{
  "run_timestamp": "2026-03-23T22:58:45.228984",
  "data_sources": {
    "spx_bars": 34204,
    "gex_files": 443,
    "oi_files": 455,
    "delta_files": 451
  },
  "test1": {
    "all": {
      "n": 3162,
      "reach_rate": 0.18627450980392157,
      "null_rate": 0.500000632511069,
      "p_value": 1.0,
      "prior": null
    },
    "growing_3x": {
      "n": 147,
      "reach_rate": 0.2925170068027211,
      "null_rate": 0.49929251700680277,
      "p_value": 0.9999998958329253,
      "prior": 0.889
    },
    "persistent": {
      "n": 2570,
      "reach_rate": 0.18832684824902723,
      "null_rate": 0.4998396887159533,
      "p_value": 1.0,
      "prior": null
    },
    "persistent_and_growing": {
      "n": 130,
      "reach_rate": 0.3076923076923077,
      "null_rate": 0.5000846153846153,
      "p_value": 0.9999970618050718,
      "prior": 0.912
    },
    "new_only": {
      "n": 156,
      "reach_rate": 0.17307692307692307,
      "null_rate": 0.4986858974358975,
      "p_value": 1.0,
      "prior": 0.432
    },
    "spx_join_rate": 0.9958722835983975,
    "total_ts_total": 16474,
    "total_ts_matched": 16406
  },
  "test2": {
    "IC_1h": {
      "n": 7071,
      "IC": 0.004202595119599943,
      "p_value": 0.7238394791559468,
      "perm_p": 0.738,
      "IC_IS": -0.016480805107157902,
      "IC_OOS": 0.004503178607392328,
      "n_IS": 3561,
      "n_OOS": 3510
    },
    "IC_2h": {
      "n": 5808,
      "IC": 0.013860153518852428,
      "p_value": 0.2909184502380821,
      "perm_p": 0.301,
      "IC_IS": -0.044684355651356186,
      "IC_OOS": 0.038890457469553615,
      "n_IS": 2925,
      "n_OOS": 2883
    },
    "IC_3h": {
      "n": 4549,
      "IC": 0.009433842485976191,
      "p_value": 0.5247002796099957,
      "perm_p": 0.54,
      "IC_IS": -0.0825435309528621,
      "IC_OOS": 0.05178479026689226,
      "n_IS": 2292,
      "n_OOS": 2257
    },
    "spx_join_rate": 0.9959298245614036,
    "total_ts_matched": 7096,
    "total_ts_total": 7125
  },
  "test3": {
    "quintiles": {
      "1": {
        "n": 6374,
        "reach_rate": 0.0015688735487919673,
        "null_rate": 0.4999523062441167,
        "p_value": 0.0
      },
      "2": {
        "n": 6295,
        "reach_rate": 0.0007942811755361397,
        "null_rate": 0.5002441620333599,
        "p_value": 0.0
      },
      "3": {
        "n": 6317,
        "reach_rate": 0.0006332119677061897,
        "null_rate": 0.500170175716321,
        "p_value": 0.0
      },
      "4": {
        "n": 6324,
        "reach_rate": 0.04016445287792536,
        "null_rate": 0.5000197659709046,
        "p_value": 0.0
      },
      "5": {
        "n": 6328,
        "reach_rate": 0.48214285714285715,
        "null_rate": 0.5002220290771175,
        "p_value": 0.0046735163622577585
      }
    },
    "spx_join_rate": 0.9960234256380595,
    "n_obs": 31638,
    "total_ts_matched": 13776,
    "total_ts_total": 13831
  },
  "test4": {
    "by_path": {
      "EMPTY": {
        "n": 2555,
        "reach_rate": 0.8399217221135029,
        "p_value": 4.031765312796771e-283,
        "avg_minutes_to_reach": 24.315004659832248,
        "prior": 0.863
      },
      "POS_ONLY": {
        "n": 4963,
        "reach_rate": 0.46665323393109004,
        "p_value": 2.7870708908288764e-06,
        "avg_minutes_to_reach": 73.98100172711571,
        "prior": 0.605
      },
      "NEG_ONLY": {
        "n": 2662,
        "reach_rate": 0.47858752817430505,
        "p_value": 0.02849427809866743,
        "avg_minutes_to_reach": 62.93956043956044,
        "prior": 0.607
      },
      "MIXED": {
        "n": 54385,
        "reach_rate": 0.05163188379148662,
        "p_value": 0.0,
        "avg_minutes_to_reach": 120.22613960113961,
        "prior": 0.292
      }
    },
    "empty_vs_pos_diff": 0.37326848818241287,
    "empty_vs_pos_perm_p": 0.0,
    "spx_join_rate": 0.9960234256380595,
    "n_obs": 64565,
    "total_ts_matched": 13776,
    "total_ts_total": 13831
  },
  "test5": {
    "5a_gamma_mag_range": {
      "IC": -0.32024205974006126,
      "p_value": 1.3666929879809571e-11,
      "n": 425,
      "prior_IC": -0.485
    },
    "5b_mm_gamma_flow": {
      "IC_1h": -0.0011721654948911072,
      "p_1h": 0.9029272037948876,
      "IC_2h": 0.006384823840396129,
      "p_2h": 0.5074294612074652,
      "n": 10829,
      "prior_IC": 0.045
    },
    "5c_dominant_strike": {
      "IC": 0.05537545105319792,
      "p_value": 4.1698542900144594e-09,
      "hit_rate": 0.5337777777777778,
      "n": 11250,
      "prior_IC": "0.058-0.077"
    },
    "spx_join_rate_5a": 0.9976470588235294
  },
  "verdicts": {
    "T1_growing_3x": "INVALIDATED",
    "T1_persistent_and_growing": "INVALIDATED",
    "T1_new_only": "INVALIDATED",
    "T2_IC_IS": "INVALIDATED",
    "T2_IC_OOS": "INVALIDATED",
    "T3_Q5": "WEAKENED",
    "T3_Q1": "INVALIDATED",
    "T4_EMPTY": "CONFIRMED",
    "T4_POS_ONLY": "WEAKENED",
    "T4_NEG_ONLY": "WEAKENED",
    "T4_MIXED": "INVALIDATED",
    "T5a_gamma_mag_range": "WEAKENED",
    "T5b_mm_flow": "INVALIDATED",
    "T5c_dom_strike": "CONFIRMED"
  }
}