{
  "gex_velocity_1h_to_ret": {
    "type": "continuous",
    "desc": "GEX velocity (9:30\u219210:30 change) vs daily O\u2192C return",
    "is_ic": 0.0934,
    "is_p": 0.1456,
    "is_n": 244,
    "oos_ic": 0.2654,
    "oos_p": 0.0007,
    "oos_n": 160,
    "signal": true
  },
  "gex_velocity_1h_to_range": {
    "type": "continuous",
    "desc": "GEX velocity (9:30\u219210:30 change) vs daily range",
    "is_ic": -0.3545,
    "is_p": 0.0,
    "is_n": 244,
    "oos_ic": 0.0482,
    "oos_p": 0.5448,
    "oos_n": 160,
    "signal": false
  },
  "dte0_ratio_1030_to_ret": {
    "type": "continuous",
    "desc": "0DTE/total MM gamma ratio at 10:30 vs 10:30\u2192close return",
    "is_ic": -0.0261,
    "is_p": 0.6837,
    "is_n": 246,
    "oos_ic": 0.1245,
    "oos_p": 0.1168,
    "oos_n": 160,
    "signal": false
  },
  "afternoon_erosion_to_ret": {
    "type": "continuous",
    "desc": "MM gamma change 14:00\u219215:30 vs 14:00\u2192close return",
    "is_ic": 0.0374,
    "is_p": 0.5615,
    "is_n": 243,
    "oos_ic": -0.0123,
    "oos_p": 0.8784,
    "oos_n": 158,
    "signal": false
  },
  "mm_gex_0930_to_ret_oc": {
    "type": "continuous",
    "desc": "MM GEX at 0930 vs ret_oc",
    "is_ic": -0.0528,
    "is_p": 0.4103,
    "is_n": 245,
    "oos_ic": -0.0956,
    "oos_p": 0.2308,
    "oos_n": 159,
    "signal": false
  },
  "mm_gex_1000_to_ret_1000_to_close": {
    "type": "continuous",
    "desc": "MM GEX at 1000 vs ret_1000_to_close",
    "is_ic": -0.0585,
    "is_p": 0.3607,
    "is_n": 246,
    "oos_ic": 0.0931,
    "oos_p": 0.2418,
    "oos_n": 160,
    "signal": false
  },
  "mm_gex_1030_to_ret_1030_to_close": {
    "type": "continuous",
    "desc": "MM GEX at 1030 vs ret_1030_to_close",
    "is_ic": -0.07,
    "is_p": 0.2744,
    "is_n": 246,
    "oos_ic": -0.0077,
    "oos_p": 0.9226,
    "oos_n": 160,
    "signal": false
  },
  "mm_gex_1100_to_ret_1100_to_close": {
    "type": "continuous",
    "desc": "MM GEX at 1100 vs ret_1100_to_close",
    "is_ic": -0.0421,
    "is_p": 0.5103,
    "is_n": 247,
    "oos_ic": -0.0088,
    "oos_p": 0.9126,
    "oos_n": 159,
    "signal": false
  },
  "mm_gex_1200_to_ret_1200_to_close": {
    "type": "continuous",
    "desc": "MM GEX at 1200 vs ret_1200_to_close",
    "is_ic": -0.0276,
    "is_p": 0.6666,
    "is_n": 246,
    "oos_ic": 0.028,
    "oos_p": 0.7252,
    "oos_n": 160,
    "signal": false
  },
  "mm_gex_1400_to_ret_1400_to_close": {
    "type": "continuous",
    "desc": "MM GEX at 1400 vs ret_1400_to_close",
    "is_ic": 0.0415,
    "is_p": 0.5195,
    "is_n": 243,
    "oos_ic": 0.0805,
    "oos_p": 0.3145,
    "oos_n": 158,
    "signal": false
  },
  "gex_flip_positive_ret": {
    "type": "conditional",
    "desc": "When GEX flips sign during day, is return positive?",
    "is_wr": 0.5116,
    "is_n": 43,
    "oos_wr": 0.4043,
    "oos_n": 47,
    "oos_base_wr": 0.5789,
    "oos_wr_spread": -0.1747,
    "p_value": 0.243,
