[
  {
    "signal": "parquet_firm_delta",
    "horizon": "ret_1h",
    "is_ic": 0.0576,
    "oos_ic": -0.2146,
    "is_wr": 0.5,
    "oos_wr": 0.39,
    "t_stat": -2.54,
    "quintile_mono": 0.074,
    "n_obs": 136
  },
  {
    "signal": "parquet_firm_delta",
    "horizon": "ret_3h",
    "is_ic": 0.1476,
    "oos_ic": -0.1737,
    "is_wr": 0.51,
    "oos_wr": 0.463,
    "t_stat": -2.04,
    "quintile_mono": 0.41,
    "n_obs": 136
  },
  {
    "signal": "parquet_firm_delta",
    "horizon": "ret_eod",
    "is_ic": 0.0068,
    "oos_ic": -0.0729,
    "is_wr": 0.525,
    "oos_wr": 0.493,
    "t_stat": -0.85,
    "quintile_mono": -0.02,
    "n_obs": 136
  },
  {
    "signal": "parquet_mm_delta",
    "horizon": "ret_1h",
    "is_ic": 0.0091,
    "oos_ic": 0.2358,
    "is_wr": 0.48,
    "oos_wr": 0.61,
    "t_stat": 2.81,
    "quintile_mono": 0.414,
    "n_obs": 136
  },
  {
    "signal": "parquet_mm_delta",
    "horizon": "ret_3h",
    "is_ic": 0.0986,
    "oos_ic": 0.2399,
    "is_wr": 0.559,
    "oos_wr": 0.544,
    "t_stat": 2.86,
    "quintile_mono": 0.626,
    "n_obs": 136
  },
  {
    "signal": "parquet_mm_delta",
    "horizon": "ret_eod",
    "is_ic": 0.0252,
    "oos_ic": 0.1195,
    "is_wr": 0.54,
    "oos_wr": 0.529,
    "t_stat": 1.39,
    "quintile_mono": 0.33,
    "n_obs": 136
  },
  {
    "signal": "parquet_cust_delta",
    "horizon": "ret_1h",
    "is_ic": 0.0129,
    "oos_ic": -0.1385,
    "is_wr": 0.515,
    "oos_wr": 0.426,
    "t_stat": -1.62,
    "quintile_mono": -0.678,
    "n_obs": 136
  },
  {
    "signal": "parquet_cust_delta",
    "horizon": "ret_3h",
    "is_ic": 0.007,
    "oos_ic": -0.0495,
    "is_wr": 0.49,
    "oos_wr": 0.478,
    "t_stat": -0.57,
    "quintile_mono": -0.356,
    "n_obs": 136
  },
  {
    "signal": "parquet_cust_delta",
    "horizon": "ret_eod",
    "is_ic": -0.0075,
    "oos_ic": -0.0428,
    "is_wr": 0.51,
    "oos_wr": 0.463,
    "t_stat": -0.5,
    "quintile_mono": -0.139,
    "n_obs": 136
  },
  {
    "signal": "parquet_bd_delta",
    "horizon": "ret_1h",
    "is_ic": 0.0221,
    "oos_ic": 0.1178,
    "is_wr": 0.51,
    "oos_wr": 0.544,
    "t_stat": 1.37,
    "quintile_mono": 0.409,
    "n_obs": 136
  },
  {
    "signal": "parquet_bd_delta",
    "horizon": "ret_3h",
    "is_ic": 0.014,
    "oos_ic": 0.1578,
    "is_wr": 0.47,
    "oos_wr": 0.522,
    "t_stat": 1.85,
    "quintile_mono": 0.588,
    "n_obs": 136
  },
  {
    "signal": "parquet_bd_delta",
    "horizon": "ret_eod",
    "is_ic": -0.0606,
    "oos_ic": 0.0905,
    "is_wr": 0.426,
    "oos_wr": 0.522,
    "t_stat": 1.05,
    "quintile_mono": -0.126,
    "n_obs": 136
  },
  {
    "signal": "parquet_firm_delta_asym",
    "horizon": "ret_1h",
    "is_ic": 0.0775,
    "oos_ic": -0.2184,
    "is_wr": 0.48,
    "oos_wr": 0.419,
    "t_stat": -2.59,
    "quintile_mono": 0.19,
    "n_obs": 136
  },
  {
    "signal": "parquet_firm_delta_asym",
    "horizon": "ret_3h",
    "is_ic": 0.0618,
    "oos_ic": -0.1838,
    "is_wr": 0.48,
    "oos_wr": 0.463,
    "t_stat": -2.16,
    "quintile_mono": 0.029,
    "n_obs": 136
  },
  {
    "signal": "parquet_firm_delta_asym",
    "horizon": "ret_eod",
    "is_ic": 0.0285,
    "oos_ic": -0.0913,
    "is_wr": 0.515,
    "oos_wr": 0.493,
    "t_stat": -1.06,
    "quintile_mono": 0.008,
    "n_obs": 136
  },
  {
    "signal": "firm_buy_ratio",
    "horizon": "ret_1h",
    "is_ic": 0.0229,
    "oos_ic": 0.0965,
    "is_wr": 0.522,
    "oos_wr": 0.562,
    "t_stat": 1.06,
    "quintile_mono": 0.891,
    "n_obs": 121
  },
  {
    "signal": "firm_buy_ratio",
    "horizon": "ret_3h",
    "is_ic": -0.0544,
    "oos_ic": 0.1219,
    "is_wr": 0.467,
    "oos_wr": 0.562,
    "t_stat": 1.34,
    "quintile_mono": -0.709,
    "n_obs": 121
  },
  {
    "signal": "firm_buy_ratio",
    "horizon": "ret_eod",
    "is_ic": 0.0257,
    "oos_ic": 0.0479,
    "is_wr": 0.467,
    "oos_wr": 0.537,
    "t_stat": 0.52,
    "quintile_mono": -0.555,
    "n_obs": 121
  },
  {
    "signal": "firm_buy_ratio_0dte",
    "horizon": "ret_1h",
    "is_ic": 0.0553,
    "oos_ic": 0.1762,
    "is_wr": 0.506,
    "oos_wr": 0.57,
    "t_stat": 1.95,
    "quintile_mono": 0.92,
    "n_obs": 121
  },
  {
    "signal": "firm_buy_ratio_0dte",
    "horizon": "ret_3h",
    "is_ic": -0.0552,
    "oos_ic": 0.1049,
    "is_wr": 0.472,
    "oos_wr": 0.554,
    "t_stat": 1.15,
    "quintile_mono": -0.159,
    "n_obs": 121
  },
  {
    "signal": "firm_buy_ratio_0dte",
    "horizon": "ret_eod",
    "is_ic": 0.0082,
    "oos_ic": 0.0912,
    "is_wr": 0.483,
    "oos_wr": 0.512,
    "t_stat": 1.0,
    "quintile_mono": 0.866,
    "n_obs": 121
  },
  {
    "signal": "firm_net_oi",
    "horizon": "ret_1h",
    "is_ic": -0.0591,
    "oos_ic": -0.153,
    "is_wr": 0.489,
    "oos_wr": 0.471,
    "t_stat": -1.69,
    "quintile_mono": -0.655,
    "n_obs": 121
  },
  {
    "signal": "firm_net_oi",
    "horizon": "ret_3h",
    "is_ic": -0.0025,
    "oos_ic": -0.1305,
    "is_wr": 0.467,
    "oos_wr": 0.496,
    "t_stat": -1.44,
    "quintile_mono": -0.555,
    "n_obs": 121
  },
  {
    "signal": "firm_net_oi",
    "horizon": "ret_eod",
    "is_ic": -0.0358,
    "oos_ic": -0.078,
    "is_wr": 0.506,
    "oos_wr": 0.504,
    "t_stat": -0.85,
    "quintile_mono": -0.852,
    "n_obs": 121
  },
  {
    "signal": "firm_net_oi_0dte",
    "horizon": "ret_1h",
