{
  "dates_processed": [
    "2025-04-17",
    "2025-06-04",
    "2025-08-22",
    "2025-09-22",
    "2025-11-26",
    "2026-01-12",
    "2026-01-27",
    "2026-01-28",
    "2026-02-09",
    "2026-02-12",
    "2026-02-23",
    "2026-02-24",
    "2026-02-26",
    "2026-03-03",
    "2026-03-04",
    "2026-03-05",
    "2026-03-06",
    "2026-03-09",
    "2026-03-10",
    "2026-03-11",
    "2026-03-30",
    "2026-03-31",
    "2026-04-01",
    "2026-04-02"
  ],
  "dates_skipped": [],
  "total_clusters": 360,
  "tier_counts": {
    "HIGH": 63,
    "MEDIUM": 78,
    "LOW": 219
  },
  "volatility_by_tier": {
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      "10m": {
        "N": 63,
        "mean_abs_move": 9.9,
        "median_abs_move": 8.79,
        "pct_gt5": 65.1,
        "pct_gt10": 41.3,
        "pct_gt15": 19.0,
        "pct_gt20": 7.9
      },
      "30m": {
        "N": 63,
        "mean_abs_move": 15.2,
        "median_abs_move": 10.08,
        "pct_gt5": 66.7,
        "pct_gt10": 50.8,
        "pct_gt15": 34.9,
        "pct_gt20": 28.6
      },
      "60m": {
        "N": 63,
        "mean_abs_move": 21.29,
        "median_abs_move": 17.62,
        "pct_gt5": 84.1,
        "pct_gt10": 73.0,
        "pct_gt15": 63.5,
        "pct_gt20": 41.3
      }
    },
    "MEDIUM": {
      "10m": {
        "N": 77,
        "mean_abs_move": 7.48,
        "median_abs_move": 5.7,
        "pct_gt5": 51.9,
        "pct_gt10": 23.4,
        "pct_gt15": 11.7,
        "pct_gt20": 5.2
      },
      "30m": {
        "N": 76,
        "mean_abs_move": 13.35,
        "median_abs_move": 9.16,
        "pct_gt5": 72.4,
        "pct_gt10": 43.4,
        "pct_gt15": 31.6,
        "pct_gt20": 19.7
      },
      "60m": {
        "N": 74,
        "mean_abs_move": 16.89,
        "median_abs_move": 12.44,
        "pct_gt5": 74.3,
        "pct_gt10": 58.1,
        "pct_gt15": 39.2,
        "pct_gt20": 28.4
      }
    },
    "LOW": {
      "10m": {
        "N": 210,
        "mean_abs_move": 8.55,
        "median_abs_move": 6.66,
        "pct_gt5": 60.5,
        "pct_gt10": 31.4,
        "pct_gt15": 17.1,
        "pct_gt20": 9.5
      },
      "30m": {
        "N": 208,
        "mean_abs_move": 13.76,
        "median_abs_move": 10.64,
        "pct_gt5": 72.6,
        "pct_gt10": 51.4,
        "pct_gt15": 32.7,
        "pct_gt20": 22.6
      },
      "60m": {
        "N": 199,
        "mean_abs_move": 21.1,
        "median_abs_move": 16.03,
        "pct_gt5": 81.9,
        "pct_gt10": 64.3,
        "pct_gt15": 53.3,
        "pct_gt20": 39.2
      }
    }
  },
  "direction_by_tier": {
    "HIGH": {
      "10m": {
        "N": 63,
        "pct_up": 65.1,
        "pct_down": 34.9,
        "mean_signed": 3.81,
        "median_signed": 2.66
      },
      "30m": {
        "N": 63,
        "pct_up": 57.1,
        "pct_down": 42.9,
        "mean_signed": 5.68,
        "median_signed": 4.3
      },
      "60m": {
        "N": 63,
        "pct_up": 63.5,
        "pct_down": 36.5,
        "mean_signed": 7.76,
        "median_signed": 8.16
      }
    },
    "MEDIUM": {
      "10m": {
        "N": 77,
        "pct_up": 62.3,
        "pct_down": 37.7,
        "mean_signed": 2.38,
        "median_signed": 1.92
      },
      "30m": {
        "N": 76,
        "pct_up": 61.8,
        "pct_down": 38.2,
        "mean_signed": 3.84,
        "median_signed": 3.56
      },
      "60m": {
        "N": 74,
        "pct_up": 68.9,
        "pct_down": 31.1,
        "mean_signed": 5.63,
        "median_signed": 6.56
      }
    },
    "LOW": {
      "10m": {
