{
  "metadata": {
    "run_date": "2026-03-15",
    "total_trace_files": 443,
    "clean_days": 355,
    "corrupted_days": 75,
    "fomc_excluded": true,
    "is_count": 213,
    "oos_count": 142,
    "corrupted_range": "2025-10-27 to 2026-02-17"
  },
  "signals": {
    "signal_1": {
      "name": "GEX \u2192 Next-Day Range",
      "original": -0.534,
      "metric": "Spearman \u03c1",
      "all": {
        "r": -0.5675426135709508,
        "p": 1.5028121685125961e-30,
        "n": 342
      },
      "IS": {
        "r": -0.6588941613902746,
        "p": 5.026547494695022e-27,
        "n": 206
      },
      "OOS": {
        "r": -0.3219975908095187,
        "p": 0.00013196012942917707,
        "n": 136
      },
      "verdict": "\u2705 Confirmed"
    },
    "signal_2": {
      "name": "MM Gamma \u2192 Intraday Vol",
      "original": -0.363,
      "metric": "Spearman \u03c1",
      "all": {
        "r": -0.5851994456375742,
        "p": 2.459790806944235e-21,
        "n": 217
      },
      "IS": {
        "r": -0.6239451060809212,
        "p": 1.341884681069558e-09,
        "n": 77
      },
      "OOS": {
        "r": -0.3754247854067031,
        "p": 4.8637073237948575e-06,
        "n": 140
      },
      "verdict": "\u2705 Confirmed"
    },
    "signal_3": {
      "name": "Aggregate GEX Vol Predictor",
      "original": -0.385,
      "metric": "Spearman \u03c1",
      "all": {
        "r": -0.3154381509550679,
        "p": 1.971636029639951e-09,
        "n": 346
      },
      "IS": {
        "r": -0.4342238699793376,
        "p": 6.997015460435231e-11,
        "n": 206
      },
      "OOS": {
        "r": -0.035748297882671455,
        "p": 0.6749812344685908,
        "n": 140
      },
      "verdict": "\u2705 Confirmed"
    },
    "signal_4": {
      "name": "ProCust HHI Vol Predictor",
      "original": -0.681,
      "metric": "Spearman \u03c1",
      "all": {
        "r": -0.1416686004598422,
        "p": 0.008315714424625824,
        "n": 346
      },
      "IS": {
        "r": -0.0743638766572321,
        "p": 0.28809979436637173,
        "n": 206
      },
      "OOS": {
        "r": -0.21544868796105712,
        "p": 0.010574174496589909,
        "n": 140
      },
      "verdict": "\u26a0\ufe0f Weakened"
    },
    "signal_5": {
      "name": "4-Signal Composite",
      "original": 0.33,
      "metric": "IC (Spearman)",
      "all": {
        "r": 0.13811622574401408,
        "p": 0.042095012441671645,
        "n": 217
      },
      "IS": {
        "r": 0.11623375861900213,
        "p": 0.3140877906427198,
        "n": 77
      },
      "OOS": {
        "r": 0.17448489213334867,
        "p": 0.03922029317311399,
        "n": 140
      },
      "verdict": "\u26a0\ufe0f Weakened"
    },
    "signal_6": {
      "name": "MM Gamma Asymmetry",
      "original": 0.133,
      "metric": "IC (Spearman)",
      "all": {
        "r": 0.005400120715992472,
        "p": 0.9207406186375136,
        "n": 342
      },
      "IS": {
        "r": 0.043693811799309375,
        "p": 0.5328863276223856,
        "n": 206
      },
      "OOS": {
        "r": -0.012695050433208621,
        "p": 0.8833784215693552,
        "n": 136
      },
      "verdict": "\u26a0\ufe0f Weakened"
    },
    "signal_7": {
      "name": "GEX \u2192 Down-Day Severity",
      "original": {
        "pos_avg": -0.011,
        "neg_avg": -0.0258
      },
      "metric": "Down-day avg return",
      "all": {
        "pos_avg": -0.005032147515274665,
        "neg_avg": -0.01147079462734768,
        "n_pos": 146,
        "n_neg": 11,
        "t_stat": 1.6302468931690013,
        "p_value": 0.1333531468882591
      },
      "IS": {
        "pos_avg": -0.00576908044904922,
        "neg_avg": -0.01147079462734768
      },
      "OOS": {
        "pos_avg": -0.004005273755097007,
        "neg_avg": NaN
      },
      "tier_means": {
        "Low": -0.008445513671030925,
        "Med": -0.004934572766760106,
        "High": -0.003115241195580982
      },
      "verdict": "\u26a0\ufe0f Weakened"
    },
    "signal_8": {
      "name": "Gamma Tilt v4.2",
      "original": 0.349,
      "metric": "IC (Spearman)",
      "all": {
        "r": 0.05043412750403479,
        "p": 0.45983375642471014,
        "n": 217
      },
      "IS": {
        "r": -0.13934932633474686,
        "p": 0.22678098122937923,
        "n": 77
      },
      "OOS": {
        "r": 0.16720878794164412,
        "p": 0.04831037277626222,
        "n": 140
      },
      "verdict": "\u26a0\ufe0f Weakened"
    },
    "signal_9": {
      "name": "GEX Magnitude \u2192 Level Hold Tiers",
      "original": "Monotonic relationship confirmed",
      "metric": "Tier analysis",
      "all": {
        "n_clean_events": 52287,
        "n_total_events": 69970
      },
      "status": "ALREADY_CONFIRMED",
      "note": "Previously re-ran on clean data, monotonic relationship confirmed with 52,287 clean events",
      "verdict": "\u2705 Confirmed (previously verified)"
    },
    "signal_10": {
      "name": "3H Bias \u2014 Gamma Contrarian",
      "original": -0.088,
      "metric": "IC (Spearman)",
      "all": {
        "r": 0.0046083016957930495,
        "p": 0.9461893933657515,
        "n": 217
      },
      "IS": {
        "r": -0.006638186001230749,
        "p": 0.9543080478528441,
        "n": 77
      },
      "OOS": {
        "r": -0.04403591886026245,
        "p": 0.6054218897260042,
        "n": 140
      },
      "verdict": "\u274c Broken"
    },
    "signal_11": {
      "name": "MM Shift Intraday",
      "original": 0.273,
      "metric": "IC (Spearman)",
      "all": {
        "r": 0.10851753432155563,
        "p": 0.1109268070485092,
        "n": 217
      },
      "IS": {
        "r": 0.08572503386351542,
        "p": 0.4585137087864173,
        "n": 77
      },
      "OOS": {
        "r": 0.13525136893805284,
        "p": 0.11109327727787795,
        "n": 140
      },
      "verdict": "\u26a0\ufe0f Weakened"
    },
    "signal_12": {
      "name": "Customer Shift / Retail Fade",
      "original": -0.218,
      "metric": "IC (Spearman)",
      "all": {
        "r": -0.0967744727317996,
        "p": 0.1554098123187904,
        "n": 217
      },
      "IS": {
        "r": -0.013922736967067405,
        "p": 0.9043413242347191,
        "n": 77
      },
      "OOS": {
        "r": -0.16128556692629112,
        "p": 0.05694530096609465,
        "n": 140
      },
      "verdict": "\u26a0\ufe0f Weakened"
    }
  }
}