    "is_ic": -0.0593,
    "oos_ic": 0.0352,
    "is_wr": 0.478,
    "oos_wr": 0.479,
    "t_stat": 0.38,
    "quintile_mono": -0.871,
    "n_obs": 121
  },
  {
    "signal": "firm_net_oi_0dte",
    "horizon": "ret_3h",
    "is_ic": -0.0272,
    "oos_ic": -0.0526,
    "is_wr": 0.428,
    "oos_wr": 0.488,
    "t_stat": -0.57,
    "quintile_mono": -0.705,
    "n_obs": 121
  },
  {
    "signal": "firm_net_oi_0dte",
    "horizon": "ret_eod",
    "is_ic": -0.0821,
    "oos_ic": 0.0203,
    "is_wr": 0.411,
    "oos_wr": 0.479,
    "t_stat": 0.22,
    "quintile_mono": -0.837,
    "n_obs": 121
  },
  {
    "signal": "mm_buy_ratio",
    "horizon": "ret_1h",
    "is_ic": -0.0411,
    "oos_ic": -0.1575,
    "is_wr": 0.456,
    "oos_wr": 0.471,
    "t_stat": -1.74,
    "quintile_mono": -0.678,
    "n_obs": 121
  },
  {
    "signal": "mm_buy_ratio",
    "horizon": "ret_3h",
    "is_ic": 0.0378,
    "oos_ic": -0.1296,
    "is_wr": 0.478,
    "oos_wr": 0.496,
    "t_stat": -1.43,
    "quintile_mono": 0.548,
    "n_obs": 121
  },
  {
    "signal": "mm_buy_ratio",
    "horizon": "ret_eod",
    "is_ic": -0.0409,
    "oos_ic": -0.0805,
    "is_wr": 0.45,
    "oos_wr": 0.504,
    "t_stat": -0.88,
    "quintile_mono": -0.452,
    "n_obs": 121
  },
  {
    "signal": "mm_buy_ratio_0dte",
    "horizon": "ret_1h",
    "is_ic": -0.0644,
    "oos_ic": 0.0166,
    "is_wr": 0.472,
    "oos_wr": 0.545,
    "t_stat": 0.18,
    "quintile_mono": -0.697,
    "n_obs": 121
  },
  {
    "signal": "mm_buy_ratio_0dte",
    "horizon": "ret_3h",
    "is_ic": 0.014,
    "oos_ic": 0.0854,
    "is_wr": 0.489,
    "oos_wr": 0.545,
    "t_stat": 0.94,
    "quintile_mono": -0.639,
    "n_obs": 121
  },
  {
    "signal": "mm_buy_ratio_0dte",
    "horizon": "ret_eod",
    "is_ic": -0.0341,
    "oos_ic": 0.0085,
    "is_wr": 0.483,
    "oos_wr": 0.521,
    "t_stat": 0.09,
    "quintile_mono": -0.365,
    "n_obs": 121
  },
  {
    "signal": "mm_net_oi",
    "horizon": "ret_1h",
    "is_ic": -0.087,
    "oos_ic": -0.1727,
    "is_wr": 0.45,
    "oos_wr": 0.471,
    "t_stat": -1.91,
    "quintile_mono": -0.827,
    "n_obs": 121
  },
  {
    "signal": "mm_net_oi",
    "horizon": "ret_3h",
    "is_ic": -0.0035,
    "oos_ic": -0.1184,
    "is_wr": 0.478,
    "oos_wr": 0.496,
    "t_stat": -1.3,
    "quintile_mono": -0.351,
    "n_obs": 121
  },
  {
    "signal": "mm_net_oi",
    "horizon": "ret_eod",
    "is_ic": -0.048,
    "oos_ic": -0.0892,
    "is_wr": 0.461,
    "oos_wr": 0.504,
    "t_stat": -0.98,
    "quintile_mono": -0.862,
    "n_obs": 121
  },
  {
    "signal": "mm_net_oi_0dte",
    "horizon": "ret_1h",
    "is_ic": 0.1831,
    "oos_ic": 0.054,
    "is_wr": 0.528,
    "oos_wr": 0.496,
    "t_stat": 0.59,
    "quintile_mono": 0.88,
    "n_obs": 121
  },
  {
    "signal": "mm_net_oi_0dte",
    "horizon": "ret_3h",
    "is_ic": 0.1117,
    "oos_ic": -0.0402,
    "is_wr": 0.539,
    "oos_wr": 0.504,
    "t_stat": -0.44,
    "quintile_mono": 0.792,
    "n_obs": 121
  },
  {
    "signal": "mm_net_oi_0dte",
    "horizon": "ret_eod",
    "is_ic": 0.0195,
    "oos_ic": 0.0281,
    "is_wr": 0.506,
    "oos_wr": 0.496,
    "t_stat": 0.31,
    "quintile_mono": 0.531,
    "n_obs": 121
  },
  {
    "signal": "cust_buy_ratio",
    "horizon": "ret_1h",
    "is_ic": 0.0701,
    "oos_ic": 0.177,
    "is_wr": 0.511,
    "oos_wr": 0.57,
    "t_stat": 1.96,
    "quintile_mono": 0.827,
    "n_obs": 121
  },
  {
    "signal": "cust_buy_ratio",
    "horizon": "ret_3h",
    "is_ic": -0.0309,
    "oos_ic": 0.1116,
    "is_wr": 0.489,
    "oos_wr": 0.554,
    "t_stat": 1.22,
    "quintile_mono": 0.489,
    "n_obs": 121
  },
  {
    "signal": "cust_buy_ratio",
    "horizon": "ret_eod",
    "is_ic": 0.0314,
    "oos_ic": 0.0911,
    "is_wr": 0.489,
    "oos_wr": 0.512,
    "t_stat": 1.0,
    "quintile_mono": 0.713,
    "n_obs": 121
  },
  {
    "signal": "cust_buy_ratio_0dte",
    "horizon": "ret_1h",
    "is_ic": -0.0072,
    "oos_ic": -0.1259,
    "is_wr": 0.489,
    "oos_wr": 0.479,
    "t_stat": -1.38,
    "quintile_mono": -0.057,
    "n_obs": 121
  },
  {
    "signal": "cust_buy_ratio_0dte",
    "horizon": "ret_3h",
    "is_ic": -0.0575,
    "oos_ic": -0.13,
    "is_wr": 0.478,
    "oos_wr": 0.488,
    "t_stat": -1.43,
    "quintile_mono": -0.773,
    "n_obs": 121
  },
  {
    "signal": "cust_buy_ratio_0dte",
    "horizon": "ret_eod",
    "is_ic": -0.0235,
    "oos_ic": -0.0629,
    "is_wr": 0.478,
    "oos_wr": 0.479,
    "t_stat": -0.69,
    "quintile_mono": -0.361,
    "n_obs": 121
  },
  {
    "signal": "cust_net_oi",
    "horizon": "ret_1h",
    "is_ic": 0.0746,
    "oos_ic": -0.1012,
    "is_wr": 0.511,
    "oos_wr": 0.496,
    "t_stat": -1.11,
    "quintile_mono": 0.33,
    "n_obs": 121
  },
  {
    "signal": "cust_net_oi",
    "horizon": "ret_3h",
    "is_ic": -0.001,
    "oos_ic": -0.1234,
    "is_wr": 0.522,
    "oos_wr": 0.504,
    "t_stat": -1.36,
    "quintile_mono": -0.009,
    "n_obs": 121
  },
  {
    "signal": "cust_net_oi",
    "horizon": "ret_eod",
    "is_ic": -0.0375,
    "oos_ic": -0.0504,
    "is_wr": 0.494,
    "oos_wr": 0.496,
    "t_stat": -0.55,
    "quintile_mono": 0.017,
    "n_obs": 121
  },
  {
    "signal": "cust_net_oi_0dte",
    "horizon": "ret_1h",
    "is_ic": 0.1499,
    "oos_ic": -0.0103,
    "is_wr": 0.522,
    "oos_wr": 0.496,
    "t_stat": -0.11,
    "quintile_mono": 0.273,
