 [INFO] 
--- STUDY 2 KEY FINDINGS ---
2026-04-06 18:07:23,590 [INFO]   S2_agree_CALL_HEAVY_h60: {'n': 83, 'fade_mean': np.float64(-3.448), 'fade_wr': np.float64(0.458)}
2026-04-06 18:07:23,590 [INFO]   S2_agree_PUT_HEAVY_h60: {'n': 54, 'fade_mean': np.float64(7.619), 'fade_wr': np.float64(0.63)}
2026-04-06 18:07:23,590 [INFO]   S2_agree_fade_h10: {'n': 137, 'fade_mean': np.float64(-0.249), 'fade_median': np.float64(0.49), 'fade_wr': np.float64(0.511), 'raw_abs_mean': np.float64(8.51)}
2026-04-06 18:07:23,590 [INFO]   S2_agree_fade_h30: {'n': 137, 'fade_mean': np.float64(0.14), 'fade_median': np.float64(-0.88), 'fade_wr': np.float64(0.482), 'raw_abs_mean': np.float64(12.945)}
2026-04-06 18:07:23,590 [INFO]   S2_agree_fade_h60: {'n': 137, 'fade_mean': np.float64(0.914), 'fade_median': np.float64(2.21), 'fade_wr': np.float64(0.526), 'raw_abs_mean': np.float64(18.526)}
2026-04-06 18:07:23,590 [INFO]   S2_agree_late_h60: {'n': 11, 'fade_mean': np.float64(-10.917), 'fade_wr': np.float64(0.364)}
2026-04-06 18:07:23,590 [INFO]   S2_agree_midAM_h60: {'n': 35, 'fade_mean': np.float64(-5.866), 'fade_wr': np.float64(0.429)}
2026-04-06 18:07:23,590 [INFO]   S2_agree_midday_h60: {'n': 40, 'fade_mean': np.float64(-2.152), 'fade_wr': np.float64(0.45)}
2026-04-06 18:07:23,590 [INFO]   S2_agree_open_h60: {'n': 51, 'fade_mean': np.float64(10.523), 'fade_wr': np.float64(0.686)}
2026-04-06 18:07:23,590 [INFO]   S2_agree_strength_corr_h10: {'n': 137, 'desc': 'stronger agreement → stronger fade?', 'spearman_rho': np.float64(-0.0661), 'p_value': np.float64(0.4431)}
2026-04-06 18:07:23,590 [INFO]   S2_agree_strength_corr_h30: {'n': 137, 'desc': 'stronger agreement → stronger fade?', 'spearman_rho': np.float64(-0.0996), 'p_value': np.float64(0.2469)}
2026-04-06 18:07:23,590 [INFO]   S2_agree_strength_corr_h60: {'n': 137, 'desc': 'stronger agreement → stronger fade?', 'spearman_rho': np.float64(-0.0729), 'p_value': np.float64(0.3973)}
2026-04-06 18:07:23,590 [INFO]   S2_disagree_CALL_HEAVY_h60: {'n': 68, 'fade_mean': np.float64(1.846), 'fade_wr': np.float64(0.544)}
2026-04-06 18:07:23,590 [INFO]   S2_disagree_PUT_HEAVY_h60: {'n': 108, 'fade_mean': np.float64(2.887), 'fade_wr': np.float64(0.491)}
2026-04-06 18:07:23,590 [INFO]   S2_disagree_follow_h10: {'n': 176, 'follow_mean': np.float64(0.109), 'follow_wr': np.float64(0.455)}
2026-04-06 18:07:23,590 [INFO]   S2_disagree_follow_h30: {'n': 176, 'follow_mean': np.float64(0.086), 'follow_wr': np.float64(0.466)}
2026-04-06 18:07:23,590 [INFO]   S2_disagree_follow_h60: {'n': 176, 'follow_mean': np.float64(2.485), 'follow_wr': np.float64(0.511)}
2026-04-06 18:07:23,590 [INFO]   S2_disagree_late_h60: {'n': 12, 'fade_mean': np.float64(0.261), 'fade_wr': np.float64(0.583)}
2026-04-06 18:07:23,590 [INFO]   S2_disagree_midAM_h60: {'n': 63, 'fade_mean': np.float64(10.618), 'fade_wr': np.float64(0.667)}
2026-04-06 18:07:23,590 [INFO]   S2_disagree_midday_h60: {'n': 47, 'fade_mean': np.float64(-8.491), 'fade_wr': np.float64(0.277)}
2026-04-06 18:07:23,590 [INFO]   S2_disagree_open_h60: {'n': 54, 'fade_mean': np.float64(3.044), 'fade_wr': np.float64(0.519)}
2026-04-06 18:07:23,590 [INFO]   S2_null_test: {'real_agree_fade_wr_60m': np.float64(0.5255), 'null_mean_wr': np.float64(0.4656), 'null_std': np.float64(0.0336), 'null_p95': np.float64(0.5182), 'n_shuffles': 1000}
2026-04-06 18:07:23,590 [INFO] Study 2 took 0.1s
2026-04-06 18:07:23,590 [INFO] ============================================================
2026-04-06 18:07:23,590 [INFO] STUDY 3: Sustained Spread Widening — Parallel CBBO scan
2026-04-06 18:07:23,590 [INFO] ============================================================
2026-04-06 18:07:23,590 [INFO] Launching 20 parallel workers for 21 dates
2026-04-06 18:13:46,059 [INFO] 🚀 Starting 3-Study Spike Flow Analysis
2026-04-06 18:13:46,059 [INFO] Machine: M3 Ultra, 28 cores, 96GB RAM
2026-04-06 18:13:46,059 [INFO] Output: /Users/lutherbot/.openclaw/workspace/data/spike_flow_3study
2026-04-06 18:13:46,059 [INFO] Study 1 already complete — loading cached results
2026-04-06 18:13:46,060 [INFO] Study 1: 0.0s (56 keys)
2026-04-06 18:13:46,060 [INFO] Study 2 already complete — loading cached results
2026-04-06 18:13:46,061 [INFO] Study 2: 0.0s (22 keys)
2026-04-06 18:13:46,061 [INFO] ============================================================
2026-04-06 18:13:46,061 [INFO] STUDY 3: Sustained Spread Widening — Parallel CBBO scan
2026-04-06 18:13:46,061 [INFO] ============================================================
2026-04-06 18:13:46,061 [INFO] Processing 21 dates in batches of 4 (4 workers)
2026-04-06 18:13:46,061 [INFO]   Batch 1: ['2026-03-03', '2026-03-04', '2026-03-05', '2026-03-06']