{
  "T1_w30_bull_h10": {
    "n": 77,
    "spx_mean": -0.323,
    "spx_median": -1.43,
    "pct_up": 0.468
  },
  "T1_w30_bear_h10": {
    "n": 67,
    "spx_mean": 0.734,
    "spx_median": -0.7,
    "pct_up": 0.433
  },
  "T1_w30_ttest_h10": {
    "t_stat": -0.696,
    "p_value": 0.4878
  },
  "T1_w30_corr_h10": {
    "n": 144,
    "spearman_rho": -0.0158,
    "p_value": 0.8507
  },
  "T1_w30_bull_h30": {
    "n": 77,
    "spx_mean": 0.153,
    "spx_median": -1.79,
    "pct_up": 0.468
  },
  "T1_w30_bear_h30": {
    "n": 67,
    "spx_mean": 2.04,
    "spx_median": 2.41,
    "pct_up": 0.582
  },
  "T1_w30_ttest_h30": {
    "t_stat": -0.706,
    "p_value": 0.4812
  },
  "T1_w30_corr_h30": {
    "n": 144,
    "spearman_rho": 0.0287,
    "p_value": 0.7329
  },
  "T1_w30_bull_h60": {
    "n": 77,
    "spx_mean": 2.149,
    "spx_median": -0.72,
    "pct_up": 0.494
  },
  "T1_w30_bear_h60": {
    "n": 67,
    "spx_mean": 2.334,
    "spx_median": 3.61,
    "pct_up": 0.552
  },
  "T1_w30_ttest_h60": {
    "t_stat": -0.053,
    "p_value": 0.9581
  },
  "T1_w30_corr_h60": {
    "n": 144,
    "spearman_rho": 0.0119,
    "p_value": 0.8875
  },
  "T2_w30_agree_h10": {
    "n": 70,
    "signed_mean": -1.502,
    "wr_in_spike_dir": 0.514,
    "abs_mean": 7.666
  },
  "T2_w30_disagree_h10": {
    "n": 74,
    "signed_mean": 0.185,
    "wr_in_spike_dir": 0.5,
    "abs_mean": 6.909
  },
  "T2_w30_ttest_h10": {
    "t_stat": -1.118,
    "p_value": 0.2655
  },
  "T2_w30_agree_h30": {
    "n": 70,
    "signed_mean": -2.819,
    "wr_in_spike_dir": 0.4,
    "abs_mean": 13.246
  },
  "T2_w30_disagree_h30": {
    "n": 74,
    "signed_mean": 0.074,
    "wr_in_spike_dir": 0.554,
    "abs_mean": 11.847
  },
  "T2_w30_ttest_h30": {
    "t_stat": -1.089,
    "p_value": 0.2779
  },
  "T2_w30_agree_h60": {
    "n": 70,
    "signed_mean": -3.232,
    "wr_in_spike_dir": 0.4,
    "abs_mean": 17.13
  },
  "T2_w30_disagree_h60": {
    "n": 74,
    "signed_mean": -3.514,
    "wr_in_spike_dir": 0.446,
    "abs_mean": 15.8
  },
  "T2_w30_ttest_h60": {
    "t_stat": 0.081,
    "p_value": 0.9357
  },
  "T3_w30_intensity_h10": {
    "n": 150,
    "spearman_rho": 0.0663,
    "p_value": 0.4202,
    "desc": "more SPXW volume \u2192 bigger move?"
  },
  "T3_w30_intensity_h30": {
    "n": 150,
    "spearman_rho": -0.117,
    "p_value": 0.1538,
    "desc": "more SPXW volume \u2192 bigger move?"
  },
  "T4_w30_PUT_HEAVY_partial_h10": {
    "n": 76,
    "spearman_rho": -0.1732,
    "p_value": 0.1345,
    "desc": "within PUT_HEAVY spikes, does flow direction add info?"
  },
  "T4_w30_CALL_HEAVY_partial_h10": {
    "n": 54,
    "spearman_rho": 0.0851,
    "p_value": 0.5404,
    "desc": "within CALL_HEAVY spikes, does flow direction add info?"
  },
  "T4_w30_PUT_HEAVY_partial_h30": {
    "n": 76,
    "spearman_rho": -0.0342,
    "p_value": 0.7693,
    "desc": "within PUT_HEAVY spikes, does flow direction add info?"
  },
  "T4_w30_CALL_HEAVY_partial_h30": {
    "n": 54,
    "spearman_rho": -0.0094,
    "p_value": 0.9465,
    "desc": "within CALL_HEAVY spikes, does flow direction add info?"