    "n_obs": 121
  },
  {
    "signal": "cust_net_oi_0dte",
    "horizon": "ret_3h",
    "is_ic": 0.0652,
    "oos_ic": -0.0818,
    "is_wr": 0.544,
    "oos_wr": 0.504,
    "t_stat": -0.9,
    "quintile_mono": 0.121,
    "n_obs": 121
  },
  {
    "signal": "cust_net_oi_0dte",
    "horizon": "ret_eod",
    "is_ic": 0.0212,
    "oos_ic": -0.0046,
    "is_wr": 0.528,
    "oos_wr": 0.496,
    "t_stat": -0.05,
    "quintile_mono": 0.277,
    "n_obs": 121
  },
  {
    "signal": "bd_buy_ratio",
    "horizon": "ret_1h",
    "is_ic": 0.0133,
    "oos_ic": -0.0938,
    "is_wr": 0.522,
    "oos_wr": 0.471,
    "t_stat": -1.03,
    "quintile_mono": 0.355,
    "n_obs": 121
  },
  {
    "signal": "bd_buy_ratio",
    "horizon": "ret_3h",
    "is_ic": -0.0081,
    "oos_ic": -0.0015,
    "is_wr": 0.528,
    "oos_wr": 0.496,
    "t_stat": -0.02,
    "quintile_mono": 0.399,
    "n_obs": 121
  },
  {
    "signal": "bd_buy_ratio",
    "horizon": "ret_eod",
    "is_ic": 0.0492,
    "oos_ic": -0.0561,
    "is_wr": 0.533,
    "oos_wr": 0.504,
    "t_stat": -0.61,
    "quintile_mono": 0.223,
    "n_obs": 121
  },
  {
    "signal": "bd_buy_ratio_0dte",
    "horizon": "ret_1h",
    "is_ic": 0.0246,
    "oos_ic": -0.0977,
    "is_wr": 0.461,
    "oos_wr": 0.455,
    "t_stat": -1.07,
    "quintile_mono": -0.735,
    "n_obs": 121
  },
  {
    "signal": "bd_buy_ratio_0dte",
    "horizon": "ret_3h",
    "is_ic": 0.0129,
    "oos_ic": 0.0065,
    "is_wr": 0.528,
    "oos_wr": 0.479,
    "t_stat": 0.07,
    "quintile_mono": -0.639,
    "n_obs": 121
  },
  {
    "signal": "bd_buy_ratio_0dte",
    "horizon": "ret_eod",
    "is_ic": 0.0524,
    "oos_ic": -0.0495,
    "is_wr": 0.517,
    "oos_wr": 0.488,
    "t_stat": -0.54,
    "quintile_mono": -0.632,
    "n_obs": 121
  },
  {
    "signal": "bd_net_oi",
    "horizon": "ret_1h",
    "is_ic": -0.0114,
    "oos_ic": -0.0962,
    "is_wr": 0.456,
    "oos_wr": 0.479,
    "t_stat": -1.05,
    "quintile_mono": 0.256,
    "n_obs": 121
  },
  {
    "signal": "bd_net_oi",
    "horizon": "ret_3h",
    "is_ic": -0.0231,
    "oos_ic": -0.1223,
    "is_wr": 0.472,
    "oos_wr": 0.488,
    "t_stat": -1.34,
    "quintile_mono": -0.758,
    "n_obs": 121
  },
  {
    "signal": "bd_net_oi",
    "horizon": "ret_eod",
    "is_ic": -0.0253,
    "oos_ic": -0.0467,
    "is_wr": 0.461,
    "oos_wr": 0.479,
    "t_stat": -0.51,
    "quintile_mono": -0.209,
    "n_obs": 121
  },
  {
    "signal": "bd_net_oi_0dte",
    "horizon": "ret_1h",
    "is_ic": 0.0055,
    "oos_ic": -0.1378,
    "is_wr": 0.489,
    "oos_wr": 0.479,
    "t_stat": -1.52,
    "quintile_mono": 0.788,
    "n_obs": 121
  },
  {
    "signal": "bd_net_oi_0dte",
    "horizon": "ret_3h",
    "is_ic": -0.044,
    "oos_ic": -0.1351,
    "is_wr": 0.494,
    "oos_wr": 0.488,
    "t_stat": -1.49,
    "quintile_mono": -0.544,
    "n_obs": 121
  },
  {
    "signal": "bd_net_oi_0dte",
    "horizon": "ret_eod",
    "is_ic": -0.012,
    "oos_ic": -0.0657,
    "is_wr": 0.461,
    "oos_wr": 0.479,
    "t_stat": -0.72,
    "quintile_mono": -0.302,
    "n_obs": 121
  },
  {
    "signal": "procust_buy_ratio",
    "horizon": "ret_1h",
    "is_ic": -0.0068,
    "oos_ic": 0.0784,
    "is_wr": 0.472,
    "oos_wr": 0.562,
    "t_stat": 0.86,
    "quintile_mono": -0.112,
    "n_obs": 121
  },
  {
    "signal": "procust_buy_ratio",
    "horizon": "ret_3h",
    "is_ic": 0.0818,
    "oos_ic": 0.1157,
    "is_wr": 0.517,
    "oos_wr": 0.562,
    "t_stat": 1.27,
    "quintile_mono": 0.123,
    "n_obs": 121
  },
  {
    "signal": "procust_buy_ratio",
    "horizon": "ret_eod",
    "is_ic": 0.0041,
    "oos_ic": 0.0366,
    "is_wr": 0.511,
    "oos_wr": 0.537,
    "t_stat": 0.4,
    "quintile_mono": 0.054,
    "n_obs": 121
  },
  {
    "signal": "procust_buy_ratio_0dte",
    "horizon": "ret_1h",
    "is_ic": 0.0192,
    "oos_ic": 0.1617,
    "is_wr": 0.478,
    "oos_wr": 0.587,
    "t_stat": 1.79,
    "quintile_mono": 0.375,
    "n_obs": 121
  },
  {
    "signal": "procust_buy_ratio_0dte",
    "horizon": "ret_3h",
    "is_ic": 0.0853,
    "oos_ic": 0.0654,
    "is_wr": 0.544,
    "oos_wr": 0.57,
    "t_stat": 0.71,
    "quintile_mono": 0.849,
    "n_obs": 121
  },
  {
    "signal": "procust_buy_ratio_0dte",
    "horizon": "ret_eod",
    "is_ic": 0.0399,
    "oos_ic": 0.0837,
    "is_wr": 0.517,
    "oos_wr": 0.529,
    "t_stat": 0.92,
    "quintile_mono": 0.689,
    "n_obs": 121
  },
  {
    "signal": "procust_net_oi",
    "horizon": "ret_1h",
    "is_ic": -0.0606,
    "oos_ic": -0.105,
    "is_wr": 0.472,
    "oos_wr": 0.479,
    "t_stat": -1.15,
    "quintile_mono": -0.062,
    "n_obs": 121
  },
  {
    "signal": "procust_net_oi",
    "horizon": "ret_3h",
    "is_ic": -0.0453,
    "oos_ic": -0.1247,
    "is_wr": 0.45,
    "oos_wr": 0.488,
    "t_stat": -1.37,
    "quintile_mono": -0.364,
    "n_obs": 121
  },
  {
    "signal": "procust_net_oi",
    "horizon": "ret_eod",
    "is_ic": 0.0263,
    "oos_ic": -0.0522,
    "is_wr": 0.444,
    "oos_wr": 0.479,
    "t_stat": -0.57,
    "quintile_mono": 0.284,
    "n_obs": 121
  },
  {
    "signal": "procust_net_oi_0dte",
    "horizon": "ret_1h",
    "is_ic": 0.0242,
    "oos_ic": -0.0287,
    "is_wr": 0.506,
    "oos_wr": 0.479,
    "t_stat": -0.31,
    "quintile_mono": 0.133,
    "n_obs": 121
  },
  {
    "signal": "procust_net_oi_0dte",
