{
  "run_time": "2026-03-20T21:44:38.169636",
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    "end": "2026-03-17",
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        "avg_ret": 0.00354,
        "sharpe": 0.396,
        "alpha_wr": 0.505,
        "alpha_avg": 4e-05,
        "oos_n": 67,
        "oos_wr": 0.582,
        "oos_alpha_wr": 0.612
      },
      {
        "stock": "ARM",
        "signal": "sig_b_gamma_momentum",
        "hold": "3",
        "n": 120,
        "wr": 0.542,
        "avg_ret": 0.00126,
        "sharpe": 0.225,
        "alpha_wr": 0.492,
        "alpha_avg": -0.00157,
        "oos_n": 36,
        "oos_wr": 0.583,
        "oos_alpha_wr": 0.611
      },
      {
        "stock": "ARM",
        "signal": "sig_d_combined",
        "hold": "2",
        "n": 66,
        "wr": 0.485,
        "avg_ret": 0.00148,
        "sharpe": 0.359,
        "alpha_wr": 0.561,
        "alpha_avg": -0.00013,
        "oos_n": 28,
        "oos_wr": 0.5,
        "oos_alpha_wr": 0.607
      },
      {
        "stock": "ARM",
        "signal": "sig_d_combined",
        "hold": "10",
        "n": 66,
        "wr": 0.545,
        "avg_ret": -0.00419,
        "sharpe": -0.256,
        "alpha_wr": 0.455,
        "alpha_avg": -0.00986,
        "oos_n": 28,
        "oos_wr": 0.607,
        "oos_alpha_wr": 0.607
      },
      {
        "stock": "PLTR",
        "signal": "sig_b_gamma_momentum",
        "hold": "2",
        "n": 190,
        "wr": 0.558,
        "avg_ret": 0.00265,
        "sharpe": 0.745,
        "alpha_wr": 0.489,
        "alpha_avg": 0.00255,
        "oos_n": 67,
        "oos_wr": 0.687,
        "oos_alpha_wr": 0.597
      },
      {
        "stock": "AMD",
        "signal": "sig_c_regime_flip",
        "hold": "2",
        "n": 37,
        "wr": 0.595,
        "avg_ret": 0.00201,
        "sharpe": 0.514,
        "alpha_wr": 0.514,
        "alpha_avg": -0.00377,
        "oos_n": 17,
        "oos_wr": 0.647,
        "oos_alpha_wr": 0.588
      }
    ],
    "swing_system": {
      "signal": "sig_b_gamma_momentum",
      "hold_days": "10",
      "max_positions": 3,
      "n_trades": 69,
      "wr": 0.667,
      "avg_ret": 0.03335,
      "avg_win": 0.0701,
      "avg_loss": -0.04015,
      "sharpe": 2.462,
      "alpha_sharpe": 1.641,
      "max_dd": -0.2581,
      "total_ret": 7.2734
    }
  },
  "comparison": {
    "es_orb_v3": {
      "type": "Intraday",
      "n": 34,
      "wr": 0.765,
      "sharpe": 6.7,
      "note": "Prior backtest (IS)"
    },
    "es_daily_buy": {
      "type": "Daily",
      "n": 300,
      "wr": 0.53,
      "sharpe": 0.98,
      "note": "Buy ES every day"
    },
    "idea1_es_only_oos": {
      "type": "Intraday",
      "n": 69,
      "wr": 0.5362,
      "avg_ret": -0.000106,
      "sharpe": -0.2488,
      "max_dd": -0.0572,
      "total": -0.0089,
      "note": "Trade ES on morning signal"
    },
    "idea1_best_amp_oos": {
      "type": "Intraday",
      "n": 69,
      "wr": 0.6232,
      "avg_ret": 0.011455,
      "sharpe": 4.312,
      "max_dd": -0.1188,
      "total": 1.0674,
      "note": "Best amplification score stock"
    },
    "idea1_high_beta_oos": {
      "type": "Intraday",
      "n": 69,
      "wr": 0.5942,
      "avg_ret": 0.006911,
      "sharpe": 2.9168,
      "max_dd": -0.1147,
      "total": 0.532,
      "note": "Highest-beta stock"
    },
    "idea2_sig_b_gamma_momentum_10d": {
      "type": "Swing 10d",
      "n": 379,
      "wr": 0.488,
      "sharpe": -0.586,
      "note": "sig_b_gamma_momentum"
    },
    "idea2_sig_d_combined_5d": {
      "type": "Swing 5d",
      "n": 188,
      "wr": 0.521,
      "sharpe": -1.051,
      "note": "sig_d_combined"
    },
    "idea2_sig_b_gamma_momentum_5d": {
      "type": "Swing 5d",
      "n": 379,
      "wr": 0.491,
      "sharpe": -0.503,
      "note": "sig_b_gamma_momentum"
    },
    "idea2_sig_a_pc_contrarian_5d": {
      "type": "Swing 5d",
      "n": 325,
      "wr": 0.505,
      "sharpe": -0.96,
      "note": "sig_a_pc_contrarian"
    },
    "idea2_sig_d_combined_10d": {
      "type": "Swing 10d",
      "n": 188,
      "wr": 0.505,
      "sharpe": -1.356,
      "note": "sig_d_combined"
    }
  }
}