  },
  "T1_w60_bull_h10": {
    "n": 91,
    "spx_mean": -0.132,
    "spx_median": -2.15,
    "pct_up": 0.44
  },
  "T1_w60_bear_h10": {
    "n": 87,
    "spx_mean": -0.096,
    "spx_median": -0.57,
    "pct_up": 0.448
  },
  "T1_w60_ttest_h10": {
    "t_stat": -0.026,
    "p_value": 0.9795
  },
  "T1_w60_corr_h10": {
    "n": 178,
    "spearman_rho": -0.0192,
    "p_value": 0.7994
  },
  "T1_w60_bull_h30": {
    "n": 91,
    "spx_mean": 1.127,
    "spx_median": -0.07,
    "pct_up": 0.495
  },
  "T1_w60_bear_h30": {
    "n": 87,
    "spx_mean": 0.784,
    "spx_median": 1.47,
    "pct_up": 0.552
  },
  "T1_w60_ttest_h30": {
    "t_stat": 0.141,
    "p_value": 0.8883
  },
  "T1_w60_corr_h30": {
    "n": 178,
    "spearman_rho": 0.0384,
    "p_value": 0.6109
  },
  "T1_w60_bull_h60": {
    "n": 91,
    "spx_mean": 5.361,
    "spx_median": 2.58,
    "pct_up": 0.593
  },
  "T1_w60_bear_h60": {
    "n": 87,
    "spx_mean": 1.767,
    "spx_median": -0.13,
    "pct_up": 0.494
  },
  "T1_w60_ttest_h60": {
    "t_stat": 1.118,
    "p_value": 0.2649
  },
  "T1_w60_corr_h60": {
    "n": 178,
    "spearman_rho": 0.0982,
    "p_value": 0.1923
  },
  "T2_w60_agree_h10": {
    "n": 81,
    "signed_mean": -0.469,
    "wr_in_spike_dir": 0.519,
    "abs_mean": 7.885
  },
  "T2_w60_disagree_h10": {
    "n": 97,
    "signed_mean": -0.128,
    "wr_in_spike_dir": 0.515,
    "abs_mean": 7.238
  },
  "T2_w60_ttest_h10": {
    "t_stat": -0.24,
    "p_value": 0.8108
  },
  "T2_w60_agree_h30": {
    "n": 81,
    "signed_mean": -0.937,
    "wr_in_spike_dir": 0.457,
    "abs_mean": 12.958
  },
  "T2_w60_disagree_h30": {
    "n": 97,
    "signed_mean": -0.288,
    "wr_in_spike_dir": 0.526,
    "abs_mean": 12.713
  },
  "T2_w60_ttest_h30": {
    "t_stat": -0.266,
    "p_value": 0.7909
  },
  "T2_w60_agree_h60": {
    "n": 81,
    "signed_mean": -0.601,
    "wr_in_spike_dir": 0.481,
    "abs_mean": 17.703
  },
  "T2_w60_disagree_h60": {
    "n": 97,
    "signed_mean": -2.948,
    "wr_in_spike_dir": 0.423,
    "abs_mean": 16.546
  },
  "T2_w60_ttest_h60": {
    "t_stat": 0.719,
    "p_value": 0.4732
  },
  "T3_w60_intensity_h10": {
    "n": 181,
    "spearman_rho": -0.0064,
    "p_value": 0.9317,
    "desc": "more SPXW volume \u2192 bigger move?"
  },
  "T3_w60_intensity_h30": {
    "n": 181,
    "spearman_rho": -0.1452,
    "p_value": 0.0511,
    "desc": "more SPXW volume \u2192 bigger move?"
  },
  "T4_w60_PUT_HEAVY_partial_h10": {
    "n": 95,
    "spearman_rho": -0.0504,
    "p_value": 0.6278,
    "desc": "within PUT_HEAVY spikes, does flow direction add info?"
  },
  "T4_w60_CALL_HEAVY_partial_h10": {
    "n": 67,
    "spearman_rho": -0.0024,
    "p_value": 0.9844,
    "desc": "within CALL_HEAVY spikes, does flow direction add info?"
  },
  "T4_w60_PUT_HEAVY_partial_h30": {
    "n": 95,
    "spearman_rho": 0.0117,
    "p_value": 0.9107,
    "desc": "within PUT_HEAVY spikes, does flow direction add info?"
  },
  "T4_w60_CALL_HEAVY_partial_h30": {
    "n": 67,
    "spearman_rho": -0.0117,
    "p_value": 0.925,
    "desc": "within CALL_HEAVY spikes, does flow direction add info?"