    "horizon": "ret_3h",
    "is_ic": -0.0095,
    "oos_ic": -0.0918,
    "is_wr": 0.517,
    "oos_wr": 0.488,
    "t_stat": -1.01,
    "quintile_mono": -0.147,
    "n_obs": 121
  },
  {
    "signal": "procust_net_oi_0dte",
    "horizon": "ret_eod",
    "is_ic": -0.0438,
    "oos_ic": -0.0121,
    "is_wr": 0.483,
    "oos_wr": 0.479,
    "t_stat": -0.13,
    "quintile_mono": -0.285,
    "n_obs": 121
  },
  {
    "signal": "firm_stats_delta_net",
    "horizon": "ret_1h",
    "is_ic": -0.0606,
    "oos_ic": -0.1073,
    "is_wr": 0.45,
    "oos_wr": 0.479,
    "t_stat": -1.18,
    "quintile_mono": -0.154,
    "n_obs": 121
  },
  {
    "signal": "firm_stats_delta_net",
    "horizon": "ret_3h",
    "is_ic": 0.0062,
    "oos_ic": -0.1255,
    "is_wr": 0.467,
    "oos_wr": 0.488,
    "t_stat": -1.38,
    "quintile_mono": -0.901,
    "n_obs": 121
  },
  {
    "signal": "firm_stats_delta_net",
    "horizon": "ret_eod",
    "is_ic": -0.0118,
    "oos_ic": -0.0532,
    "is_wr": 0.522,
    "oos_wr": 0.479,
    "t_stat": -0.58,
    "quintile_mono": -0.234,
    "n_obs": 121
  },
  {
    "signal": "firm_stats_delta_asym",
    "horizon": "ret_1h",
    "is_ic": -0.014,
    "oos_ic": -0.1531,
    "is_wr": 0.478,
    "oos_wr": 0.471,
    "t_stat": -1.69,
    "quintile_mono": -0.736,
    "n_obs": 121
  },
  {
    "signal": "firm_stats_delta_asym",
    "horizon": "ret_3h",
    "is_ic": 0.0374,
    "oos_ic": -0.1306,
    "is_wr": 0.511,
    "oos_wr": 0.496,
    "t_stat": -1.44,
    "quintile_mono": -0.189,
    "n_obs": 121
  },
  {
    "signal": "firm_stats_delta_asym",
    "horizon": "ret_eod",
    "is_ic": -0.0417,
    "oos_ic": -0.0781,
    "is_wr": 0.456,
    "oos_wr": 0.504,
    "t_stat": -0.85,
    "quintile_mono": -0.885,
    "n_obs": 121
  },
  {
    "signal": "mm_stats_delta_net",
    "horizon": "ret_1h",
    "is_ic": -0.0495,
    "oos_ic": -0.1204,
    "is_wr": 0.472,
    "oos_wr": 0.479,
    "t_stat": -1.32,
    "quintile_mono": -0.329,
    "n_obs": 121
  },
  {
    "signal": "mm_stats_delta_net",
    "horizon": "ret_3h",
    "is_ic": 0.0239,
    "oos_ic": -0.1296,
    "is_wr": 0.494,
    "oos_wr": 0.488,
    "t_stat": -1.43,
    "quintile_mono": -0.204,
    "n_obs": 121
  },
  {
    "signal": "mm_stats_delta_net",
    "horizon": "ret_eod",
    "is_ic": -0.0506,
    "oos_ic": -0.0591,
    "is_wr": 0.456,
    "oos_wr": 0.479,
    "t_stat": -0.65,
    "quintile_mono": -0.697,
    "n_obs": 121
  },
  {
    "signal": "mm_stats_delta_asym",
    "horizon": "ret_1h",
    "is_ic": -0.0361,
    "oos_ic": -0.1592,
    "is_wr": 0.467,
    "oos_wr": 0.471,
    "t_stat": -1.76,
    "quintile_mono": -0.317,
    "n_obs": 121
  },
  {
    "signal": "mm_stats_delta_asym",
    "horizon": "ret_3h",
    "is_ic": 0.0303,
    "oos_ic": -0.1303,
    "is_wr": 0.467,
    "oos_wr": 0.496,
    "t_stat": -1.43,
    "quintile_mono": 0.149,
    "n_obs": 121
  },
  {
    "signal": "mm_stats_delta_asym",
    "horizon": "ret_eod",
    "is_ic": -0.0196,
    "oos_ic": -0.0809,
    "is_wr": 0.517,
    "oos_wr": 0.504,
    "t_stat": -0.89,
    "quintile_mono": 0.307,
    "n_obs": 121
  },
  {
    "signal": "cust_stats_delta_net",
    "horizon": "ret_1h",
    "is_ic": -0.0071,
    "oos_ic": -0.1338,
    "is_wr": 0.489,
    "oos_wr": 0.479,
    "t_stat": -1.47,
    "quintile_mono": -0.098,
    "n_obs": 121
  },
  {
    "signal": "cust_stats_delta_net",
    "horizon": "ret_3h",
    "is_ic": 0.0645,
    "oos_ic": -0.1314,
    "is_wr": 0.556,
    "oos_wr": 0.488,
    "t_stat": -1.45,
    "quintile_mono": -0.132,
    "n_obs": 121
  },
  {
    "signal": "cust_stats_delta_net",
    "horizon": "ret_eod",
    "is_ic": -0.0288,
    "oos_ic": -0.0669,
    "is_wr": 0.494,
    "oos_wr": 0.479,
    "t_stat": -0.73,
    "quintile_mono": -0.378,
    "n_obs": 121
  },
  {
    "signal": "cust_stats_delta_asym",
    "horizon": "ret_1h",
    "is_ic": 0.0464,
    "oos_ic": 0.1469,
    "is_wr": 0.5,
    "oos_wr": 0.57,
    "t_stat": 1.62,
    "quintile_mono": 0.845,
    "n_obs": 121
  },
  {
    "signal": "cust_stats_delta_asym",
    "horizon": "ret_3h",
    "is_ic": -0.0317,
    "oos_ic": 0.1314,
    "is_wr": 0.511,
    "oos_wr": 0.554,
    "t_stat": 1.45,
    "quintile_mono": 0.784,
    "n_obs": 121
  },
  {
    "signal": "cust_stats_delta_asym",
    "horizon": "ret_eod",
    "is_ic": 0.0337,
    "oos_ic": 0.0745,
    "is_wr": 0.511,
    "oos_wr": 0.512,
    "t_stat": 0.82,
    "quintile_mono": 0.801,
    "n_obs": 121
  },
  {
    "signal": "firm_charm_asym",
    "horizon": "ret_1h",
    "is_ic": -0.0799,
    "oos_ic": 0.0316,
    "is_wr": 0.458,
    "oos_wr": 0.479,
    "t_stat": 0.34,
    "quintile_mono": -0.628,
    "n_obs": 121
  },
  {
    "signal": "firm_charm_asym",
    "horizon": "ret_3h",
    "is_ic": -0.043,
    "oos_ic": -0.0546,
    "is_wr": 0.463,
    "oos_wr": 0.488,
    "t_stat": -0.6,
    "quintile_mono": -0.134,
    "n_obs": 121
  },
  {
    "signal": "firm_charm_asym",
    "horizon": "ret_eod",
    "is_ic": -0.0417,
    "oos_ic": 0.0193,
    "is_wr": 0.446,
    "oos_wr": 0.479,
    "t_stat": 0.21,
    "quintile_mono": -0.14,
    "n_obs": 121
  },
  {
    "signal": "firm_charm_net",
    "horizon": "ret_1h",
    "is_ic": -0.0815,
    "oos_ic": 0.0454,
    "is_wr": 0.458,
    "oos_wr": 0.479,
    "t_stat": 0.5,
    "quintile_mono": -0.558,
    "n_obs": 121
  },
  {
    "signal": "firm_charm_net",
