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      "name": "Neg Asym Shift (change)",
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                "mean_ret": -1.337,
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                "mean_ret": 5.141,
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                "mean_ret": 53.109,
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                "mean_ret": -7.009,
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                "mean_ret": -10.236,
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                "mean_ret": 6.457,
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          },
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                "mean_ret": 2.934,
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                "mean_ret": -13.676,
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                "mean_ret": 2.903,
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          },
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                "mean_ret": -15.117,
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                "mean_ret": 17.863,
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              "4": {
                "mean_ret": 47.188,
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      }
    },
    "center_dist": {
      "name": "Neg Gamma Center Distance",
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                "mean_ret": 5.871,
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                "mean_ret": 1.564,
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              "3": {
                "mean_ret": 16.251,
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                "mean_ret": 39.517,
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                "mean_ret": -4.669,
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              "3": {
                "mean_ret": 23.27,
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                "mean_ret": -33.301,
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                "mean_ret": 18.733,
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              "4": {
                "mean_ret": -1.429,
                "n": 26
              }
            }
          },
          "noon_same_day_ret": {
            "time": "noon",
            "horizon": "Open\u2192Close",
            "ic": 0.7064,
            "pval": 0.0,
            "n": 131,
            "dir_accuracy": 0.771,
            "dir_n": 131,
            "monotonicity": 1.0,
            "quintiles": {
              "0": {
                "mean_ret": -60.526,
                "n": 27
              },
              "1": {
                "mean_ret": -20.53,
                "n": 26
              },
              "2": {
                "mean_ret": 12.982,
                "n": 26
              },
              "3": {
                "mean_ret": 29.57,
                "n": 26
              },
              "4": {
                "mean_ret": 53.43,
                "n": 26
              }
            }
          },
          "1pm_one_close_ret": {
            "time": "1pm",
            "horizon": "1PM\u2192Close",
            "ic": -0.0049,
            "pval": 0.9564,
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            "dir_accuracy": 0.4961,
            "dir_n": 129,
            "monotonicity": 0.5,
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              "0": {
                "mean_ret": 0.747,
                "n": 26
              },
              "1": {
                "mean_ret": 0.517,
                "n": 26
              },
              "2": {
                "mean_ret": 5.172,
                "n": 25
              },
              "3": {
                "mean_ret": -2.086,
                "n": 26
              },
              "4": {
                "mean_ret": 3.739,
                "n": 26
              }
            }
          },
          "1pm_two_close_ret": {
            "time": "1pm",
            "horizon": "2PM\u2192Close",
            "ic": -0.0971,
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            "dir_accuracy": 0.4496,
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              "0": {
                "mean_ret": 3.98,
                "n": 26
              },
              "1": {
                "mean_ret": -0.044,
                "n": 26
              },
              "2": {
                "mean_ret": 4.61,
                "n": 25
              },
              "3": {
                "mean_ret": -1.378,
                "n": 26
              },
              "4": {
                "mean_ret": -2.163,
                "n": 26
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            }
          },
          "1pm_same_day_ret": {
            "time": "1pm",
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              "0": {
                "mean_ret": -66.228,
                "n": 27
              },
              "1": {
                "mean_ret": -19.788,
                "n": 26
              },
              "2": {
                "mean_ret": 14.147,
                "n": 26
              },
              "3": {
                "mean_ret": 27.165,
                "n": 26
              },
              "4": {
                "mean_ret": 59.85,
                "n": 26
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            }
          }
        },
        "NEG": {
          "morning_noon_close_ret": {
            "time": "morning",
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            "ic": 0.1949,
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              "0": {
                "mean_ret": -25.128,
                "n": 8
              },
              "1": {
                "mean_ret": 5.727,
                "n": 7
              },
              "2": {
                "mean_ret": -3.587,
                "n": 7
              },
              "3": {
                "mean_ret": -7.104,
                "n": 7
              },
              "4": {
                "mean_ret": 8.526,
                "n": 8
              }
            }
          },
          "morning_one_close_ret": {
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            "dir_accuracy": 0.5278,
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            "monotonicity": 0.5,
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              "0": {
                "mean_ret": -4.028,
                "n": 8
              },
              "1": {
                "mean_ret": 5.444,
                "n": 7
              },
              "2": {
                "mean_ret": 0.32,
                "n": 7
              },
              "3": {
                "mean_ret": -2.484,
                "n": 7
              },
              "4": {
                "mean_ret": 8.243,
                "n": 7
              }
            }
          },
          "morning_two_close_ret": {
            "time": "morning",
            "horizon": "2PM\u2192Close",
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            "dir_accuracy": 0.3333,
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              "0": {
                "mean_ret": -5.091,
                "n": 8
              },
              "1": {
                "mean_ret": 9.809,
                "n": 7
              },
              "2": {
                "mean_ret": -6.524,
                "n": 7
              },
              "3": {
                "mean_ret": -11.1,
                "n": 7
              },
              "4": {
                "mean_ret": 3.334,
                "n": 7
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            }
          },
          "morning_same_day_ret": {
            "time": "morning",
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              "0": {
                "mean_ret": -65.7,
                "n": 8
              },
              "1": {
                "mean_ret": -23.55,
                "n": 7
              },
              "2": {
                "mean_ret": -0.293,
                "n": 7
              },
              "3": {
                "mean_ret": 14.964,
                "n": 7
              },
              "4": {
                "mean_ret": 28.756,
                "n": 8
              }
            }
          },
          "noon_noon_close_ret": {
            "time": "noon",
            "horizon": "Noon\u2192Close",
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              "0": {
                "mean_ret": -1.456,
                "n": 8
              },
              "1": {
                "mean_ret": -3.441,
                "n": 7
              },
              "2": {
                "mean_ret": -6.416,
                "n": 7
              },
              "3": {
                "mean_ret": -9.541,
                "n": 7
              },
              "4": {
                "mean_ret": -2.515,
                "n": 8
              }
            }
          },
          "noon_one_close_ret": {
            "time": "noon",
            "horizon": "1PM\u2192Close",
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              "0": {
                "mean_ret": 5.617,
                "n": 8
              },
              "1": {
                "mean_ret": 5.139,
                "n": 7
              },
              "2": {
                "mean_ret": 0.777,
                "n": 7
              },
              "3": {
                "mean_ret": -14.287,
                "n": 7
              },
              "4": {
                "mean_ret": 8.871,
                "n": 7
              }
            }
          },
          "noon_two_close_ret": {
            "time": "noon",
            "horizon": "2PM\u2192Close",
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            "dir_accuracy": 0.3333,
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              "0": {
                "mean_ret": 14.654,
                "n": 8
              },
              "1": {
                "mean_ret": -3.394,
                "n": 7
              },
              "2": {
                "mean_ret": -1.649,
                "n": 7
              },
              "3": {
                "mean_ret": -23.817,
                "n": 7
              },
              "4": {
                "mean_ret": 1.813,
                "n": 7
              }
            }
          },
          "noon_same_day_ret": {
            "time": "noon",
            "horizon": "Open\u2192Close",
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              "0": {
                "mean_ret": -75.184,
                "n": 8
              },
              "1": {
                "mean_ret": -29.676,
                "n": 7
              },
              "2": {
                "mean_ret": 0.527,
                "n": 7
              },
              "3": {
                "mean_ret": 16.614,
                "n": 7
              },
              "4": {
                "mean_ret": 41.439,
                "n": 8
              }
            }
          },
          "1pm_one_close_ret": {
            "time": "1pm",
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            "ic": -0.1611,
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              "0": {
                "mean_ret": 5.36,
                "n": 8
              },
              "1": {
                "mean_ret": 3.564,
                "n": 7
              },
              "2": {
                "mean_ret": 1.009,
                "n": 7
              },
              "3": {
                "mean_ret": 7.349,
                "n": 7
              },
              "4": {
                "mean_ret": -11.127,
                "n": 7
              }
            }
          },
          "1pm_two_close_ret": {
            "time": "1pm",
            "horizon": "2PM\u2192Close",
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              "0": {
                "mean_ret": 9.341,
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              },
              "1": {
                "mean_ret": -1.664,
                "n": 7
              },
              "2": {
                "mean_ret": -9.397,
                "n": 7
              },
              "3": {
                "mean_ret": 0.826,
                "n": 7
              },
              "4": {
                "mean_ret": -10.74,
                "n": 7
              }
            }
          },
          "1pm_same_day_ret": {
            "time": "1pm",
            "horizon": "Open\u2192Close",
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              "0": {
                "mean_ret": -79.62,
                "n": 8
              },
              "1": {
                "mean_ret": -22.951,
                "n": 7
              },
              "2": {
                "mean_ret": 1.63,
                "n": 7
              },
              "3": {
                "mean_ret": 15.487,
                "n": 7
              },
              "4": {
                "mean_ret": 40.013,
                "n": 8
              }
            }
          }
        }
      }
    },
    "total_neg_gamma": {
      "name": "Total Neg Gamma Magnitude",
      "description": "Absolute size of neg gamma",
      "by_regime": {
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            "time": "morning",
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              "0": {
                "mean_ret": 7.192,
                "n": 34
              },
              "1": {
                "mean_ret": -1.371,
                "n": 34
              },
              "2": {
                "mean_ret": -2.733,
                "n": 33
              },
              "3": {
                "mean_ret": -0.561,
                "n": 34
              },
              "4": {
                "mean_ret": -3.3,
                "n": 34
              }
            }
          },
          "morning_one_close_ret": {
            "time": "morning",
            "horizon": "1PM\u2192Close",
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                "mean_ret": 6.58,
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              },
              "1": {
                "mean_ret": 2.773,
                "n": 33
              },
              "2": {
                "mean_ret": 0.463,
                "n": 33
              },
              "3": {
                "mean_ret": -0.134,
                "n": 33
              },
              "4": {
                "mean_ret": -1.998,
                "n": 33
              }
            }
          },
          "morning_two_close_ret": {
            "time": "morning",
            "horizon": "2PM\u2192Close",
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              "0": {
                "mean_ret": 4.659,
                "n": 33
              },
              "1": {
                "mean_ret": 4.252,
                "n": 33
              },
              "2": {
                "mean_ret": -4.352,
                "n": 33
              },
              "3": {
                "mean_ret": -3.303,
                "n": 33
              },
              "4": {
                "mean_ret": 0.362,
                "n": 33
              }
            }
          },
          "morning_same_day_ret": {
            "time": "morning",
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              "0": {
                "mean_ret": 14.518,
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              },
              "1": {
                "mean_ret": 6.246,
                "n": 33
              },
              "2": {
                "mean_ret": -9.046,
                "n": 34
              },
              "3": {
                "mean_ret": 3.029,
                "n": 33
              },
              "4": {
                "mean_ret": -15.362,
                "n": 34
              }
            }
          },
          "noon_noon_close_ret": {
            "time": "noon",
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                "mean_ret": -0.374,
                "n": 34
              },
              "1": {
                "mean_ret": 1.812,
                "n": 34
              },
              "2": {
                "mean_ret": 2.525,
                "n": 33
              },
              "3": {
                "mean_ret": -3.809,
                "n": 34
              },
              "4": {
                "mean_ret": -0.773,
                "n": 34
              }
            }
          },
          "noon_one_close_ret": {
            "time": "noon",
            "horizon": "1PM\u2192Close",
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            "dir_accuracy": 0.5576,
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              "0": {
                "mean_ret": 1.022,
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              },
              "1": {
                "mean_ret": 4.834,
                "n": 33
              },
              "2": {
                "mean_ret": 5.522,
                "n": 33
              },
              "3": {
                "mean_ret": -2.389,
                "n": 33
              },
              "4": {
                "mean_ret": -1.304,
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            }
          },
          "noon_two_close_ret": {
            "time": "noon",
            "horizon": "2PM\u2192Close",
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                "mean_ret": -2.034,
                "n": 33
              },
              "1": {
                "mean_ret": 5.978,
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              },
              "2": {
                "mean_ret": 3.22,
                "n": 33
              },
              "3": {
                "mean_ret": -5.444,
                "n": 33
              },
              "4": {
                "mean_ret": -0.102,
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            }
          },
          "noon_same_day_ret": {
            "time": "noon",
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                "mean_ret": 11.436,
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              },
              "1": {
                "mean_ret": 2.064,
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              },
              "2": {
                "mean_ret": -4.816,
                "n": 34
              },
              "3": {
                "mean_ret": -9.133,
                "n": 33
              },
              "4": {
                "mean_ret": -0.645,
                "n": 34
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            }
          },
          "1pm_one_close_ret": {
            "time": "1pm",
            "horizon": "1PM\u2192Close",
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            "dir_accuracy": 0.5576,
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            "monotonicity": 0.75,
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              "0": {
                "mean_ret": 2.95,
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              },
              "1": {
                "mean_ret": 1.419,
                "n": 33
              },
              "2": {
                "mean_ret": 5.607,
                "n": 33
              },
              "3": {
                "mean_ret": -1.017,
                "n": 33
              },
              "4": {
                "mean_ret": -1.275,
                "n": 33
              }
            }
          },
          "1pm_two_close_ret": {
            "time": "1pm",
            "horizon": "2PM\u2192Close",
            "ic": -0.1074,
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            "dir_accuracy": 0.503,
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            "monotonicity": 0.75,
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              "0": {