  },
  "T1_w120_bull_h10": {
    "n": 103,
    "spx_mean": 0.551,
    "spx_median": 0.5,
    "pct_up": 0.515
  },
  "T1_w120_bear_h10": {
    "n": 100,
    "spx_mean": -0.621,
    "spx_median": -0.825,
    "pct_up": 0.42
  },
  "T1_w120_ttest_h10": {
    "t_stat": 0.876,
    "p_value": 0.3819
  },
  "T1_w120_corr_h10": {
    "n": 203,
    "spearman_rho": 0.1149,
    "p_value": 0.1027
  },
  "T1_w120_bull_h30": {
    "n": 103,
    "spx_mean": 3.033,
    "spx_median": 1.39,
    "pct_up": 0.573
  },
  "T1_w120_bear_h30": {
    "n": 100,
    "spx_mean": -1.25,
    "spx_median": -1.425,
    "pct_up": 0.46
  },
  "T1_w120_ttest_h30": {
    "t_stat": 1.89,
    "p_value": 0.0602
  },
  "T1_w120_corr_h30": {
    "n": 203,
    "spearman_rho": 0.16,
    "p_value": 0.0226
  },
  "T1_w120_bull_h60": {
    "n": 103,
    "spx_mean": 6.986,
    "spx_median": 3.61,
    "pct_up": 0.602
  },
  "T1_w120_bear_h60": {
    "n": 100,
    "spx_mean": -1.209,
    "spx_median": -5.21,
    "pct_up": 0.43
  },
  "T1_w120_ttest_h60": {
    "t_stat": 2.774,
    "p_value": 0.0061
  },
  "T1_w120_corr_h60": {
    "n": 203,
    "spearman_rho": 0.2404,
    "p_value": 0.0006
  },
  "T2_w120_agree_h10": {
    "n": 92,
    "signed_mean": -0.212,
    "wr_in_spike_dir": 0.554,
    "abs_mean": 7.839
  },
  "T2_w120_disagree_h10": {
    "n": 111,
    "signed_mean": -1.3,
    "wr_in_spike_dir": 0.441,
    "abs_mean": 7.279
  },
  "T2_w120_ttest_h10": {
    "t_stat": 0.813,
    "p_value": 0.4171
  },
  "T2_w120_agree_h30": {
    "n": 92,
    "signed_mean": 0.722,
    "wr_in_spike_dir": 0.543,
    "abs_mean": 12.992
  },
  "T2_w120_disagree_h30": {
    "n": 111,
    "signed_mean": -0.843,
    "wr_in_spike_dir": 0.486,
    "abs_mean": 12.676
  },
  "T2_w120_ttest_h30": {
    "t_stat": 0.681,
    "p_value": 0.4965
  },
  "T2_w120_agree_h60": {
    "n": 92,
    "signed_mean": 2.691,
    "wr_in_spike_dir": 0.533,
    "abs_mean": 17.162
  },
  "T2_w120_disagree_h60": {
    "n": 111,
    "signed_mean": -3.285,
    "wr_in_spike_dir": 0.441,
    "abs_mean": 17.116
  },
  "T2_w120_ttest_h60": {
    "t_stat": 1.978,
    "p_value": 0.0493
  },
  "T3_w120_intensity_h10": {
    "n": 207,
    "spearman_rho": 0.0118,
    "p_value": 0.866,
    "desc": "more SPXW volume \u2192 bigger move?"
  },
  "T3_w120_intensity_h30": {
    "n": 207,
    "spearman_rho": -0.0633,
    "p_value": 0.3649,
    "desc": "more SPXW volume \u2192 bigger move?"
  },
  "T4_w120_PUT_HEAVY_partial_h10": {
    "n": 103,
    "spearman_rho": 0.0672,
    "p_value": 0.5002,
    "desc": "within PUT_HEAVY spikes, does flow direction add info?"
  },
  "T4_w120_CALL_HEAVY_partial_h10": {
    "n": 78,
    "spearman_rho": 0.1469,
    "p_value": 0.1992,
    "desc": "within CALL_HEAVY spikes, does flow direction add info?"
  },
  "T4_w120_PUT_HEAVY_partial_h30": {
    "n": 103,
    "spearman_rho": 0.1316,
    "p_value": 0.185,
    "desc": "within PUT_HEAVY spikes, does flow direction add info?"
  },
  "T4_w120_CALL_HEAVY_partial_h30": {
    "n": 78,
    "spearman_rho": 0.0914,
    "p_value": 0.4259,
    "desc": "within CALL_HEAVY spikes, does flow direction add info?"
  },
  "NULL_w60_corr_h10": {
    "real_rho": -0.0192,
    "null_mean": 0.0042,
    "null_p": 0.8015,
    "n_shuffles": 2000
  },
  "NULL_w60_corr_h30": {
    "real_rho": 0.0384,
    "null_mean": 0.0029,
    "null_p": 0.5985,
    "n_shuffles": 2000
  }
}