    "horizon": "ret_3h",
    "is_ic": -0.0483,
    "oos_ic": -0.0448,
    "is_wr": 0.463,
    "oos_wr": 0.488,
    "t_stat": -0.49,
    "quintile_mono": -0.279,
    "n_obs": 121
  },
  {
    "signal": "firm_charm_net",
    "horizon": "ret_eod",
    "is_ic": -0.0451,
    "oos_ic": 0.0264,
    "is_wr": 0.446,
    "oos_wr": 0.479,
    "t_stat": 0.29,
    "quintile_mono": -0.138,
    "n_obs": 121
  },
  {
    "signal": "mm_charm_asym",
    "horizon": "ret_1h",
    "is_ic": -0.083,
    "oos_ic": -0.0643,
    "is_wr": 0.441,
    "oos_wr": 0.545,
    "t_stat": -0.7,
    "quintile_mono": -0.192,
    "n_obs": 121
  },
  {
    "signal": "mm_charm_asym",
    "horizon": "ret_3h",
    "is_ic": 0.0464,
    "oos_ic": 0.0328,
    "is_wr": 0.469,
    "oos_wr": 0.545,
    "t_stat": 0.36,
    "quintile_mono": 0.408,
    "n_obs": 121
  },
  {
    "signal": "mm_charm_asym",
    "horizon": "ret_eod",
    "is_ic": 0.0096,
    "oos_ic": -0.0331,
    "is_wr": 0.475,
    "oos_wr": 0.521,
    "t_stat": -0.36,
    "quintile_mono": 0.358,
    "n_obs": 121
  },
  {
    "signal": "mm_charm_net",
    "horizon": "ret_1h",
    "is_ic": -0.0773,
    "oos_ic": -0.085,
    "is_wr": 0.446,
    "oos_wr": 0.545,
    "t_stat": -0.93,
    "quintile_mono": -0.531,
    "n_obs": 121
  },
  {
    "signal": "mm_charm_net",
    "horizon": "ret_3h",
    "is_ic": 0.0449,
    "oos_ic": 0.0162,
    "is_wr": 0.475,
    "oos_wr": 0.545,
    "t_stat": 0.18,
    "quintile_mono": 0.155,
    "n_obs": 121
  },
  {
    "signal": "mm_charm_net",
    "horizon": "ret_eod",
    "is_ic": 0.0047,
    "oos_ic": -0.044,
    "is_wr": 0.48,
    "oos_wr": 0.521,
    "t_stat": -0.48,
    "quintile_mono": 0.526,
    "n_obs": 121
  },
  {
    "signal": "cust_charm_asym",
    "horizon": "ret_1h",
    "is_ic": 0.0337,
    "oos_ic": -0.144,
    "is_wr": 0.475,
    "oos_wr": 0.471,
    "t_stat": -1.59,
    "quintile_mono": -0.538,
    "n_obs": 121
  },
  {
    "signal": "cust_charm_asym",
    "horizon": "ret_3h",
    "is_ic": -0.0928,
    "oos_ic": -0.0736,
    "is_wr": 0.458,
    "oos_wr": 0.496,
    "t_stat": -0.81,
    "quintile_mono": -0.715,
    "n_obs": 121
  },
  {
    "signal": "cust_charm_asym",
    "horizon": "ret_eod",
    "is_ic": -0.0472,
    "oos_ic": -0.0831,
    "is_wr": 0.469,
    "oos_wr": 0.504,
    "t_stat": -0.91,
    "quintile_mono": -0.17,
    "n_obs": 121
  },
  {
    "signal": "cust_charm_net",
    "horizon": "ret_1h",
    "is_ic": 0.0233,
    "oos_ic": -0.1373,
    "is_wr": 0.475,
    "oos_wr": 0.471,
    "t_stat": -1.51,
    "quintile_mono": -0.517,
    "n_obs": 121
  },
  {
    "signal": "cust_charm_net",
    "horizon": "ret_3h",
    "is_ic": -0.0903,
    "oos_ic": -0.0634,
    "is_wr": 0.458,
    "oos_wr": 0.496,
    "t_stat": -0.69,
    "quintile_mono": -0.739,
    "n_obs": 121
  },
  {
    "signal": "cust_charm_net",
    "horizon": "ret_eod",
    "is_ic": -0.0424,
    "oos_ic": -0.0805,
    "is_wr": 0.458,
    "oos_wr": 0.504,
    "t_stat": -0.88,
    "quintile_mono": -0.499,
    "n_obs": 121
  },
  {
    "signal": "bd_charm_asym",
    "horizon": "ret_1h",
    "is_ic": -0.015,
    "oos_ic": -0.1567,
    "is_wr": 0.497,
    "oos_wr": 0.455,
    "t_stat": -1.73,
    "quintile_mono": -0.694,
    "n_obs": 121
  },
  {
    "signal": "bd_charm_asym",
    "horizon": "ret_3h",
    "is_ic": 0.0091,
    "oos_ic": -0.1316,
    "is_wr": 0.486,
    "oos_wr": 0.479,
    "t_stat": -1.45,
    "quintile_mono": 0.122,
    "n_obs": 121
  },
  {
    "signal": "bd_charm_asym",
    "horizon": "ret_eod",
    "is_ic": -0.0194,
    "oos_ic": -0.0791,
    "is_wr": 0.52,
    "oos_wr": 0.488,
    "t_stat": -0.87,
    "quintile_mono": -0.766,
    "n_obs": 121
  },
  {
    "signal": "bd_charm_net",
    "horizon": "ret_1h",
    "is_ic": -0.0592,
    "oos_ic": -0.1513,
    "is_wr": 0.497,
    "oos_wr": 0.471,
    "t_stat": -1.67,
    "quintile_mono": -0.387,
    "n_obs": 121
  },
  {
    "signal": "bd_charm_net",
    "horizon": "ret_3h",
    "is_ic": -0.008,
    "oos_ic": -0.1316,
    "is_wr": 0.486,
    "oos_wr": 0.496,
    "t_stat": -1.45,
    "quintile_mono": -0.515,
    "n_obs": 121
  },
  {
    "signal": "bd_charm_net",
    "horizon": "ret_eod",
    "is_ic": -0.0354,
    "oos_ic": -0.0766,
    "is_wr": 0.52,
    "oos_wr": 0.504,
    "t_stat": -0.84,
    "quintile_mono": -0.632,
    "n_obs": 121
  },
  {
    "signal": "procust_charm_asym",
    "horizon": "ret_1h",
    "is_ic": -0.006,
    "oos_ic": 0.1431,
    "is_wr": 0.508,
    "oos_wr": 0.57,
    "t_stat": 1.58,
    "quintile_mono": 0.064,
    "n_obs": 121
  },
  {
    "signal": "procust_charm_asym",
    "horizon": "ret_3h",
    "is_ic": -0.0409,
    "oos_ic": 0.1307,
    "is_wr": 0.497,
    "oos_wr": 0.554,
    "t_stat": 1.44,
    "quintile_mono": -0.566,
    "n_obs": 121
  },
  {
    "signal": "procust_charm_asym",
    "horizon": "ret_eod",
    "is_ic": 0.0259,
    "oos_ic": 0.073,
    "is_wr": 0.469,
    "oos_wr": 0.512,
    "t_stat": 0.8,
    "quintile_mono": -0.089,
    "n_obs": 121
  },
  {
    "signal": "procust_charm_net",
    "horizon": "ret_1h",
    "is_ic": -0.0011,
    "oos_ic": 0.1405,
    "is_wr": 0.508,
    "oos_wr": 0.57,
    "t_stat": 1.55,
    "quintile_mono": -0.455,
    "n_obs": 121
  },
  {
    "signal": "procust_charm_net",
    "horizon": "ret_3h",
    "is_ic": -0.0454,
    "oos_ic": 0.131,
    "is_wr": 0.497,