                "mean_ret": -0.203,
                "n": 33
              },
              "1": {
                "mean_ret": 1.503,
                "n": 33
              },
              "2": {
                "mean_ret": 5.058,
                "n": 33
              },
              "3": {
                "mean_ret": -6.045,
                "n": 33
              },
              "4": {
                "mean_ret": 1.304,
                "n": 33
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            }
          },
          "1pm_same_day_ret": {
            "time": "1pm",
            "horizon": "Open\u2192Close",
            "ic": -0.0855,
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            "dir_accuracy": 0.5119,
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            "monotonicity": 0.5,
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              "0": {
                "mean_ret": 10.498,
                "n": 34
              },
              "1": {
                "mean_ret": -6.398,
                "n": 33
              },
              "2": {
                "mean_ret": -1.842,
                "n": 34
              },
              "3": {
                "mean_ret": 3.155,
                "n": 33
              },
              "4": {
                "mean_ret": -6.395,
                "n": 34
              }
            }
          }
        },
        "POS": {
          "morning_noon_close_ret": {
            "time": "morning",
            "horizon": "Noon\u2192Close",
            "ic": -0.0777,
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            "n": 132,
            "dir_accuracy": 0.5909,
            "dir_n": 132,
            "monotonicity": 0.75,
            "quintiles": {
              "0": {
                "mean_ret": 5.669,
                "n": 27
              },
              "1": {
                "mean_ret": 4.292,
                "n": 26
              },
              "2": {
                "mean_ret": -7.762,
                "n": 26
              },
              "3": {
                "mean_ret": 10.478,
                "n": 26
              },
              "4": {
                "mean_ret": -7.083,
                "n": 27
              }
            }
          },
          "morning_one_close_ret": {
            "time": "morning",
            "horizon": "1PM\u2192Close",
            "ic": -0.1534,
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            "dir_accuracy": 0.5736,
            "dir_n": 129,
            "monotonicity": 0.75,
            "quintiles": {
              "0": {
                "mean_ret": 5.961,
                "n": 26
              },
              "1": {
                "mean_ret": 4.642,
                "n": 26
              },
              "2": {
                "mean_ret": -1.72,
                "n": 25
              },
              "3": {
                "mean_ret": 6.168,
                "n": 26
              },
              "4": {
                "mean_ret": -7.227,
                "n": 26
              }
            }
          },
          "morning_two_close_ret": {
            "time": "morning",
            "horizon": "2PM\u2192Close",
            "ic": -0.1556,
            "pval": 0.0783,
            "n": 129,
            "dir_accuracy": 0.5271,
            "dir_n": 129,
            "monotonicity": 0.75,
            "quintiles": {
              "0": {
                "mean_ret": 5.557,
                "n": 26
              },
              "1": {
                "mean_ret": 2.22,
                "n": 26
              },
              "2": {
                "mean_ret": -2.831,
                "n": 25
              },
              "3": {
                "mean_ret": 1.985,
                "n": 26
              },
              "4": {
                "mean_ret": -2.213,
                "n": 26
              }
            }
          },
          "morning_same_day_ret": {
            "time": "morning",
            "horizon": "Open\u2192Close",
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              "0": {
                "mean_ret": 18.048,
                "n": 27
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              "1": {
                "mean_ret": 11.376,
                "n": 26
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              "2": {
                "mean_ret": -20.58,
                "n": 26
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              "3": {
                "mean_ret": 24.692,
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              "4": {
                "mean_ret": -21.632,
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          },
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                "mean_ret": -1.45,
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              "1": {
                "mean_ret": 5.072,
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              "2": {
                "mean_ret": -1.232,
                "n": 26
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              "3": {
                "mean_ret": 1.693,
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                "mean_ret": 1.456,
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            }
          },
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              "0": {
                "mean_ret": -0.637,
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              "1": {
                "mean_ret": 7.511,
                "n": 26
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              "2": {
                "mean_ret": 0.391,
                "n": 25
              },
              "3": {
                "mean_ret": 6.383,
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              "4": {
                "mean_ret": -5.743,
                "n": 26
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            }
          },
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              "0": {
                "mean_ret": -2.753,
                "n": 26
              },
              "1": {
                "mean_ret": 6.62,
                "n": 26
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              "2": {
                "mean_ret": 1.492,
                "n": 25
              },
              "3": {
                "mean_ret": 3.894,
                "n": 26
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              "4": {
                "mean_ret": -4.369,
                "n": 26
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            }
          },
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            "time": "noon",
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                "mean_ret": 11.607,
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              },
              "1": {
                "mean_ret": 0.718,
                "n": 26
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              "2": {
                "mean_ret": -6.555,
                "n": 26
              },
              "3": {
                "mean_ret": 9.97,
                "n": 26
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              "4": {
                "mean_ret": -3.588,
                "n": 26
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            }
          },
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              "0": {
                "mean_ret": 1.116,
                "n": 26
              },
              "1": {
                "mean_ret": 7.835,
                "n": 26
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              "2": {
                "mean_ret": 0.582,
                "n": 25
              },
              "3": {
                "mean_ret": 7.153,
                "n": 26
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              "4": {
                "mean_ret": -8.775,
                "n": 26
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            }
          },
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            "time": "1pm",
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              "0": {
                "mean_ret": -4.457,
                "n": 26
              },
              "1": {
                "mean_ret": 9.083,
                "n": 26
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              "2": {
                "mean_ret": 0.64,
                "n": 25
              },
              "3": {
                "mean_ret": 5.437,
                "n": 26
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              "4": {
                "mean_ret": -5.85,
                "n": 26
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            }
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              "0": {
                "mean_ret": 14.599,
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              },
              "1": {
                "mean_ret": 0.918,
                "n": 26
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              "2": {
                "mean_ret": -7.333,
                "n": 26
              },
              "3": {
                "mean_ret": 2.564,
                "n": 26
              },
              "4": {
                "mean_ret": 1.288,
                "n": 26
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            }
          }
        },
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            "time": "morning",
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                "mean_ret": 2.544,
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              },
              "1": {
                "mean_ret": -36.124,
                "n": 7
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              "2": {
                "mean_ret": -4.29,
                "n": 7
              },
              "3": {
                "mean_ret": 18.227,
                "n": 7
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              "4": {
                "mean_ret": -4.075,
                "n": 8
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            }
          },
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                "mean_ret": 3.006,
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              "1": {
                "mean_ret": -20.503,
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              "2": {
                "mean_ret": 0.406,
                "n": 7
              },
              "3": {
                "mean_ret": 21.43,
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              "4": {
                "mean_ret": 2.151,
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            }
          },
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                "mean_ret": -4.805,
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              "1": {
                "mean_ret": -15.727,
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              "2": {
                "mean_ret": -10.377,
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              "3": {
                "mean_ret": 14.671,
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                "mean_ret": 6.624,
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                "mean_ret": -4.345,
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              },
              "1": {
                "mean_ret": -51.119,
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              },
              "2": {
                "mean_ret": -2.479,
                "n": 7
              },
              "3": {
                "mean_ret": -10.304,
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              },
              "4": {
                "mean_ret": 15.546,
                "n": 8
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            }
          },
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                "mean_ret": 0.403,
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              },
              "1": {
                "mean_ret": -24.327,
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              },
              "2": {
                "mean_ret": -16.396,
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              },
              "3": {
                "mean_ret": 9.224,
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              },
              "4": {
                "mean_ret": 6.214,
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            }
          },
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                "mean_ret": 0.948,
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              "1": {
                "mean_ret": -7.329,
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              "2": {
                "mean_ret": -15.44,
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              },
              "3": {
                "mean_ret": 18.67,
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              },
              "4": {
                "mean_ret": 9.936,
                "n": 7
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            }
          },
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              "0": {
                "mean_ret": -4.85,
                "n": 8
              },
              "1": {
                "mean_ret": -13.336,
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              },
              "2": {
                "mean_ret": -13.379,
                "n": 7
              },
              "3": {
                "mean_ret": 7.776,
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              },
              "4": {
                "mean_ret": 14.181,
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            }
          },
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              "0": {
                "mean_ret": -6.603,
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              },
              "1": {
                "mean_ret": -50.473,
                "n": 7
              },
              "2": {
                "mean_ret": -20.074,
                "n": 7
              },
              "3": {
                "mean_ret": 14.473,
                "n": 7
              },
              "4": {
                "mean_ret": 10.955,
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            }
          },
          "1pm_one_close_ret": {
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                "mean_ret": -0.314,
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              },
              "1": {
                "mean_ret": -1.353,
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              },
              "2": {
                "mean_ret": -14.364,
                "n": 7
              },
              "3": {
                "mean_ret": 29.189,
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              },
              "4": {
                "mean_ret": -6.193,
                "n": 7
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            }
          },
          "1pm_two_close_ret": {
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                "mean_ret": -6.407,
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              },
              "1": {
                "mean_ret": -5.797,
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              },
              "2": {
                "mean_ret": -20.03,
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              },
              "3": {
                "mean_ret": 17.431,
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              },
              "4": {
                "mean_ret": 5.419,
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            }
          },
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                "mean_ret": -6.024,
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              },
              "1": {
                "mean_ret": -44.519,
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              "2": {
                "mean_ret": -18.257,
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              },
              "3": {
                "mean_ret": 19.369,
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              },
              "4": {
                "mean_ret": -0.707,
                "n": 8
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            }
          }
        }
      }
    },
    "gamma_growth": {
      "name": "Neg Gamma Growth %",
      "description": "Rate of neg gamma buildup",
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                "mean_ret": -5.344,
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              },
              "1": {
                "mean_ret": 9.259,
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              "2": {
                "mean_ret": 5.209,
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              },
              "3": {
                "mean_ret": -7.777,
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              },
              "4": {
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            }
          },
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                "mean_ret": -0.485,
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              "1": {
                "mean_ret": 6.787,
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              "2": {
                "mean_ret": 4.91,
                "n": 33
              },
              "3": {
                "mean_ret": -4.593,
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              },
              "4": {
                "mean_ret": 1.065,
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            }
          },
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                "mean_ret": -1.779,
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              },
              "1": {
                "mean_ret": 0.323,
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              "2": {
                "mean_ret": 1.531,
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              },
              "3": {
                "mean_ret": 1.742,
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              },
              "4": {
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          },
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                "mean_ret": -3.728,
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              },
              "1": {
                "mean_ret": 16.558,
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              "2": {
                "mean_ret": 0.741,
                "n": 34
              },
              "3": {
                "mean_ret": 2.159,
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              },
              "4": {
                "mean_ret": -16.067,
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            }
          },
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                "mean_ret": -15.137,
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              },
              "1": {
                "mean_ret": 10.685,
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              "2": {
                "mean_ret": 3.031,
                "n": 33
              },
              "3": {
                "mean_ret": 3.412,
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              },
              "4": {
                "mean_ret": -2.595,
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            }
          },
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            "time": "noon",
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                "mean_ret": -6.016,
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              },