    "signal": false
  },
  "mm_cust_div_to_ret": {
    "type": "continuous",
    "desc": "MM-Customer gamma divergence at open vs O\u2192C return",
    "is_ic": -0.0595,
    "is_p": 0.3536,
    "is_n": 245,
    "oos_ic": -0.0814,
    "oos_p": 0.3075,
    "oos_n": 159,
    "signal": false
  },
  "mm_cust_div_to_range": {
    "type": "continuous",
    "desc": "MM-Customer gamma divergence at open vs daily range",
    "is_ic": -0.6701,
    "is_p": 0.0,
    "is_n": 245,
    "oos_ic": -0.2499,
    "oos_p": 0.0014,
    "oos_n": 160,
    "signal": true
  },
  "procust_mm_ratio_to_ret": {
    "type": "continuous",
    "desc": "Procust/MM gamma ratio at open vs O\u2192C return",
    "is_ic": -0.1039,
    "is_p": 0.1047,
    "is_n": 245,
    "oos_ic": -0.1051,
    "oos_p": 0.1872,
    "oos_n": 159,
    "signal": false
  },
  "procust_vs_mm_opposite_ret": {
    "type": "conditional",
    "desc": "When procust and MM have opposite sign at open, WR",
    "is_wr": 0.5495,
    "is_n": 111,
    "oos_wr": 0.65,
    "oos_n": 40,
    "oos_base_wr": 0.4876,
    "oos_wr_spread": 0.1624,
    "p_value": 0.0807,
    "signal": true
  },
  "agreement_score_to_ret": {
    "type": "continuous",
    "desc": "Participant agreement score at open vs O\u2192C return",
    "is_ic": 0.1066,
    "is_p": 0.0961,
    "is_n": 245,
    "oos_ic": -0.0009,
    "oos_p": 0.9906,
    "oos_n": 159,
    "signal": false
  },
  "agreement_score_to_range": {
    "type": "continuous",
    "desc": "Participant agreement score at open vs daily range",
    "is_ic": 0.3694,
    "is_p": 0.0,
    "is_n": 245,
    "oos_ic": 0.1395,
    "oos_p": 0.0785,
    "oos_n": 160,
    "signal": false
  },
  "firm_abs_to_range": {
    "type": "continuous",
    "desc": "Firm gamma magnitude at open vs daily range",
    "is_ic": -0.6535,
    "is_p": 0.0,
    "is_n": 245,
    "oos_ic": -0.1232,
    "oos_p": 0.1207,
    "oos_n": 160,
    "signal": false
  },
  "firm_sign_to_ret": {
    "type": "continuous",
    "desc": "Firm gamma sign/magnitude at open vs O\u2192C return",
    "is_ic": -0.0039,
    "is_p": 0.9515,
    "is_n": 245,
    "oos_ic": 0.1183,
    "oos_p": 0.1374,
    "oos_n": 159,
    "signal": false
  },
  "gamma_hhi_0930_to_range": {
    "type": "continuous",
    "desc": "Gamma HHI (concentration) at 9:30 vs daily range",
    "is_ic": -0.1455,
    "is_p": 0.0228,
    "is_n": 245,
    "oos_ic": -0.4764,
    "oos_p": 0.0,
    "oos_n": 160,
    "signal": true
  },
  "gamma_hhi_0930_to_ret": {
    "type": "continuous",
    "desc": "Gamma HHI (concentration) at 9:30 vs O\u2192C return",
    "is_ic": -0.0248,
    "is_p": 0.6993,
    "is_n": 245,
    "oos_ic": -0.0192,
    "oos_p": 0.8098,
    "oos_n": 159,
    "signal": false
  },
  "gamma_spread_0930_to_range": {
    "type": "continuous",
    "desc": "Gamma spread (points) at 9:30 vs daily range",
    "is_ic": 0.4674,
    "is_p": 0.0,
    "is_n": 245,
    "oos_ic": 0.5928,