    "oos_wr": 0.554,
    "t_stat": 1.44,
    "quintile_mono": -0.643,
    "n_obs": 121
  },
  {
    "signal": "procust_charm_net",
    "horizon": "ret_eod",
    "is_ic": 0.0238,
    "oos_ic": 0.0713,
    "is_wr": 0.469,
    "oos_wr": 0.512,
    "t_stat": 0.78,
    "quintile_mono": -0.297,
    "n_obs": 121
  },
  {
    "signal": "firm_color_asym",
    "horizon": "ret_1h",
    "is_ic": 0.0844,
    "oos_ic": 0.1591,
    "is_wr": 0.508,
    "oos_wr": 0.57,
    "t_stat": 1.76,
    "quintile_mono": 0.133,
    "n_obs": 121
  },
  {
    "signal": "firm_color_asym",
    "horizon": "ret_3h",
    "is_ic": 0.0595,
    "oos_ic": 0.0654,
    "is_wr": 0.525,
    "oos_wr": 0.554,
    "t_stat": 0.72,
    "quintile_mono": -0.066,
    "n_obs": 121
  },
  {
    "signal": "firm_color_asym",
    "horizon": "ret_eod",
    "is_ic": 0.0609,
    "oos_ic": 0.0836,
    "is_wr": 0.525,
    "oos_wr": 0.512,
    "t_stat": 0.92,
    "quintile_mono": 0.573,
    "n_obs": 121
  },
  {
    "signal": "firm_color_net",
    "horizon": "ret_1h",
    "is_ic": 0.0796,
    "oos_ic": 0.1604,
    "is_wr": 0.514,
    "oos_wr": 0.57,
    "t_stat": 1.77,
    "quintile_mono": 0.844,
    "n_obs": 121
  },
  {
    "signal": "firm_color_net",
    "horizon": "ret_3h",
    "is_ic": 0.0453,
    "oos_ic": 0.0659,
    "is_wr": 0.542,
    "oos_wr": 0.554,
    "t_stat": 0.72,
    "quintile_mono": 0.708,
    "n_obs": 121
  },
  {
    "signal": "firm_color_net",
    "horizon": "ret_eod",
    "is_ic": 0.0703,
    "oos_ic": 0.0838,
    "is_wr": 0.531,
    "oos_wr": 0.512,
    "t_stat": 0.92,
    "quintile_mono": 0.77,
    "n_obs": 121
  },
  {
    "signal": "firm_color_abs",
    "horizon": "ret_1h",
    "is_ic": -0.0376,
    "oos_ic": 0.0026,
    "is_wr": 0.475,
    "oos_wr": 0.479,
    "t_stat": 0.03,
    "quintile_mono": -0.731,
    "n_obs": 121
  },
  {
    "signal": "firm_color_abs",
    "horizon": "ret_3h",
    "is_ic": -0.0021,
    "oos_ic": -0.0738,
    "is_wr": 0.458,
    "oos_wr": 0.488,
    "t_stat": -0.81,
    "quintile_mono": -0.747,
    "n_obs": 121
  },
  {
    "signal": "firm_color_abs",
    "horizon": "ret_eod",
    "is_ic": -0.0675,
    "oos_ic": 0.0037,
    "is_wr": 0.429,
    "oos_wr": 0.479,
    "t_stat": 0.04,
    "quintile_mono": -0.813,
    "n_obs": 121
  },
  {
    "signal": "mm_color_asym",
    "horizon": "ret_1h",
    "is_ic": 0.07,
    "oos_ic": 0.159,
    "is_wr": 0.458,
    "oos_wr": 0.587,
    "t_stat": 1.76,
    "quintile_mono": 0.925,
    "n_obs": 121
  },
  {
    "signal": "mm_color_asym",
    "horizon": "ret_3h",
    "is_ic": -0.0306,
    "oos_ic": 0.1312,
    "is_wr": 0.486,
    "oos_wr": 0.57,
    "t_stat": 1.44,
    "quintile_mono": -0.592,
    "n_obs": 121
  },
  {
    "signal": "mm_color_asym",
    "horizon": "ret_eod",
    "is_ic": 0.0223,
    "oos_ic": 0.0804,
    "is_wr": 0.452,
    "oos_wr": 0.529,
    "t_stat": 0.88,
    "quintile_mono": -0.253,
    "n_obs": 121
  },
  {
    "signal": "mm_color_net",
    "horizon": "ret_1h",
    "is_ic": 0.0817,
    "oos_ic": 0.1624,
    "is_wr": 0.469,
    "oos_wr": 0.587,
    "t_stat": 1.8,
    "quintile_mono": 0.838,
    "n_obs": 121
  },
  {
    "signal": "mm_color_net",
    "horizon": "ret_3h",
    "is_ic": -0.0196,
    "oos_ic": 0.1298,
    "is_wr": 0.497,
    "oos_wr": 0.57,
    "t_stat": 1.43,
    "quintile_mono": -0.534,
    "n_obs": 121
  },
  {
    "signal": "mm_color_net",
    "horizon": "ret_eod",
    "is_ic": 0.0203,
    "oos_ic": 0.0824,
    "is_wr": 0.463,
    "oos_wr": 0.529,
    "t_stat": 0.9,
    "quintile_mono": -0.024,
    "n_obs": 121
  },
  {
    "signal": "mm_color_abs",
    "horizon": "ret_1h",
    "is_ic": 0.0482,
    "oos_ic": -0.0194,
    "is_wr": 0.486,
    "oos_wr": 0.496,
    "t_stat": -0.21,
    "quintile_mono": 0.245,
    "n_obs": 121
  },
  {
    "signal": "mm_color_abs",
    "horizon": "ret_3h",
    "is_ic": 0.0469,
    "oos_ic": -0.087,
    "is_wr": 0.514,
    "oos_wr": 0.504,
    "t_stat": -0.95,
    "quintile_mono": 0.149,
    "n_obs": 121
  },
  {
    "signal": "mm_color_abs",
    "horizon": "ret_eod",
    "is_ic": -0.0241,
    "oos_ic": -0.0093,
    "is_wr": 0.475,
    "oos_wr": 0.496,
    "t_stat": -0.1,
    "quintile_mono": -0.681,
    "n_obs": 121
  },
  {
    "signal": "cust_color_asym",
    "horizon": "ret_1h",
    "is_ic": -0.0397,
    "oos_ic": -0.1742,
    "is_wr": 0.475,
    "oos_wr": 0.455,
    "t_stat": -1.93,
    "quintile_mono": -0.807,
    "n_obs": 121
  },
  {
    "signal": "cust_color_asym",
    "horizon": "ret_3h",
    "is_ic": 0.0358,
    "oos_ic": -0.124,
    "is_wr": 0.508,
    "oos_wr": 0.479,
    "t_stat": -1.36,
    "quintile_mono": -0.782,
    "n_obs": 121
  },
  {
    "signal": "cust_color_asym",
    "horizon": "ret_eod",
    "is_ic": -0.0326,
    "oos_ic": -0.0885,
    "is_wr": 0.48,
    "oos_wr": 0.488,
    "t_stat": -0.97,
    "quintile_mono": -0.856,
    "n_obs": 121
  },
  {
    "signal": "cust_color_net",
    "horizon": "ret_1h",
    "is_ic": -0.0323,
    "oos_ic": -0.1773,
    "is_wr": 0.463,
    "oos_wr": 0.471,
    "t_stat": -1.97,
    "quintile_mono": -0.641,
    "n_obs": 121
  },
  {
    "signal": "cust_color_net",
    "horizon": "ret_3h",
    "is_ic": 0.0359,
    "oos_ic": -0.1161,
    "is_wr": 0.508,
    "oos_wr": 0.496,
    "t_stat": -1.27,
    "quintile_mono": -0.632,
    "n_obs": 121
  },
  {
    "signal": "cust_color_net",
    "horizon": "ret_eod",