              "1": {
                "mean_ret": 9.654,
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              "2": {
                "mean_ret": -0.313,
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              },
              "3": {
                "mean_ret": 6.054,
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              },
              "4": {
                "mean_ret": -1.694,
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            }
          },
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            "time": "noon",
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                "mean_ret": -3.109,
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              },
              "1": {
                "mean_ret": 2.823,
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              },
              "2": {
                "mean_ret": -2.623,
                "n": 33
              },
              "3": {
                "mean_ret": 5.551,
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              },
              "4": {
                "mean_ret": -1.025,
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            }
          },
          "noon_same_day_ret": {
            "time": "noon",
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                "mean_ret": -29.661,
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              },
              "1": {
                "mean_ret": 20.091,
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              "2": {
                "mean_ret": 10.472,
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              },
              "3": {
                "mean_ret": 10.353,
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              },
              "4": {
                "mean_ret": -11.245,
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            }
          },
          "1pm_one_close_ret": {
            "time": "1pm",
            "horizon": "1PM\u2192Close",
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                "mean_ret": -1.641,
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              },
              "1": {
                "mean_ret": 5.447,
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              },
              "2": {
                "mean_ret": 3.498,
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              },
              "3": {
                "mean_ret": -2.762,
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              },
              "4": {
                "mean_ret": 3.142,
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            }
          },
          "1pm_two_close_ret": {
            "time": "1pm",
            "horizon": "2PM\u2192Close",
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            "dir_accuracy": 0.5091,
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            "monotonicity": 0.75,
            "quintiles": {
              "0": {
                "mean_ret": -5.672,
                "n": 33
              },
              "1": {
                "mean_ret": 5.586,
                "n": 33
              },
              "2": {
                "mean_ret": -0.603,
                "n": 33
              },
              "3": {
                "mean_ret": 0.927,
                "n": 33
              },
              "4": {
                "mean_ret": 1.38,
                "n": 33
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            }
          },
          "1pm_same_day_ret": {
            "time": "1pm",
            "horizon": "Open\u2192Close",
            "ic": 0.0184,
            "pval": 0.8127,
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                "mean_ret": 7.938,
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                "mean_ret": 1.881,
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            "time": "morning",
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                "mean_ret": -1.903,
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                "mean_ret": 11.55,
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              "2": {
                "mean_ret": 5.009,
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                "mean_ret": -6.961,
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            }
          },
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                "mean_ret": 3.413,
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                "mean_ret": 0.258,
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                "mean_ret": 2.094,
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                "mean_ret": 1.184,
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          },
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                "mean_ret": 8.861,
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                "mean_ret": 3.26,
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                "mean_ret": 9.608,
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                "mean_ret": -2.498,
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                "mean_ret": 3.546,
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              "4": {
                "mean_ret": 1.711,
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            }
          },
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                "mean_ret": 0.935,
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              },
              "1": {
                "mean_ret": 1.375,
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              "2": {
                "mean_ret": -2.123,
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              "3": {
                "mean_ret": 4.106,
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              "4": {
                "mean_ret": 0.453,
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            }
          },
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                "mean_ret": -23.248,
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              "1": {
                "mean_ret": 32.565,
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              "2": {
                "mean_ret": 6.283,
                "n": 26
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              "3": {
                "mean_ret": 5.393,
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              "4": {
                "mean_ret": -7.502,
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          },
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                "mean_ret": -2.658,
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              "1": {
                "mean_ret": 8.195,
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              "2": {
                "mean_ret": 5.502,
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              },
              "3": {
                "mean_ret": -5.604,
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              "4": {
                "mean_ret": 2.666,
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                "mean_ret": -1.591,
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                "mean_ret": 8.857,
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              "2": {
                "mean_ret": -1.598,
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              "3": {
                "mean_ret": -1.932,
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                "mean_ret": 1.029,
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                "mean_ret": -22.021,
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                "mean_ret": 17.311,
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              "2": {
                "mean_ret": 27.196,
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              "3": {
                "mean_ret": -0.071,
                "n": 26
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              "4": {
                "mean_ret": -8.969,
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                "mean_ret": -7.841,
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                "mean_ret": -16.9,
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              "2": {
                "mean_ret": 2.177,
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              "3": {
                "mean_ret": 14.567,
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              "4": {
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                "mean_ret": 11.687,
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              "3": {
                "mean_ret": 5.49,
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                "mean_ret": 2.703,
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                "mean_ret": -39.596,
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              "2": {
                "mean_ret": 11.533,
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              "3": {
                "mean_ret": 12.296,
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              "4": {
                "mean_ret": -28.695,
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          },
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                "mean_ret": 15.399,
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              "3": {
                "mean_ret": -12.594,
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                "mean_ret": 3.151,
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                "mean_ret": -1.834,
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                "mean_ret": 14.381,
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              "3": {
                "mean_ret": -12.49,
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              "4": {
                "mean_ret": 16.243,
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          },
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                "mean_ret": -7.723,
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              "2": {
                "mean_ret": 7.306,
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              "3": {
                "mean_ret": -11.284,
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              "4": {
                "mean_ret": 16.544,
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          },
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                "mean_ret": -28.71,
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                "mean_ret": -33.393,
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              "2": {
                "mean_ret": 27.567,
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              "3": {
                "mean_ret": -2.77,
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              "4": {
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          },
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                "mean_ret": 2.136,
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              "2": {
                "mean_ret": 8.927,
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              "3": {
                "mean_ret": 1.15,
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              "4": {
                "mean_ret": -6.663,
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          },
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                "mean_ret": -16.321,
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              },
              "1": {
                "mean_ret": 1.896,
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              "2": {
                "mean_ret": 5.95,
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              "3": {
                "mean_ret": -3.626,
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              "4": {
                "mean_ret": 4.133,
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          },
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                "mean_ret": 7.87,
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                "mean_ret": -12.143,
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              "3": {
                "mean_ret": 3.72,
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              "4": {
                "mean_ret": -14.69,
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            }
          }
        }
      }
    },
    "hhi": {
      "name": "Strike Concentration (HHI)",
      "description": "Higher = more concentrated",
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                "mean_ret": 1.211,
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            }
          },
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                "mean_ret": -2.411,
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                "mean_ret": 5.974,
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                "mean_ret": 0.129,
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              "3": {
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                "mean_ret": 3.387,
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            }
          },
          "morning_two_close_ret": {
            "time": "morning",
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                "mean_ret": -3.985,
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              },
              "1": {
                "mean_ret": 1.887,
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              "2": {
                "mean_ret": 0.286,
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              },
              "3": {
                "mean_ret": 1.264,
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              },
              "4": {
                "mean_ret": 2.345,
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            }
          },
          "morning_same_day_ret": {
            "time": "morning",
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                "mean_ret": 1.36,
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              },
              "1": {
                "mean_ret": 5.516,
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              "2": {
                "mean_ret": 2.189,
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              },
              "3": {
                "mean_ret": -5.579,
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              },
              "4": {
                "mean_ret": -4.375,
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            }
          },
          "noon_noon_close_ret": {
            "time": "noon",
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                "mean_ret": -5.739,
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              },
              "1": {
                "mean_ret": -4.585,
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              },
              "2": {
                "mean_ret": 11.191,
                "n": 33
              },
              "3": {
                "mean_ret": -3.092,
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              },
              "4": {
                "mean_ret": 1.862,
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            }
          },
          "noon_one_close_ret": {
            "time": "noon",
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                "mean_ret": 1.76,
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              },
              "1": {
                "mean_ret": -4.562,
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              "2": {
                "mean_ret": 9.162,
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              "3": {
                "mean_ret": -2.2,
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              "4": {
                "mean_ret": 3.523,
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            }
          },
          "noon_two_close_ret": {
            "time": "noon",
            "horizon": "2PM\u2192Close",
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                "mean_ret": 2.556,
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              },
              "1": {
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              "0": {
                "mean_ret": -11.982,
                "n": 8
              },
              "1": {
                "mean_ret": 4.94,
                "n": 7
              },
              "2": {
                "mean_ret": -14.824,
                "n": 7
              },
              "3": {
                "mean_ret": -30.529,
                "n": 7
              },
              "4": {
                "mean_ret": 2.631,
                "n": 8
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            }
          }
        }
      }
    },
    "cluster_dist_pct": {
      "name": "Pos Cluster Distance %",
      "description": "Distance of pos gamma cluster from price",
      "by_regime": {
        "ALL": {
          "morning_noon_close_ret": {
            "time": "morning",
            "horizon": "Noon\u2192Close",
            "ic": -0.0114,
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            "dir_accuracy": 0.4734,
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              "0": {
                "mean_ret": 1.316,
                "n": 34
              },
              "1": {
                "mean_ret": 4.511,
                "n": 34
              },
              "2": {
                "mean_ret": 2.67,
                "n": 33
              },
              "3": {
                "mean_ret": -10.452,
                "n": 34
              },
              "4": {
                "mean_ret": 1.341,
                "n": 34
              }
            }
          },
          "morning_one_close_ret": {
            "time": "morning",
            "horizon": "1PM\u2192Close",
            "ic": -0.0552,
            "pval": 0.4814,
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            "dir_accuracy": 0.4788,
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              "0": {
                "mean_ret": 2.561,
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              },
              "1": {
                "mean_ret": 8.542,
                "n": 33
              },
              "2": {
                "mean_ret": 2.472,
                "n": 33
              },
              "3": {
                "mean_ret": -7.933,
                "n": 33
              },
              "4": {
                "mean_ret": 2.042,
                "n": 33
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            }
          },
          "morning_two_close_ret": {
            "time": "morning",
            "horizon": "2PM\u2192Close",
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              "0": {
                "mean_ret": -2.551,
                "n": 33
              },
              "1": {
                "mean_ret": 4.495,
                "n": 33
              },
              "2": {
                "mean_ret": 3.552,
                "n": 33
              },
              "3": {
                "mean_ret": -6.095,
                "n": 33
              },
              "4": {
                "mean_ret": 2.216,
                "n": 33
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            }
          },
          "morning_same_day_ret": {
            "time": "morning",
            "horizon": "Open\u2192Close",
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              "0": {