        "N": 210,
        "pct_up": 59.0,
        "pct_down": 41.0,
        "mean_signed": 1.85,
        "median_signed": 1.72
      },
      "30m": {
        "N": 208,
        "pct_up": 59.6,
        "pct_down": 39.9,
        "mean_signed": 3.37,
        "median_signed": 2.6
      },
      "60m": {
        "N": 199,
        "pct_up": 56.8,
        "pct_down": 43.2,
        "mean_signed": 7.82,
        "median_signed": 6.66
      }
    }
  },
  "direction_by_imbalance": {
    "HIGH": {
      "CALL_HEAVY": {
        "10m": {
          "N": 22,
          "mean_signed": 2.86,
          "pct_up": 63.6,
          "pct_down": 36.4,
          "mean_abs": 9.31
        },
        "30m": {
          "N": 22,
          "mean_signed": 2.16,
          "pct_up": 50.0,
          "pct_down": 50.0,
          "mean_abs": 15.38
        },
        "60m": {
          "N": 22,
          "mean_signed": 6.41,
          "pct_up": 59.1,
          "pct_down": 40.9,
          "mean_abs": 23.45
        }
      },
      "PUT_HEAVY": {
        "10m": {
          "N": 39,
          "mean_signed": 4.94,
          "pct_up": 66.7,
          "pct_down": 33.3,
          "mean_abs": 10.22
        },
        "30m": {
          "N": 39,
          "mean_signed": 8.69,
          "pct_up": 61.5,
          "pct_down": 38.5,
          "mean_abs": 14.92
        },
        "60m": {
          "N": 39,
          "mean_signed": 8.81,
          "pct_up": 66.7,
          "pct_down": 33.3,
          "mean_abs": 20.48
        }
      }
    },
    "MEDIUM": {
      "CALL_HEAVY": {
        "10m": {
          "N": 25,
          "mean_signed": 0.55,
          "pct_up": 60.0,
          "pct_down": 40.0,
          "mean_abs": 6.03
        },
        "30m": {
          "N": 24,
          "mean_signed": 0.07,
          "pct_up": 45.8,
          "pct_down": 54.2,
          "mean_abs": 15.75
        },
        "60m": {
          "N": 24,
          "mean_signed": 2.77,
          "pct_up": 58.3,
          "pct_down": 41.7,
          "mean_abs": 22.28
        }
      },
      "PUT_HEAVY": {
        "10m": {
          "N": 47,
          "mean_signed": 4.09,
          "pct_up": 66.0,
          "pct_down": 34.0,
          "mean_abs": 7.88
        },
        "30m": {
          "N": 47,
          "mean_signed": 6.82,
          "pct_up": 74.5,
          "pct_down": 25.5,
          "mean_abs": 11.39
        },
        "60m": {
          "N": 45,
          "mean_signed": 6.27,
          "pct_up": 73.3,
          "pct_down": 26.7,
          "mean_abs": 13.34
        }
      }
    },
    "LOW": {
      "CALL_HEAVY": {
        "10m": {
          "N": 90,
          "mean_signed": 2.41,
          "pct_up": 62.2,
          "pct_down": 37.8,
          "mean_abs": 9.46
        },
        "30m": {
          "N": 90,
          "mean_signed": 6.01,
          "pct_up": 68.9,
          "pct_down": 31.1,
          "mean_abs": 16.94
        },
        "60m": {
          "N": 89,
          "mean_signed": 11.72,
          "pct_up": 58.4,
          "pct_down": 41.6,
          "mean_abs": 28.38
        }
      },
      "PUT_HEAVY": {
        "10m": {
          "N": 79,
          "mean_signed": 1.61,
          "pct_up": 58.2,
          "pct_down": 41.8,
          "mean_abs": 7.17
        },
        "30m": {
          "N": 79,
          "mean_signed": 0.45,
          "pct_up": 54.4,
          "pct_down": 44.3,
          "mean_abs": 9.96
        },
        "60m": {
          "N": 73,
          "mean_signed": 2.11,
          "pct_up": 52.1,
          "pct_down": 47.9,
          "mean_abs": 13.83
        }
      }
    }
  }
}