    "is_ic": -0.0316,
    "oos_ic": -0.0908,
    "is_wr": 0.492,
    "oos_wr": 0.504,
    "t_stat": -0.99,
    "quintile_mono": -0.743,
    "n_obs": 121
  },
  {
    "signal": "cust_color_abs",
    "horizon": "ret_1h",
    "is_ic": 0.0543,
    "oos_ic": -0.0183,
    "is_wr": 0.492,
    "oos_wr": 0.496,
    "t_stat": -0.2,
    "quintile_mono": 0.496,
    "n_obs": 121
  },
  {
    "signal": "cust_color_abs",
    "horizon": "ret_3h",
    "is_ic": 0.0431,
    "oos_ic": -0.0863,
    "is_wr": 0.52,
    "oos_wr": 0.504,
    "t_stat": -0.95,
    "quintile_mono": 0.347,
    "n_obs": 121
  },
  {
    "signal": "cust_color_abs",
    "horizon": "ret_eod",
    "is_ic": -0.0205,
    "oos_ic": -0.0087,
    "is_wr": 0.48,
    "oos_wr": 0.496,
    "t_stat": -0.09,
    "quintile_mono": 0.054,
    "n_obs": 121
  },
  {
    "signal": "firm_gvol_mean",
    "horizon": "ret_1h",
    "is_ic": 0.0133,
    "oos_ic": 0.1186,
    "is_wr": 0.489,
    "oos_wr": 0.545,
    "t_stat": 1.3,
    "quintile_mono": 0.676,
    "n_obs": 121
  },
  {
    "signal": "firm_gvol_mean",
    "horizon": "ret_3h",
    "is_ic": -0.0037,
    "oos_ic": 0.1281,
    "is_wr": 0.489,
    "oos_wr": 0.545,
    "t_stat": 1.41,
    "quintile_mono": 0.47,
    "n_obs": 121
  },
  {
    "signal": "firm_gvol_mean",
    "horizon": "ret_eod",
    "is_ic": 0.0522,
    "oos_ic": 0.0595,
    "is_wr": 0.494,
    "oos_wr": 0.521,
    "t_stat": 0.65,
    "quintile_mono": 0.731,
    "n_obs": 121
  },
  {
    "signal": "firm_gvol_max",
    "horizon": "ret_1h",
    "is_ic": 0.0723,
    "oos_ic": -0.0343,
    "is_wr": 0.506,
    "oos_wr": 0.545,
    "t_stat": -0.37,
    "quintile_mono": 0.512,
    "n_obs": 121
  },
  {
    "signal": "firm_gvol_max",
    "horizon": "ret_3h",
    "is_ic": -0.0163,
    "oos_ic": 0.0534,
    "is_wr": 0.483,
    "oos_wr": 0.545,
    "t_stat": 0.58,
    "quintile_mono": -0.354,
    "n_obs": 121
  },
  {
    "signal": "firm_gvol_max",
    "horizon": "ret_eod",
    "is_ic": -0.001,
    "oos_ic": -0.0195,
    "is_wr": 0.483,
    "oos_wr": 0.521,
    "t_stat": -0.21,
    "quintile_mono": -0.137,
    "n_obs": 121
  },
  {
    "signal": "mm_gvol_mean",
    "horizon": "ret_1h",
    "is_ic": 0.0133,
    "oos_ic": 0.1187,
    "is_wr": 0.489,
    "oos_wr": 0.545,
    "t_stat": 1.3,
    "quintile_mono": 0.676,
    "n_obs": 121
  },
  {
    "signal": "mm_gvol_mean",
    "horizon": "ret_3h",
    "is_ic": -0.0037,
    "oos_ic": 0.1281,
    "is_wr": 0.489,
    "oos_wr": 0.545,
    "t_stat": 1.41,
    "quintile_mono": 0.47,
    "n_obs": 121
  },
  {
    "signal": "mm_gvol_mean",
    "horizon": "ret_eod",
    "is_ic": 0.0524,
    "oos_ic": 0.0596,
    "is_wr": 0.494,
    "oos_wr": 0.521,
    "t_stat": 0.65,
    "quintile_mono": 0.731,
    "n_obs": 121
  },
  {
    "signal": "mm_gvol_max",
    "horizon": "ret_1h",
    "is_ic": 0.0723,
    "oos_ic": -0.0343,
    "is_wr": 0.506,
    "oos_wr": 0.545,
    "t_stat": -0.37,
    "quintile_mono": 0.512,
    "n_obs": 121
  },
  {
    "signal": "mm_gvol_max",
    "horizon": "ret_3h",
    "is_ic": -0.0163,
    "oos_ic": 0.0534,
    "is_wr": 0.483,
    "oos_wr": 0.545,
    "t_stat": 0.58,
    "quintile_mono": -0.354,
    "n_obs": 121
  },
  {
    "signal": "mm_gvol_max",
    "horizon": "ret_eod",
    "is_ic": -0.001,
    "oos_ic": -0.0195,
    "is_wr": 0.483,
    "oos_wr": 0.521,
    "t_stat": -0.21,
    "quintile_mono": -0.137,
    "n_obs": 121
  },
  {
    "signal": "cust_gvol_mean",
    "horizon": "ret_1h",
    "is_ic": 0.0133,
    "oos_ic": 0.1187,
    "is_wr": 0.489,
    "oos_wr": 0.545,
    "t_stat": 1.3,
    "quintile_mono": 0.676,
    "n_obs": 121
  },
  {
    "signal": "cust_gvol_mean",
    "horizon": "ret_3h",
    "is_ic": -0.0037,
    "oos_ic": 0.1281,
    "is_wr": 0.489,
    "oos_wr": 0.545,
    "t_stat": 1.41,
    "quintile_mono": 0.47,
    "n_obs": 121
  },
  {
    "signal": "cust_gvol_mean",
    "horizon": "ret_eod",
    "is_ic": 0.0524,
    "oos_ic": 0.0595,
    "is_wr": 0.494,
    "oos_wr": 0.521,
    "t_stat": 0.65,
    "quintile_mono": 0.731,
    "n_obs": 121
  },
  {
    "signal": "cust_gvol_max",
    "horizon": "ret_1h",
    "is_ic": 0.0723,
    "oos_ic": -0.0343,
    "is_wr": 0.506,
    "oos_wr": 0.545,
    "t_stat": -0.37,
    "quintile_mono": 0.512,
    "n_obs": 121
  },
  {
    "signal": "cust_gvol_max",
    "horizon": "ret_3h",
    "is_ic": -0.0163,
    "oos_ic": 0.0534,
    "is_wr": 0.483,
    "oos_wr": 0.545,
    "t_stat": 0.58,
    "quintile_mono": -0.354,
    "n_obs": 121
  },
  {
    "signal": "cust_gvol_max",
    "horizon": "ret_eod",
    "is_ic": -0.001,
    "oos_ic": -0.0195,
    "is_wr": 0.483,
    "oos_wr": 0.521,
    "t_stat": -0.21,
    "quintile_mono": -0.137,
    "n_obs": 121
  },
  {
    "signal": "firm_rel_delta_net",
    "horizon": "ret_1h",
    "is_ic": -0.0495,
    "oos_ic": -0.1128,
    "is_wr": 0.466,
    "oos_wr": 0.496,
    "t_stat": -1.24,
    "quintile_mono": 0.267,
    "n_obs": 121
  },
  {
    "signal": "firm_rel_delta_net",
    "horizon": "ret_3h",
    "is_ic": 0.0249,
    "oos_ic": -0.1268,
    "is_wr": 0.494,
    "oos_wr": 0.504,
    "t_stat": -1.39,
    "quintile_mono": -0.164,
    "n_obs": 121
  },
  {
    "signal": "firm_rel_delta_net",
    "horizon": "ret_eod",
    "is_ic": -0.0349,
    "oos_ic": -0.0564,
    "is_wr": 0.477,
    "oos_wr": 0.496,
    "t_stat": -0.62,
    "quintile_mono": -0.091,