                "mean_ret": -6.22,
                "n": 34
              },
              "1": {
                "mean_ret": -10.644,
                "n": 33
              },
              "2": {
                "mean_ret": 9.81,
                "n": 34
              },
              "3": {
                "mean_ret": -1.775,
                "n": 33
              },
              "4": {
                "mean_ret": 7.578,
                "n": 34
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            }
          },
          "noon_noon_close_ret": {
            "time": "noon",
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              "0": {
                "mean_ret": 3.044,
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              },
              "1": {
                "mean_ret": -4.17,
                "n": 34
              },
              "2": {
                "mean_ret": 5.218,
                "n": 33
              },
              "3": {
                "mean_ret": -5.974,
                "n": 34
              },
              "4": {
                "mean_ret": 1.343,
                "n": 34
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            }
          },
          "noon_one_close_ret": {
            "time": "noon",
            "horizon": "1PM\u2192Close",
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              "0": {
                "mean_ret": 5.137,
                "n": 33
              },
              "1": {
                "mean_ret": 2.064,
                "n": 33
              },
              "2": {
                "mean_ret": -0.515,
                "n": 33
              },
              "3": {
                "mean_ret": -4.006,
                "n": 33
              },
              "4": {
                "mean_ret": 5.004,
                "n": 33
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            }
          },
          "noon_two_close_ret": {
            "time": "noon",
            "horizon": "2PM\u2192Close",
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              "0": {
                "mean_ret": 2.326,
                "n": 33
              },
              "1": {
                "mean_ret": 4.972,
                "n": 33
              },
              "2": {
                "mean_ret": -3.1,
                "n": 33
              },
              "3": {
                "mean_ret": -3.07,
                "n": 33
              },
              "4": {
                "mean_ret": 0.492,
                "n": 33
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            }
          },
          "noon_same_day_ret": {
            "time": "noon",
            "horizon": "Open\u2192Close",
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              "0": {
                "mean_ret": -43.437,
                "n": 34
              },
              "1": {
                "mean_ret": -26.016,
                "n": 33
              },
              "2": {
                "mean_ret": 15.548,
                "n": 34
              },
              "3": {
                "mean_ret": 21.488,
                "n": 33
              },
              "4": {
                "mean_ret": 31.398,
                "n": 34
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            }
          },
          "1pm_one_close_ret": {
            "time": "1pm",
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              "0": {
                "mean_ret": 8.47,
                "n": 33
              },
              "1": {
                "mean_ret": -2.317,
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              },
              "2": {
                "mean_ret": -0.665,
                "n": 33
              },
              "3": {
                "mean_ret": 3.303,
                "n": 33
              },
              "4": {
                "mean_ret": -1.107,
                "n": 33
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            }
          },
          "1pm_two_close_ret": {
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              "0": {
                "mean_ret": 5.325,
                "n": 33
              },
              "1": {
                "mean_ret": 1.509,
                "n": 33
              },
              "2": {
                "mean_ret": -1.376,
                "n": 33
              },
              "3": {
                "mean_ret": -1.112,
                "n": 33
              },
              "4": {
                "mean_ret": -2.727,
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            }
          },
          "1pm_same_day_ret": {
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              "0": {
                "mean_ret": -48.254,
                "n": 34
              },
              "1": {
                "mean_ret": -26.261,
                "n": 33
              },
              "2": {
                "mean_ret": 11.029,
                "n": 34
              },
              "3": {
                "mean_ret": 32.946,
                "n": 33
              },
              "4": {
                "mean_ret": 29.85,
                "n": 34
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            }
          }
        },
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            "time": "morning",
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            "ic": -0.0512,
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              "0": {
                "mean_ret": 3.987,
                "n": 27
              },
              "1": {
                "mean_ret": 9.262,
                "n": 26
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              "2": {
                "mean_ret": 3.17,
                "n": 26
              },
              "3": {
                "mean_ret": -10.177,
                "n": 26
              },
              "4": {
                "mean_ret": -0.824,
                "n": 27
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            }
          },
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              "0": {
                "mean_ret": 1.701,
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              "1": {
                "mean_ret": 11.2,
                "n": 26
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              "2": {
                "mean_ret": 2.477,
                "n": 25
              },
              "3": {
                "mean_ret": -7.25,
                "n": 26
              },
              "4": {
                "mean_ret": -0.144,
                "n": 26
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            }
          },
          "morning_two_close_ret": {
            "time": "morning",
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              "0": {
                "mean_ret": -2.681,
                "n": 26
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              "1": {
                "mean_ret": 5.573,
                "n": 26
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              "2": {
                "mean_ret": 3.45,
                "n": 25
              },
              "3": {
                "mean_ret": -3.626,
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              "4": {
                "mean_ret": 2.244,
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          },
          "morning_same_day_ret": {
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              "0": {
                "mean_ret": -0.384,
                "n": 27
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              "1": {
                "mean_ret": -6.12,
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              "2": {
                "mean_ret": 11.984,
                "n": 26
              },
              "3": {
                "mean_ret": -2.497,
                "n": 26
              },
              "4": {
                "mean_ret": 9.629,
                "n": 26
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            }
          },
          "noon_noon_close_ret": {
            "time": "noon",
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                "mean_ret": 2.126,
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              "1": {
                "mean_ret": 2.888,
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              "2": {
                "mean_ret": 1.336,
                "n": 26
              },
              "3": {
                "mean_ret": -3.17,
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              "4": {
                "mean_ret": 2.194,
                "n": 27
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            }
          },
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            "time": "noon",
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                "mean_ret": 3.896,
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              "1": {
                "mean_ret": 2.527,
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              "2": {
                "mean_ret": -0.781,
                "n": 25
              },
              "3": {
                "mean_ret": -2.536,
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              "4": {
                "mean_ret": 4.753,
                "n": 26
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            }
          },
          "noon_two_close_ret": {
            "time": "noon",
            "horizon": "2PM\u2192Close",
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                "mean_ret": 2.722,
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              },
              "1": {
                "mean_ret": 4.976,
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              },
              "2": {
                "mean_ret": -4.812,
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              },
              "3": {
                "mean_ret": 0.792,
                "n": 26
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              "4": {
                "mean_ret": 0.965,
                "n": 26
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            }
          },
          "noon_same_day_ret": {
            "time": "noon",
            "horizon": "Open\u2192Close",
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              "0": {
                "mean_ret": -37.355,
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              },
              "1": {
                "mean_ret": -18.166,
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              },
              "2": {
                "mean_ret": 13.609,
                "n": 26
              },
              "3": {
                "mean_ret": 17.803,
                "n": 26
              },
              "4": {
                "mean_ret": 38.143,
                "n": 26
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            }
          },
          "1pm_one_close_ret": {
            "time": "1pm",
            "horizon": "1PM\u2192Close",
            "ic": -0.0095,
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            "dir_accuracy": 0.5426,
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              "0": {
                "mean_ret": 5.178,
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              },
              "1": {
                "mean_ret": -1.813,
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              },
              "2": {
                "mean_ret": 3.035,
                "n": 25
              },
              "3": {
                "mean_ret": 4.139,
                "n": 26
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              "4": {
                "mean_ret": -2.533,
                "n": 26
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            }
          },
          "1pm_two_close_ret": {
            "time": "1pm",
            "horizon": "2PM\u2192Close",
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              "0": {
                "mean_ret": 2.55,
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              },
              "1": {
                "mean_ret": 2.647,
                "n": 26
              },
              "2": {
                "mean_ret": 1.025,
                "n": 25
              },
              "3": {
                "mean_ret": 1.241,
                "n": 26
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              "4": {
                "mean_ret": -2.596,
                "n": 26
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            }
          },
          "1pm_same_day_ret": {
            "time": "1pm",
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              "0": {
                "mean_ret": -42.513,
                "n": 27
              },
              "1": {
                "mean_ret": -21.89,
                "n": 26
              },
              "2": {
                "mean_ret": 14.984,
                "n": 26
              },
              "3": {
                "mean_ret": 31.956,
                "n": 26
              },
              "4": {
                "mean_ret": 31.697,
                "n": 26
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            }
          }
        },
        "NEG": {
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            "time": "morning",
            "horizon": "Noon\u2192Close",
            "ic": 0.1719,
            "pval": 0.309,
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                "mean_ret": -4.511,
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              },
              "1": {
                "mean_ret": -14.341,
                "n": 7
              },
              "2": {
                "mean_ret": -9.24,
                "n": 7
              },
              "3": {
                "mean_ret": -4.326,
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              },
              "4": {
                "mean_ret": 7.985,
                "n": 8
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            }
          },
          "morning_one_close_ret": {
            "time": "morning",
            "horizon": "1PM\u2192Close",
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            "monotonicity": 0.5,
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              "0": {
                "mean_ret": 4.497,
                "n": 8
              },
              "1": {
                "mean_ret": -1.749,
                "n": 7
              },
              "2": {
                "mean_ret": -9.853,
                "n": 7
              },
              "3": {
                "mean_ret": 2.636,
                "n": 7
              },
              "4": {
                "mean_ret": 10.746,
                "n": 7
              }
            }
          },
          "morning_two_close_ret": {
            "time": "morning",
            "horizon": "2PM\u2192Close",
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            "dir_accuracy": 0.4722,
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              "0": {
                "mean_ret": 3.331,
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              },
              "1": {
                "mean_ret": -6.614,
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              },
              "2": {
                "mean_ret": -9.059,
                "n": 7
              },
              "3": {
                "mean_ret": 0.653,
                "n": 7
              },
              "4": {
                "mean_ret": 0.913,
                "n": 7
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            }
          },
          "morning_same_day_ret": {
            "time": "morning",
            "horizon": "Open\u2192Close",
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            "monotonicity": 0.75,
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              "0": {
                "mean_ret": -25.695,
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              },
              "1": {
                "mean_ret": -21.203,
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              },
              "2": {
                "mean_ret": 0.786,
                "n": 7
              },
              "3": {
                "mean_ret": -2.359,
                "n": 7
              },
              "4": {
                "mean_ret": 0.911,
                "n": 8
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            }
          },
          "noon_noon_close_ret": {
            "time": "noon",
            "horizon": "Noon\u2192Close",
            "ic": 0.0038,
            "pval": 0.9822,
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              "0": {
                "mean_ret": 6.628,
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              },
              "1": {
                "mean_ret": -19.999,
                "n": 7
              },
              "2": {
                "mean_ret": 3.043,
                "n": 7
              },
              "3": {
                "mean_ret": -18.209,
                "n": 7
              },
              "4": {
                "mean_ret": 3.196,
                "n": 8
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            }
          },
          "noon_one_close_ret": {
            "time": "noon",
            "horizon": "1PM\u2192Close",
            "ic": -0.0577,
            "pval": 0.7384,
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            "dir_accuracy": 0.5,
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            "monotonicity": 0.5,
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              "0": {
                "mean_ret": 3.182,
                "n": 8
              },
              "1": {
                "mean_ret": -1.59,
                "n": 7
              },
              "2": {
                "mean_ret": 12.271,
                "n": 7
              },
              "3": {
                "mean_ret": -16.507,
                "n": 7
              },
              "4": {
                "mean_ret": 9.109,
                "n": 7
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            }
          },
          "noon_two_close_ret": {
            "time": "noon",
            "horizon": "2PM\u2192Close",
            "ic": -0.0994,
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            "dir_accuracy": 0.4167,
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            "monotonicity": 0.75,
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              "0": {
                "mean_ret": 1.219,
                "n": 8
              },
              "1": {
                "mean_ret": 3.187,
                "n": 7
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              "2": {
                "mean_ret": 4.659,
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              "3": {
                "mean_ret": -22.679,
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              "4": {
                "mean_ret": 3.14,
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            }
          },
          "noon_same_day_ret": {
            "time": "noon",
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                "mean_ret": -62.453,
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                "mean_ret": -51.29,
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                "mean_ret": 22.617,
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              "3": {
                "mean_ret": 24.991,
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                "mean_ret": 20.961,
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          },
          "1pm_one_close_ret": {
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                "mean_ret": 6.224,
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                "mean_ret": 10.454,