    "n_obs": 121
  },
  {
    "signal": "firm_rel_delta_asym",
    "horizon": "ret_1h",
    "is_ic": -0.0815,
    "oos_ic": 0.1768,
    "is_wr": 0.46,
    "oos_wr": 0.57,
    "t_stat": 1.96,
    "quintile_mono": -0.449,
    "n_obs": 121
  },
  {
    "signal": "firm_rel_delta_asym",
    "horizon": "ret_3h",
    "is_ic": -0.1115,
    "oos_ic": 0.1119,
    "is_wr": 0.455,
    "oos_wr": 0.554,
    "t_stat": 1.23,
    "quintile_mono": -0.663,
    "n_obs": 121
  },
  {
    "signal": "firm_rel_delta_asym",
    "horizon": "ret_eod",
    "is_ic": -0.0476,
    "oos_ic": 0.0911,
    "is_wr": 0.42,
    "oos_wr": 0.512,
    "t_stat": 1.0,
    "quintile_mono": -0.317,
    "n_obs": 121
  },
  {
    "signal": "mm_rel_delta_net",
    "horizon": "ret_1h",
    "is_ic": -0.053,
    "oos_ic": -0.0647,
    "is_wr": 0.483,
    "oos_wr": 0.479,
    "t_stat": -0.71,
    "quintile_mono": -0.032,
    "n_obs": 121
  },
  {
    "signal": "mm_rel_delta_net",
    "horizon": "ret_3h",
    "is_ic": 0.0107,
    "oos_ic": -0.1096,
    "is_wr": 0.523,
    "oos_wr": 0.488,
    "t_stat": -1.2,
    "quintile_mono": -0.39,
    "n_obs": 121
  },
  {
    "signal": "mm_rel_delta_net",
    "horizon": "ret_eod",
    "is_ic": -0.0563,
    "oos_ic": -0.0309,
    "is_wr": 0.46,
    "oos_wr": 0.479,
    "t_stat": -0.34,
    "quintile_mono": -1.0,
    "n_obs": 121
  },
  {
    "signal": "mm_rel_delta_asym",
    "horizon": "ret_1h",
    "is_ic": -0.0145,
    "oos_ic": -0.1744,
    "is_wr": 0.477,
    "oos_wr": 0.455,
    "t_stat": -1.93,
    "quintile_mono": -0.759,
    "n_obs": 121
  },
  {
    "signal": "mm_rel_delta_asym",
    "horizon": "ret_3h",
    "is_ic": 0.0343,
    "oos_ic": -0.1235,
    "is_wr": 0.472,
    "oos_wr": 0.479,
    "t_stat": -1.36,
    "quintile_mono": -0.732,
    "n_obs": 121
  },
  {
    "signal": "mm_rel_delta_asym",
    "horizon": "ret_eod",
    "is_ic": -0.0241,
    "oos_ic": -0.0887,
    "is_wr": 0.511,
    "oos_wr": 0.488,
    "t_stat": -0.97,
    "quintile_mono": -0.781,
    "n_obs": 121
  },
  {
    "signal": "cust_rel_delta_net",
    "horizon": "ret_1h",
    "is_ic": -0.0467,
    "oos_ic": -0.0869,
    "is_wr": 0.483,
    "oos_wr": 0.496,
    "t_stat": -0.95,
    "quintile_mono": 0.336,
    "n_obs": 121
  },
  {
    "signal": "cust_rel_delta_net",
    "horizon": "ret_3h",
    "is_ic": 0.0354,
    "oos_ic": -0.1182,
    "is_wr": 0.511,
    "oos_wr": 0.504,
    "t_stat": -1.3,
    "quintile_mono": 0.168,
    "n_obs": 121
  },
  {
    "signal": "cust_rel_delta_net",
    "horizon": "ret_eod",
    "is_ic": -0.021,
    "oos_ic": -0.0437,
    "is_wr": 0.46,
    "oos_wr": 0.496,
    "t_stat": -0.48,
    "quintile_mono": 0.155,
    "n_obs": 121
  },
  {
    "signal": "cust_rel_delta_asym",
    "horizon": "ret_1h",
    "is_ic": 0.0154,
    "oos_ic": 0.174,
    "is_wr": 0.483,
    "oos_wr": 0.587,
    "t_stat": 1.93,
    "quintile_mono": -0.278,
    "n_obs": 121
  },
  {
    "signal": "cust_rel_delta_asym",
    "horizon": "ret_3h",
    "is_ic": 0.0372,
    "oos_ic": 0.1233,
    "is_wr": 0.517,
    "oos_wr": 0.57,
    "t_stat": 1.36,
    "quintile_mono": 0.381,
    "n_obs": 121
  },
  {
    "signal": "cust_rel_delta_asym",
    "horizon": "ret_eod",
    "is_ic": 0.0329,
    "oos_ic": 0.0886,
    "is_wr": 0.494,
    "oos_wr": 0.529,
    "t_stat": 0.97,
    "quintile_mono": 0.411,
    "n_obs": 121
  },
  {
    "signal": "firm_rel_gamma_ratio",
    "horizon": "ret_1h",
    "is_ic": -0.0201,
    "oos_ic": 0.1608,
    "is_wr": 0.494,
    "oos_wr": 0.57,
    "t_stat": 1.78,
    "quintile_mono": 0.07,
    "n_obs": 121
  },
  {
    "signal": "firm_rel_gamma_ratio",
    "horizon": "ret_3h",
    "is_ic": -0.0201,
    "oos_ic": 0.1302,
    "is_wr": 0.517,
    "oos_wr": 0.554,
    "t_stat": 1.43,
    "quintile_mono": 0.19,
    "n_obs": 121
  },
  {
    "signal": "firm_rel_gamma_ratio",
    "horizon": "ret_eod",
    "is_ic": -0.0234,
    "oos_ic": 0.0816,
    "is_wr": 0.5,
    "oos_wr": 0.512,
    "t_stat": 0.89,
    "quintile_mono": 0.284,
    "n_obs": 121
  },
  {
    "signal": "mm_rel_gamma_ratio",
    "horizon": "ret_1h",
    "is_ic": -0.0475,
    "oos_ic": -0.1709,
    "is_wr": 0.46,
    "oos_wr": 0.455,
    "t_stat": -1.89,
    "quintile_mono": -0.805,
    "n_obs": 121
  },
  {
    "signal": "mm_rel_gamma_ratio",
    "horizon": "ret_3h",
    "is_ic": 0.0421,
    "oos_ic": -0.1312,
    "is_wr": 0.5,
    "oos_wr": 0.479,
    "t_stat": -1.44,
    "quintile_mono": 0.169,
    "n_obs": 121
  },
  {
    "signal": "mm_rel_gamma_ratio",
    "horizon": "ret_eod",
    "is_ic": -0.0259,
    "oos_ic": -0.0851,
    "is_wr": 0.483,
    "oos_wr": 0.488,
    "t_stat": -0.93,
    "quintile_mono": 0.03,
    "n_obs": 121
  },
  {
    "signal": "cust_rel_gamma_ratio",
    "horizon": "ret_1h",
    "is_ic": 0.077,
    "oos_ic": 0.1862,
    "is_wr": 0.472,
    "oos_wr": 0.587,
    "t_stat": 2.07,
    "quintile_mono": 0.887,
    "n_obs": 121
  },
  {
    "signal": "cust_rel_gamma_ratio",
    "horizon": "ret_3h",
    "is_ic": 0.0004,
    "oos_ic": 0.0942,
    "is_wr": 0.483,
    "oos_wr": 0.57,
    "t_stat": 1.03,
    "quintile_mono": 0.347,
    "n_obs": 121
  },
  {
    "signal": "cust_rel_gamma_ratio",
    "horizon": "ret_eod",
    "is_ic": 0.0527,
    "oos_ic": 0.0915,
    "is_wr": 0.494,
    "oos_wr": 0.529,
    "t_stat": 1.0,
    "quintile_mono": 0.598,
    "n_obs": 121
  }
]