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                "mean_ret": -9.531,
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              "3": {
                "mean_ret": -6.196,
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              "4": {
                "mean_ret": 5.08,
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            }
          },
          "1pm_two_close_ret": {
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                "mean_ret": 9.404,
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                "mean_ret": 4.724,
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                "mean_ret": -13.99,
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              "3": {
                "mean_ret": -11.169,
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                "mean_ret": -0.613,
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          },
          "1pm_same_day_ret": {
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                "mean_ret": -63.4,
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                "mean_ret": -29.396,
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                "mean_ret": -13.123,
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                "mean_ret": 36.623,
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              "4": {
                "mean_ret": 23.846,
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        }
      }
    },
    "cluster_share": {
      "name": "Pos Cluster Top Share",
      "description": "Concentration of top pos gamma strike",
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                "mean_ret": 0.036,
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                "mean_ret": 1.846,
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                "mean_ret": 5.765,
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                "mean_ret": 3.715,
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                "mean_ret": 4.37,
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                "mean_ret": -2.021,
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                "mean_ret": 0.179,
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                "mean_ret": 4.66,
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                "mean_ret": 1.405,
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                "mean_ret": 5.496,
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                "mean_ret": 8.771,
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                "mean_ret": 3.015,
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              "2": {
                "mean_ret": 3.695,
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              "3": {
                "mean_ret": 6.684,
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                "mean_ret": 5.072,
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              "3": {
                "mean_ret": 1.072,
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                "mean_ret": -12.449,
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              "2": {
                "mean_ret": 6.871,
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              "3": {
                "mean_ret": 4.319,
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              "4": {
                "mean_ret": 5.423,
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                "mean_ret": 4.965,
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                "mean_ret": -2.091,
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              "2": {
                "mean_ret": 10.277,
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              "3": {
                "mean_ret": -3.556,
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                "mean_ret": 5.343,
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                "mean_ret": 8.812,
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              "3": {
                "mean_ret": -6.318,
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                "mean_ret": 3.867,
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              "3": {
                "mean_ret": -4.988,
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                "mean_ret": 1.32,
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                "mean_ret": 18.572,
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              "3": {
                "mean_ret": -17.577,
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              "2": {
                "mean_ret": -2.457,
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              "3": {
                "mean_ret": 9.643,
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              "2": {
                "mean_ret": 4.344,
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                "mean_ret": 4.631,
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                "mean_ret": 11.537,
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                "mean_ret": -2.589,
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              "3": {
                "mean_ret": 13.308,
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              "2": {
                "mean_ret": 4.341,
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              "3": {
                "mean_ret": 5.335,
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              "2": {
                "mean_ret": 6.263,
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              "3": {
                "mean_ret": 1.108,
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                "mean_ret": -12.264,
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              "2": {
                "mean_ret": 8.112,
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              "3": {
                "mean_ret": 13.029,
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              "4": {
                "mean_ret": 3.862,
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                "mean_ret": -0.249,
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                "mean_ret": 1.534,
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              "2": {
                "mean_ret": -27.759,
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              "3": {
                "mean_ret": -0.781,
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                "mean_ret": 7.56,
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                "mean_ret": 1.99,
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              "2": {
                "mean_ret": -17.369,
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              "3": {
                "mean_ret": 4.176,
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          },
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                "mean_ret": -1.161,
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                "mean_ret": 2.571,
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              "2": {
                "mean_ret": -17.64,
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              "3": {
                "mean_ret": -5.731,
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              "4": {
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              }
            }
          },
          "morning_same_day_ret": {
            "time": "morning",
            "horizon": "Open\u2192Close",
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            "n": 37,
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              "0": {
                "mean_ret": -39.887,
                "n": 8
              },
              "1": {
                "mean_ret": 5.774,
                "n": 7
              },
              "2": {
                "mean_ret": -13.934,
                "n": 7
              },
              "3": {
                "mean_ret": 4.809,
                "n": 7
              },
              "4": {
                "mean_ret": -1.893,
                "n": 8
              }
            }
          },
          "noon_noon_close_ret": {
            "time": "noon",
            "horizon": "Noon\u2192Close",
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              "0": {
                "mean_ret": -15.043,
                "n": 8
              },
              "1": {
                "mean_ret": -3.663,
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              "2": {
                "mean_ret": -4.46,
                "n": 7
              },
              "3": {
                "mean_ret": -2.273,
                "n": 7
              },
              "4": {
                "mean_ret": 3.194,
                "n": 8
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            }
          },
          "noon_one_close_ret": {
            "time": "noon",
            "horizon": "1PM\u2192Close",
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              "0": {
                "mean_ret": -5.995,
                "n": 8
              },
              "1": {
                "mean_ret": -8.499,
                "n": 7
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              "2": {
                "mean_ret": 6.836,
                "n": 7
              },
              "3": {
                "mean_ret": 6.7,
                "n": 7
              },
              "4": {
                "mean_ret": 8.734,
                "n": 7
              }
            }
          },
          "noon_two_close_ret": {
            "time": "noon",
            "horizon": "2PM\u2192Close",
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              "0": {
                "mean_ret": -10.237,
                "n": 8
              },
              "1": {
                "mean_ret": -9.114,
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              },
              "2": {
                "mean_ret": 1.544,
                "n": 7
              },
              "3": {
                "mean_ret": -4.237,
                "n": 7
              },
              "4": {
                "mean_ret": 13.207,
                "n": 7
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            }
          },
          "noon_same_day_ret": {
            "time": "noon",
            "horizon": "Open\u2192Close",
            "ic": 0.1318,
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              "0": {
                "mean_ret": -3.424,
                "n": 8
              },
              "1": {
                "mean_ret": -42.059,
                "n": 7
              },
              "2": {
                "mean_ret": 6.289,
                "n": 7
              },
              "3": {
                "mean_ret": -12.657,
                "n": 7
              },
              "4": {
                "mean_ret": 1.085,
                "n": 8
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            }
          },
          "1pm_one_close_ret": {
            "time": "1pm",
            "horizon": "1PM\u2192Close",
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              "0": {
                "mean_ret": -9.402,
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              },
              "1": {
                "mean_ret": 11.473,
                "n": 7
              },
              "2": {
                "mean_ret": 3.784,
                "n": 7
              },
              "3": {
                "mean_ret": 3.181,
                "n": 7
              },
              "4": {
                "mean_ret": -0.773,
                "n": 7
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            }
          },
          "1pm_two_close_ret": {
            "time": "1pm",
            "horizon": "2PM\u2192Close",
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              "0": {
                "mean_ret": -16.332,
                "n": 8
              },
              "1": {
                "mean_ret": 2.384,
                "n": 7
              },
              "2": {
                "mean_ret": 6.61,
                "n": 7
              },
              "3": {
                "mean_ret": 4.0,
                "n": 7
              },
              "4": {
                "mean_ret": -4.629,
                "n": 7
              }
            }
          },
          "1pm_same_day_ret": {
            "time": "1pm",
            "horizon": "Open\u2192Close",
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              "0": {
                "mean_ret": -4.37,
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              },
              "1": {
                "mean_ret": -24.83,
                "n": 7
              },
              "2": {
                "mean_ret": -11.131,
                "n": 7
              },
              "3": {
                "mean_ret": -19.643,
                "n": 7
              },
              "4": {
                "mean_ret": 8.311,
                "n": 8
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            }
          }
        }
      }
    },
    "total_pos_gamma": {
      "name": "Total Positive Gamma",
      "description": "Absolute size of pos gamma",
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            "time": "morning",
            "horizon": "Noon\u2192Close",
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              "0": {
                "mean_ret": 6.213,
                "n": 34
              },
              "1": {
                "mean_ret": -7.643,
                "n": 34
              },
              "2": {
                "mean_ret": 5.267,
                "n": 33
              },
              "3": {
                "mean_ret": -0.133,
                "n": 34
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              "4": {
                "mean_ret": -4.242,
                "n": 34
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            }
          },
          "morning_one_close_ret": {
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            "horizon": "1PM\u2192Close",
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              "0": {
                "mean_ret": 7.321,
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              },
              "1": {
                "mean_ret": -5.741,
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              "2": {
                "mean_ret": 9.917,
                "n": 33
              },
              "3": {
                "mean_ret": -1.26,
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              "4": {
                "mean_ret": -2.552,
                "n": 33
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            }
          },
          "morning_two_close_ret": {
            "time": "morning",
            "horizon": "2PM\u2192Close",
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                "mean_ret": 2.445,
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              },
              "1": {
                "mean_ret": -4.58,
                "n": 33
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              "2": {
                "mean_ret": 9.782,
                "n": 33
              },
              "3": {
                "mean_ret": -2.584,
                "n": 33
              },
              "4": {
                "mean_ret": -3.444,
                "n": 33
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            }
          },
          "morning_same_day_ret": {
            "time": "morning",
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                "mean_ret": 17.874,
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              "1": {
                "mean_ret": -12.986,
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              "2": {
                "mean_ret": 0.414,
                "n": 34
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              "3": {
                "mean_ret": 3.669,
                "n": 33
              },
              "4": {
                "mean_ret": -10.131,
                "n": 34
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            }
          },
          "noon_noon_close_ret": {
            "time": "noon",
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              "0": {
                "mean_ret": 1.389,
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              "1": {
                "mean_ret": 2.629,
                "n": 34
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              "2": {
                "mean_ret": -1.886,
                "n": 33
              },
              "3": {
                "mean_ret": -2.64,
                "n": 34
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              "4": {
                "mean_ret": -0.239,
                "n": 34
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            }
          },
          "noon_one_close_ret": {
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            "horizon": "1PM\u2192Close",
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              "0": {
                "mean_ret": 5.988,
                "n": 33
              },
              "1": {
                "mean_ret": 0.987,
                "n": 33
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              "2": {
                "mean_ret": 2.25,
                "n": 33
              },
              "3": {
                "mean_ret": -1.013,
                "n": 33
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              "4": {
                "mean_ret": -0.528,
                "n": 33
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            }
          },
          "noon_two_close_ret": {
            "time": "noon",
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              "0": {
                "mean_ret": 3.999,
                "n": 33
              },
              "1": {
                "mean_ret": -3.041,
                "n": 33
              },
              "2": {
                "mean_ret": 6.308,
                "n": 33
              },
              "3": {
                "mean_ret": -4.127,
                "n": 33
              },
              "4": {
                "mean_ret": -1.521,
                "n": 33
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            }
          },
          "noon_same_day_ret": {
            "time": "noon",
            "horizon": "Open\u2192Close",
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              "0": {
                "mean_ret": -0.373,
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              },
              "1": {
                "mean_ret": 4.436,
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              },
              "2": {
                "mean_ret": 0.18,
                "n": 34
              },
              "3": {
                "mean_ret": -7.987,
                "n": 33
              },
              "4": {
                "mean_ret": 2.753,
                "n": 34
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            }
          },
          "1pm_one_close_ret": {
            "time": "1pm",
            "horizon": "1PM\u2192Close",
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              "0": {
                "mean_ret": 8.314,
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              },
              "1": {
                "mean_ret": -2.054,
                "n": 33
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              "2": {
                "mean_ret": 3.607,
                "n": 33
              },
              "3": {
                "mean_ret": 0.793,
                "n": 33
              },
              "4": {
                "mean_ret": -2.975,
                "n": 33
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            }
          },
          "1pm_two_close_ret": {
            "time": "1pm",
            "horizon": "2PM\u2192Close",
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              "0": {
                "mean_ret": 5.748,
                "n": 33
              },
              "1": {
                "mean_ret": -4.886,
                "n": 33
              },
              "2": {
                "mean_ret": 6.398,
                "n": 33
              },
              "3": {
                "mean_ret": -4.827,
                "n": 33
              },
              "4": {
                "mean_ret": -0.815,
                "n": 33
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            }
          },
          "1pm_same_day_ret": {
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            "horizon": "Open\u2192Close",
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              "0": {
                "mean_ret": -0.777,
                "n": 34
              },
              "1": {
                "mean_ret": -0.048,
                "n": 33
              },
              "2": {
                "mean_ret": 9.447,
                "n": 34
              },
              "3": {
                "mean_ret": -11.616,
                "n": 33
              },
              "4": {
                "mean_ret": 1.764,
                "n": 34
              }
            }
          }
        },
        "POS": {
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            "time": "morning",
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                "mean_ret": 7.535,
                "n": 27
              },
              "1": {
                "mean_ret": -8.116,
                "n": 26
              },
              "2": {
                "mean_ret": 4.61,
                "n": 26
              },
              "3": {
                "mean_ret": 6.748,
                "n": 26
              },
              "4": {
                "mean_ret": -5.323,
                "n": 27
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            }
          },
          "morning_one_close_ret": {
            "time": "morning",
            "horizon": "1PM\u2192Close",
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              "0": {
                "mean_ret": 9.303,
                "n": 26
              },
              "1": {
                "mean_ret": -5.912,
                "n": 26
              },
              "2": {
                "mean_ret": 7.504,
                "n": 25
              },
              "3": {
                "mean_ret": 6.605,
                "n": 26
              },
              "4": {
                "mean_ret": -9.322,
                "n": 26
              }
            }
          },
          "morning_two_close_ret": {
            "time": "morning",
            "horizon": "2PM\u2192Close",
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              "0": {
                "mean_ret": 5.015,
                "n": 26
              },
              "1": {
                "mean_ret": -4.096,
                "n": 26
              },
              "2": {
                "mean_ret": 5.754,
                "n": 25
              },
              "3": {
                "mean_ret": 5.263,
                "n": 26
              },
              "4": {
                "mean_ret": -6.888,
                "n": 26
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            }
          },
          "morning_same_day_ret": {
            "time": "morning",
            "horizon": "Open\u2192Close",
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              "0": {
                "mean_ret": 20.453,
                "n": 27
              },
              "1": {
                "mean_ret": -16.152,
                "n": 26
              },
              "2": {
                "mean_ret": 11.66,
                "n": 26
              },
              "3": {
                "mean_ret": 10.598,
                "n": 26
              },
              "4": {
                "mean_ret": -14.747,
                "n": 26
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            }
          },
          "noon_noon_close_ret": {
            "time": "noon",
            "horizon": "Noon\u2192Close",
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            "dir_accuracy": 0.5909,
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            "monotonicity": 0.75,
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                "mean_ret": 2.576,
                "n": 27
              },
              "1": {
                "mean_ret": 3.602,
                "n": 26
              },
              "2": {
                "mean_ret": -4.334,
                "n": 26
              },
              "3": {
                "mean_ret": 0.76,
                "n": 26
              },
              "4": {
                "mean_ret": 2.732,
                "n": 27
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            }
          },
          "noon_one_close_ret": {
            "time": "noon",
            "horizon": "1PM\u2192Close",
            "ic": -0.1472,
            "pval": 0.0959,
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            "dir_accuracy": 0.5736,
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            "monotonicity": 0.75,
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                "mean_ret": 7.847,
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              },
              "1": {
                "mean_ret": 1.057,
                "n": 26
              },
              "2": {
                "mean_ret": -1.953,
                "n": 25
              },
              "3": {
                "mean_ret": 3.852,
                "n": 26
              },
              "4": {
                "mean_ret": -2.989,
                "n": 26
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            }
          },
          "noon_two_close_ret": {
            "time": "noon",
            "horizon": "2PM\u2192Close",
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            "pval": 0.1271,
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            "dir_accuracy": 0.5271,
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            "monotonicity": 0.5,
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                "mean_ret": 8.095,
                "n": 26
              },
              "1": {
                "mean_ret": -2.61,
                "n": 26
              },
              "2": {
                "mean_ret": -0.834,
                "n": 25
              },
              "3": {
                "mean_ret": 2.175,
                "n": 26
              },
              "4": {
                "mean_ret": -2.032,
                "n": 26
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            }
          },
          "noon_same_day_ret": {
            "time": "noon",
            "horizon": "Open\u2192Close",
            "ic": 0.0308,
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            "monotonicity": 0.75,
            "quintiles": {
              "0": {
                "mean_ret": 0.685,
                "n": 27
              },
              "1": {
                "mean_ret": 2.958,
                "n": 26
              },
              "2": {
                "mean_ret": 0.612,
                "n": 26
              },
              "3": {
                "mean_ret": 3.482,
                "n": 26
              },
              "4": {
                "mean_ret": 4.836,
                "n": 26
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            }
          },
          "1pm_one_close_ret": {
            "time": "1pm",
            "horizon": "1PM\u2192Close",
            "ic": -0.149,
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            "dir_accuracy": 0.5736,
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            "monotonicity": 0.75,
            "quintiles": {
              "0": {
                "mean_ret": 10.495,
                "n": 26
              },
              "1": {
                "mean_ret": -0.975,
                "n": 26
              },
              "2": {
                "mean_ret": 1.619,
                "n": 25
              },
              "3": {
                "mean_ret": -1.078,
                "n": 26
              },
              "4": {
                "mean_ret": -2.11,
                "n": 26
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            }
          },
          "1pm_two_close_ret": {
            "time": "1pm",
            "horizon": "2PM\u2192Close",
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            "n": 129,
            "dir_accuracy": 0.5271,
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            "monotonicity": 0.75,
            "quintiles": {
              "0": {
                "mean_ret": 8.217,
                "n": 26
              },
              "1": {
                "mean_ret": -4.733,
                "n": 26
              },
              "2": {
                "mean_ret": 5.665,
                "n": 25
              },
              "3": {
                "mean_ret": -1.318,
                "n": 26
              },
              "4": {
                "mean_ret": -2.786,
                "n": 26
              }
            }
          },
          "1pm_same_day_ret": {
            "time": "1pm",
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                "mean_ret": -21.653,
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                "mean_ret": 13.437,
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                "mean_ret": 2.627,
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          },
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                "mean_ret": -5.315,
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                "mean_ret": -1.376,
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                "mean_ret": -13.237,
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                "mean_ret": 4.386,
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                "mean_ret": 6.001,
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                "mean_ret": -10.58,
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                "mean_ret": 15.056,
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              "2": {
                "mean_ret": -59.28,
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              "3": {
                "mean_ret": 11.414,
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                "mean_ret": -5.424,
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              "2": {
                "mean_ret": 4.359,
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                "mean_ret": -1.364,
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              "4": {
                "mean_ret": 0.437,
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          },
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                "mean_ret": 5.301,
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                "mean_ret": -11.971,
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                "mean_ret": 9.207,
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                "mean_ret": -24.514,
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              "4": {
                "mean_ret": 6.234,
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    },
    "pos_center_dist": {
      "name": "Pos Gamma Center Distance",
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                "mean_ret": 6.294,
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              "3": {
                "mean_ret": 23.213,
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              "4": {
                "mean_ret": 48.391,
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          },
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                "mean_ret": -0.905,
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                "mean_ret": 0.565,
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                "mean_ret": -45.354,
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                "mean_ret": -11.028,
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                "mean_ret": 20.488,
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                "mean_ret": 51.102,
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                "mean_ret": 11.139,
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                "mean_ret": 2.334,
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                "mean_ret": 1.194,
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                "mean_ret": 9.775,
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                "mean_ret": 3.352,
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                "mean_ret": 3.56,
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                "mean_ret": 27.238,
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                "mean_ret": 50.97,
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                "mean_ret": -0.359,
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                "mean_ret": -24.283,
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                "mean_ret": -19.551,
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                "mean_ret": -2.003,
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                "mean_ret": -32.779,
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                "mean_ret": 43.636,
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                "mean_ret": -4.794,
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                "mean_ret": 1.926,
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                "mean_ret": -3.893,
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                "mean_ret": 5.116,
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                "mean_ret": 9.306,
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                "mean_ret": -1.904,
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                "mean_ret": 15.529,
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                "mean_ret": -6.2,
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              "3": {
                "mean_ret": -1.364,
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                "mean_ret": -16.089,
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                "mean_ret": -66.364,
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                "mean_ret": -39.756,
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              "2": {
                "mean_ret": -1.337,
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              "3": {
                "mean_ret": 30.864,
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                "mean_ret": 30.601,
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                "mean_ret": 16.788,
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                "mean_ret": 5.45,
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                "mean_ret": -11.194,
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                "mean_ret": 1.44,
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                "mean_ret": 15.102,
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                "mean_ret": -7.029,
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                "mean_ret": -3.079,
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                "mean_ret": -17.499,
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                "mean_ret": -8.991,
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              "3": {
                "mean_ret": 20.109,
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              "4": {
                "mean_ret": 40.013,
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          }
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    "dte0_neg_asym": {
      "name": "0DTE Neg Gamma Asymmetry",
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                "mean_ret": -10.199,
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                "mean_ret": 27.175,
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                "mean_ret": -3.534,
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              "3": {
                "mean_ret": -13.032,
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              "4": {
                "mean_ret": -51.026,
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        },
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                "mean_ret": -2.098,
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              "3": {
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                "mean_ret": 1.336,
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                "mean_ret": 0.3,
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                "mean_ret": 1.84,
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                "mean_ret": 2.275,
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                "mean_ret": 3.511,
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                "mean_ret": 2.148,
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                "mean_ret": -2.704,
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                "mean_ret": 11.535,
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                "mean_ret": 5.273,
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                "mean_ret": 0.032,
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                "mean_ret": -5.403,
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                "mean_ret": 2.885,
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            }
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                "mean_ret": 4.002,
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              "1": {
                "mean_ret": -0.87,
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                "mean_ret": -4.778,
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              "3": {
                "mean_ret": 5.791,
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              "4": {
                "mean_ret": 3.561,
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            }
          },
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                "mean_ret": -0.24,
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              "1": {
                "mean_ret": 1.423,
                "n": 26
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              "2": {
                "mean_ret": -3.813,
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              },
              "3": {
                "mean_ret": 5.024,
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              "4": {
                "mean_ret": 2.287,
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            }
          },
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                "mean_ret": 45.79,
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              "1": {
                "mean_ret": 17.008,
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              "2": {
                "mean_ret": -10.968,
                "n": 26
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              "3": {
                "mean_ret": 1.1,
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              "4": {
                "mean_ret": -42.092,
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                "mean_ret": 1.433,
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              "1": {
                "mean_ret": 2.387,
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              "2": {
                "mean_ret": 1.898,
                "n": 25
              },
              "3": {
                "mean_ret": -7.707,
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              "4": {
                "mean_ret": 9.952,
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                "mean_ret": -2.293,
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              "1": {
                "mean_ret": 3.056,
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              "2": {
                "mean_ret": 1.497,
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              "3": {
                "mean_ret": -7.193,
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              "4": {
                "mean_ret": 9.818,
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                "mean_ret": 46.002,
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              "1": {
                "mean_ret": 27.027,
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              "2": {
                "mean_ret": -7.02,
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              "3": {
                "mean_ret": -12.19,
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              "4": {
                "mean_ret": -42.991,
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                "mean_ret": -4.986,
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                "mean_ret": 0.579,
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              "2": {
                "mean_ret": -17.597,
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              },
              "3": {
                "mean_ret": -0.82,
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                "mean_ret": -0.35,
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                "mean_ret": -8.08,
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                "mean_ret": 7.929,
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                "mean_ret": -13.093,
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              "3": {
                "mean_ret": 12.876,
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                "mean_ret": 8.443,
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                "mean_ret": -4.835,
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                "mean_ret": -6.587,
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                "mean_ret": 18.09,
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                "mean_ret": 16.643,
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                "mean_ret": -39.021,
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              },
              "3": {
                "mean_ret": 3.507,
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              "4": {
                "mean_ret": -46.29,
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                "mean_ret": -10.397,
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              "1": {
                "mean_ret": 3.316,
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              "2": {
                "mean_ret": -6.811,
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              },
              "3": {
                "mean_ret": -3.426,
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              "4": {
                "mean_ret": -4.491,
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                "mean_ret": -10.008,
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              "1": {
                "mean_ret": 9.979,
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              "2": {
                "mean_ret": -2.924,
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              "3": {
                "mean_ret": 0.04,
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              "4": {
                "mean_ret": 11.263,
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            }
          },
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                "mean_ret": -10.211,
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              },
              "1": {
                "mean_ret": 1.099,
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              "2": {
                "mean_ret": -4.44,
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              },
              "3": {
                "mean_ret": -11.214,
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              "4": {
                "mean_ret": 15.926,
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            }
          },
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                "mean_ret": 23.655,
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              "1": {
                "mean_ret": 33.873,
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              "2": {
                "mean_ret": -10.121,
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              },
              "3": {
                "mean_ret": -32.133,
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              "4": {
                "mean_ret": -61.034,
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            }
          },
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                "mean_ret": -8.394,
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                "mean_ret": -2.577,
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              "2": {
                "mean_ret": -0.727,
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              },
              "3": {
                "mean_ret": 8.554,
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              "4": {
                "mean_ret": 11.263,
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            }
          },
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                "mean_ret": -6.811,
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              },
              "1": {
                "mean_ret": -8.583,
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              "2": {
                "mean_ret": -9.87,
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              },
              "3": {
                "mean_ret": 0.011,
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              "4": {
                "mean_ret": 15.926,
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            }
          },
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                "mean_ret": 32.903,
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                "mean_ret": 5.013,
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              "2": {
                "mean_ret": 10.607,
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              "3": {
                "mean_ret": -31.436,
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              "4": {
                "mean_ret": -63.776,
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            }
          }
        }
      }
    },
    "nondte_neg_asym": {
      "name": "Non-0DTE Neg Gamma Asymmetry",
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                "mean_ret": -5.76,
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                "mean_ret": 1.916,
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                "mean_ret": -1.757,
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              "3": {
                "mean_ret": 1.64,
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          },
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                "mean_ret": -3.166,
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                "mean_ret": 3.165,
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                "mean_ret": -4.507,
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              "3": {
                "mean_ret": 1.646,
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                "mean_ret": -3.552,
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                "mean_ret": 3.57,
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              "2": {
                "mean_ret": -2.21,
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              },
              "3": {
                "mean_ret": -1.757,
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                "mean_ret": -8.014,
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                "mean_ret": 10.062,
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              "2": {
                "mean_ret": 10.81,
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              "3": {
                "mean_ret": -5.002,
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              "4": {
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                "mean_ret": 4.607,
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              },
              "1": {
                "mean_ret": -0.628,
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              "2": {
                "mean_ret": -10.275,
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              },
              "3": {
                "mean_ret": 4.852,
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              },
              "4": {
                "mean_ret": 0.449,
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            }
          },
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                "mean_ret": 3.179,
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              "1": {
                "mean_ret": -0.079,
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              "2": {
                "mean_ret": -5.922,
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              },
              "3": {
                "mean_ret": 3.506,
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              "4": {
                "mean_ret": 6.999,
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            }
          },
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                "mean_ret": 3.641,
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              "1": {
                "mean_ret": -5.83,
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              "2": {
                "mean_ret": -1.981,
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              },
              "3": {
                "mean_ret": 2.354,
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              },
              "4": {
                "mean_ret": 3.435,
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            }
          },
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                "mean_ret": 33.902,
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              "1": {
                "mean_ret": 16.14,
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                "mean_ret": -1.59,
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              "3": {
                "mean_ret": -4.425,
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              "4": {
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          },
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                "mean_ret": 1.353,
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              "1": {
                "mean_ret": 0.375,
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              "2": {
                "mean_ret": -6.108,
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              },
              "3": {
                "mean_ret": 1.532,
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              },
              "4": {
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            }
          },
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                "mean_ret": -1.266,
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              },
              "1": {
                "mean_ret": 0.497,
                "n": 33
              },
              "2": {
                "mean_ret": -5.269,
                "n": 33
              },
              "3": {
                "mean_ret": 0.441,
                "n": 33
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                "mean_ret": 0.782,
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                "mean_ret": 3.032,
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                "mean_ret": 3.017,
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                "mean_ret": 23.175,
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                "mean_ret": 4.667,
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                "mean_ret": -5.242,
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                "mean_ret": 3.996,
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              "3": {
                "mean_ret": 4.025,
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                "mean_ret": 4.608,
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                "mean_ret": -4.618,
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                "mean_ret": 2.076,
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              "3": {
                "mean_ret": 4.06,
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                "mean_ret": -68.798,
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              "1": {
                "mean_ret": -26.381,
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              "2": {
                "mean_ret": 9.815,
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              "3": {
                "mean_ret": 32.198,
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              "4": {
                "mean_ret": 52.451,
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        },
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            "time": "morning",
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                "mean_ret": 3.866,
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              "1": {
                "mean_ret": 2.29,
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                "mean_ret": 6.815,
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                "mean_ret": 4.691,
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          },
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                "mean_ret": 2.142,
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                "mean_ret": 3.967,
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                "mean_ret": 4.085,
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                "mean_ret": 7.237,
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                "mean_ret": -9.385,
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                "mean_ret": 0.28,
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                "mean_ret": 1.946,
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                "mean_ret": 0.128,
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              "3": {
                "mean_ret": 6.386,
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                "mean_ret": -3.908,
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                "mean_ret": -31.124,
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                "mean_ret": -2.399,
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                "mean_ret": 18.569,
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                "mean_ret": 14.343,
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                "mean_ret": -7.193,
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                "mean_ret": 8.762,
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              "2": {
                "mean_ret": 2.747,
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                "mean_ret": 1.777,
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          },
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                "mean_ret": -0.217,
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              "1": {
                "mean_ret": 2.306,
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              "2": {
                "mean_ret": 5.968,
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              "3": {
                "mean_ret": -1.818,
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              "4": {
                "mean_ret": 1.882,
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            }
          },
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                "mean_ret": -1.056,
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              "1": {
                "mean_ret": 3.942,
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              "2": {
                "mean_ret": 4.025,
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              "3": {
                "mean_ret": -1.657,
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              "4": {
                "mean_ret": -0.273,
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          },
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                "mean_ret": -66.863,
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              "1": {
                "mean_ret": -8.558,
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              "2": {
                "mean_ret": 6.428,
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              "3": {
                "mean_ret": 24.433,
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              "4": {
                "mean_ret": 59.73,
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          },
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                "mean_ret": 0.644,
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              "1": {
                "mean_ret": 1.685,
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              "2": {
                "mean_ret": 1.916,
                "n": 25
              },
              "3": {
                "mean_ret": 4.034,
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              "4": {
                "mean_ret": -0.315,
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          },
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                "mean_ret": 0.492,
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              "1": {
                "mean_ret": 3.843,
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              "2": {
                "mean_ret": -0.34,
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              },
              "3": {
                "mean_ret": 5.328,
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              "4": {
                "mean_ret": -4.508,
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          },
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                "mean_ret": -68.22,
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                "mean_ret": -18.081,
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              "2": {
                "mean_ret": 11.757,
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              "3": {
                "mean_ret": 33.13,
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              "4": {
                "mean_ret": 56.635,
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        },
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                "mean_ret": -2.229,
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                "mean_ret": -5.937,
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              "2": {
                "mean_ret": -21.797,
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              },
              "3": {
                "mean_ret": -14.666,
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              "4": {
                "mean_ret": 18.384,
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          },
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                "mean_ret": 10.601,
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                "mean_ret": -2.9,
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              "2": {
                "mean_ret": -18.894,
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              },
              "3": {
                "mean_ret": -5.871,
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              "4": {
                "mean_ret": 22.47,
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            }
          },
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                "mean_ret": 3.209,
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                "mean_ret": 0.79,
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                "mean_ret": -17.527,
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              "3": {
                "mean_ret": -10.667,
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                "mean_ret": 13.437,
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          },
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                "mean_ret": -40.915,
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                "mean_ret": -21.269,
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              "2": {
                "mean_ret": -35.776,
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              "3": {
                "mean_ret": 7.463,
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              "4": {
                "mean_ret": 39.586,
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          },
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                "mean_ret": -8.737,
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              "1": {
                "mean_ret": 12.886,
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              "2": {
                "mean_ret": -0.194,
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              "3": {
                "mean_ret": -14.507,
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              "4": {
                "mean_ret": -10.619,
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            }
          },
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                "mean_ret": -5.389,
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                "mean_ret": 17.783,
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              "2": {
                "mean_ret": 4.434,
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              "3": {
                "mean_ret": -9.784,
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              "4": {
                "mean_ret": 0.646,
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            }
          },
          "noon_two_close_ret": {
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                "mean_ret": -0.709,
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              "1": {
                "mean_ret": 6.837,
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              "2": {
                "mean_ret": 1.08,
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              },
              "3": {
                "mean_ret": -13.337,
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              "4": {
                "mean_ret": -4.07,
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          },
          "noon_same_day_ret": {
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                "mean_ret": -75.913,
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                "mean_ret": -22.096,
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              "2": {
                "mean_ret": 8.719,
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              },
              "3": {
                "mean_ret": 14.63,
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              "4": {
                "mean_ret": 30.104,
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          },
          "1pm_one_close_ret": {
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                "mean_ret": 11.885,
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                "mean_ret": -0.233,
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              "2": {
                "mean_ret": -13.116,
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              },
              "3": {
                "mean_ret": 7.95,
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              "4": {
                "mean_ret": -1.264,
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          },
          "1pm_two_close_ret": {
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                "mean_ret": 10.045,
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              },
              "1": {
                "mean_ret": -6.403,
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              "2": {
                "mean_ret": -8.799,
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              },
              "3": {
                "mean_ret": -5.38,
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              "4": {
                "mean_ret": -1.199,
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            }
          },
          "1pm_same_day_ret": {
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                "mean_ret": -71.234,
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              },
              "1": {
                "mean_ret": -29.527,
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              "2": {
                "mean_ret": -16.014,
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              },
              "3": {
                "mean_ret": 33.567,
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              },
              "4": {
                "mean_ret": 36.999,
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            }
          }
        }
      }
    },
    "pos_gamma_growth": {
      "name": "Pos Gamma Growth %",
      "description": "Rate of pos gamma buildup",
      "by_regime": {
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            "time": "morning",
            "horizon": "Noon\u2192Close",
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                "mean_ret": -3.415,
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                "mean_ret": 0.321,
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              "2": {
                "mean_ret": 7.307,
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              "3": {
                "mean_ret": 4.149,
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              "4": {
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            }
          },
          "morning_one_close_ret": {
            "time": "morning",
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                "mean_ret": -1.053,
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              "1": {
                "mean_ret": 2.002,
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              "2": {
                "mean_ret": 9.338,
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              "3": {
                "mean_ret": 4.698,
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              "4": {
                "mean_ret": -7.302,
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            }
          },
          "morning_two_close_ret": {
            "time": "morning",
            "horizon": "2PM\u2192Close",
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            "dir_accuracy": 0.5152,
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              "4": {
                "mean_ret": 15.483,
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            }
          },
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            "time": "1pm",
            "horizon": "Open\u2192Close",
            "ic": -0.0247,
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            "dir_n": 37,
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              "0": {
                "mean_ret": 10.143,
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              "1": {
                "mean_ret": -19.187,
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              "2": {
                "mean_ret": -9.981,
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              "3": {
                "mean_ret": 11.643,
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              "4": {
                "mean_ret": -39.52,
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          }
        }
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    }
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      "signal": "Non-0DTE Neg Gamma Asymmetry",
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      "signal": "Neg Gamma Center Distance",
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      "time": "morning",
      "horizon": "Open\u2192Close",
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    {
      "signal": "Pos Gamma Growth %",
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      "horizon": "1PM\u2192Close",
      "all_ic": -0.012,
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    {
      "signal": "MM Neg Gamma Asymmetry",
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      "time": "morning",
      "horizon": "Open\u2192Close",
      "all_ic": 0.1006,
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      "pos_n": 131,
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    {
      "signal": "Pos Cluster Top Share",
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      "time": "morning",
      "horizon": "Open\u2192Close",
      "all_ic": -0.0668,
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    {
      "signal": "Total Neg Gamma Magnitude",
      "sig_key": "total_neg_gamma",
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      "time": "noon",
      "horizon": "Open\u2192Close",
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    {
      "signal": "0DTE Neg Gamma Asymmetry",
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    {
      "signal": "Strike Concentration (HHI)",
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      "horizon": "2PM\u2192Close",
      "all_ic": 0.0673,
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    {
      "signal": "Total Neg Gamma Magnitude",
      "sig_key": "total_neg_gamma",
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      "time": "morning",
      "horizon": "Open\u2192Close",
      "all_ic": -0.1258,
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    {
      "signal": "Total Neg Gamma Magnitude",
      "sig_key": "total_neg_gamma",
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      "time": "morning",
      "horizon": "2PM\u2192Close",
      "all_ic": -0.1379,
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    {
      "signal": "Total Neg Gamma Magnitude",
      "sig_key": "total_neg_gamma",
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      "time": "1pm",
      "horizon": "Open\u2192Close",
      "all_ic": -0.0855,
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    {
      "signal": "Pos Gamma Growth %",
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      "time": "morning",
      "horizon": "2PM\u2192Close",
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      "signal": "Total Positive Gamma",
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      "time": "morning",
      "horizon": "2PM\u2192Close",
      "all_ic": -0.1183,
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    {
      "signal": "Pos Gamma Center Distance",
      "sig_key": "pos_center_dist",
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      "horizon": "Open\u2192Close",
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    {
      "signal": "Total Positive Gamma",
      "sig_key": "total_pos_gamma",
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      "time": "morning",
      "horizon": "Open\u2192Close",
      "all_ic": -0.0825,
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      "ic_diff": 0.3165,
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      "neg_mono": 0.5,
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    {
      "signal": "Total Positive Gamma",
      "sig_key": "total_pos_gamma",
      "combo": "1pm_two_close_ret",
      "time": "1pm",
      "horizon": "2PM\u2192Close",
      "all_ic": -0.1184,
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      "ic_diff": 0.3119,
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    {
      "signal": "Pos Gamma Center Shift",
      "sig_key": "pos_center_shift",
      "combo": "morning_noon_close_ret",
      "time": "morning",
      "horizon": "Noon\u2192Close",
      "all_ic": -0.0254,
      "pos_ic": -0.1312,
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      "pos_n": 132,
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    {
      "signal": "Neg Asym Shift (change)",
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      "horizon": "Noon\u2192Close",
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    {
      "signal": "Pos Gamma Growth %",
      "sig_key": "pos_gamma_growth",
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      "time": "noon",
      "horizon": "Open\u2192Close",
      "all_ic": 0.1617,
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      "pos_n": 131,
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      "best_regime": "POS",
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    {
      "signal": "Pos Gamma Growth %",
      "sig_key": "pos_gamma_growth",
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      "time": "morning",
      "horizon": "Noon\u2192Close",
      "all_ic": -0.0121,
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      "neg_n": 37,
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      "neg_mono": 0.75,
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  "regime_flips": [
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      "signal": "Non-0DTE Neg Gamma Asymmetry",
      "sig_key": "nondte_neg_asym",
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      "horizon": "Open\u2192Close",
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    {
      "signal": "Pos Gamma Growth %",
      "sig_key": "pos_gamma_growth",
      "combo": "morning_one_close_ret",
      "time": "morning",
      "horizon": "1PM\u2192Close",
      "all_ic": -0.012,
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    {
      "signal": "Pos Cluster Top Share",
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      "combo": "morning_same_day_ret",
      "time": "morning",
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    {
      "signal": "Total Neg Gamma Magnitude",
      "sig_key": "total_neg_gamma",
      "combo": "noon_same_day_ret",
      "time": "noon",
      "horizon": "Open\u2192Close",
      "all_ic": -0.0916,
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    {
      "signal": "Strike Concentration (HHI)",
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      "horizon": "2PM\u2192Close",
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    {
      "signal": "Total Neg Gamma Magnitude",
      "sig_key": "total_neg_gamma",
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      "time": "morning",
      "horizon": "Open\u2192Close",
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    {
      "signal": "Total Neg Gamma Magnitude",
      "sig_key": "total_neg_gamma",
      "combo": "morning_two_close_ret",
      "time": "morning",
      "horizon": "2PM\u2192Close",
      "all_ic": -0.1379,
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      "ic_diff": 0.34450000000000003,
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    {
      "signal": "Total Neg Gamma Magnitude",
      "sig_key": "total_neg_gamma",
      "combo": "1pm_same_day_ret",
      "time": "1pm",
      "horizon": "Open\u2192Close",
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      "neg_ic": 0.2499,
      "pos_n": 131,
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      "ic_diff": 0.33940000000000003,
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    {
      "signal": "Pos Gamma Growth %",
      "sig_key": "pos_gamma_growth",
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      "time": "morning",
      "horizon": "2PM\u2192Close",
      "all_ic": -0.0571,
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      "neg_ic": 0.1897,
      "pos_n": 129,
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      "ic_diff": 0.33699999999999997,
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    {
      "signal": "Total Positive Gamma",
      "sig_key": "total_pos_gamma",
      "combo": "morning_two_close_ret",
      "time": "morning",
      "horizon": "2PM\u2192Close",
      "all_ic": -0.1183,
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      "ic_diff": 0.3271,
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    {
      "signal": "Total Positive Gamma",
      "sig_key": "total_pos_gamma",
      "combo": "morning_same_day_ret",
      "time": "morning",
      "horizon": "Open\u2192Close",
      "all_ic": -0.0825,
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    {
      "signal": "Total Positive Gamma",
      "sig_key": "total_pos_gamma",
      "combo": "1pm_two_close_ret",
      "time": "1pm",
      "horizon": "2PM\u2192Close",
      "all_ic": -0.1184,
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      "ic_diff": 0.3119,
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    {
      "signal": "Pos Gamma Center Shift",
      "sig_key": "pos_center_shift",
      "combo": "morning_noon_close_ret",
      "time": "morning",
      "horizon": "Noon\u2192Close",
      "all_ic": -0.0254,
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      "neg_ic": 0.1754,
      "pos_n": 132,
      "neg_n": 37,
      "ic_diff": 0.3066,
      "best_regime": "NEG",
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      "neg_acc": 0.5135
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    {
      "signal": "Neg Asym Shift (change)",
      "sig_key": "asym_shift",
      "combo": "morning_noon_close_ret",
      "time": "morning",
      "horizon": "Noon\u2192Close",
      "all_ic": -0.0601,
      "pos_ic": -0.1189,
      "neg_ic": 0.1724,
      "pos_n": 132,
      "neg_n": 37,
      "ic_diff": 0.2913,
      "best_regime": "NEG",
      "pos_mono": 0.75,
      "neg_mono": 0.75,
      "pos_acc": 0.447,
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    },
    {
      "signal": "Pos Gamma Growth %",
      "sig_key": "pos_gamma_growth",
      "combo": "noon_same_day_ret",
      "time": "noon",
      "horizon": "Open\u2192Close",
      "all_ic": 0.1617,
      "pos_ic": 0.2068,
      "neg_ic": -0.0839,
      "pos_n": 131,
      "neg_n": 37,
      "ic_diff": 0.2907,
      "best_regime": "POS",
      "pos_mono": 0.75,
      "neg_mono": 0.5,
      "pos_acc": 0.5191,
      "neg_acc": 0.4865
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  ]
}