    "oos_p": 0.0,
    "oos_n": 160,
    "signal": true
  },
  "gamma_tilt_0930_to_ret": {
    "type": "continuous",
    "desc": "Gamma tilt (above/total ratio) at 0930 vs O\u2192C return",
    "is_ic": 0.0483,
    "is_p": 0.4515,
    "is_n": 245,
    "oos_ic": 0.0257,
    "oos_p": 0.7477,
    "oos_n": 159,
    "signal": false
  },
  "gamma_tilt_1030_to_ret": {
    "type": "continuous",
    "desc": "Gamma tilt (above/total ratio) at 1030 vs O\u2192C return",
    "is_ic": 0.1778,
    "is_p": 0.0052,
    "is_n": 246,
    "oos_ic": 0.2368,
    "oos_p": 0.0025,
    "oos_n": 161,
    "signal": true
  },
  "gamma_tilt_1200_to_ret": {
    "type": "continuous",
    "desc": "Gamma tilt (above/total ratio) at 1200 vs O\u2192C return",
    "is_ic": 0.2603,
    "is_p": 0.0,
    "is_n": 247,
    "oos_ic": 0.3025,
    "oos_p": 0.0001,
    "oos_n": 161,
    "signal": true
  },
  "gamma_tilt_1400_to_ret": {
    "type": "continuous",
    "desc": "Gamma tilt (above/total ratio) at 1400 vs O\u2192C return",
    "is_ic": 0.3043,
    "is_p": 0.0,
    "is_n": 244,
    "oos_ic": 0.3585,
    "oos_p": 0.0,
    "oos_n": 158,
    "signal": true
  },
  "gex_dod_change_to_ret": {
    "type": "continuous",
    "desc": "Day-over-day GEX change vs O\u2192C return",
    "is_ic": 0.1017,
    "is_p": 0.1137,
    "is_n": 243,
    "oos_ic": -0.1079,
    "oos_p": 0.1799,
    "oos_n": 156,
    "signal": false
  },
  "gex_dod_change_quintile": {
    "type": "quintile",
    "desc": "Day-over-day GEX change quintiles vs O\u2192C return",
    "oos_ic": -0.1079,
    "oos_p": 0.1799,
    "oos_n": 156,
    "oos_q1_wr": 0.6562,
    "oos_q5_wr": 0.4194,
    "oos_wr_spread": -0.2369,
    "signal": false
  },
  "tier_delta_to_ret": {
    "type": "continuous",
    "desc": "GEX tier change (upgrade=+, downgrade=-) vs O\u2192C return",
    "is_ic": 0.1218,
    "is_p": 0.0564,
    "is_n": 246,
    "oos_ic": -0.1222,
    "oos_p": 0.1226,
    "oos_n": 161,
    "signal": false
  },
  "gex_intraday_instability_to_range": {
    "type": "continuous",
    "desc": "GEX intraday range / open GEX vs daily price range",
    "is_ic": 0.4382,
    "is_p": 0.0,
    "is_n": 245,
    "oos_ic": 0.0887,
    "oos_p": 0.2646,
    "oos_n": 160,
    "signal": false
  },
  "high_gex_first15_up_continuation": {
    "status": "INSUFFICIENT_N",
    "desc": "HIGH/EXTREME GEX + first 15 min UP \u2192 10:00\u2192close return positive?",
    "n_triggered": 2
  },
  "high_gex_first15_down_reversal": {
    "status": "INSUFFICIENT_N",
    "desc": "HIGH/EXTREME GEX + first 15 min DOWN \u2192 10:00\u2192close return positive? (mean reversion)",
    "n_triggered": 10
  },
  "mm_gex_0930_to_ret_Mon": {
    "status": "INSUFFICIENT_N",
    "desc": "MM GEX at 9:30 vs O\u2192C return on Mon"
  },
  "mm_gex_0930_to_ret_Tue": {
    "status": "INSUFFICIENT_N",
    "desc": "MM GEX at 9:30 vs O\u2192C return on Tue"
  },
  "mm_gex_0930_to_ret_Wed": {
    "status": "INSUFFICIENT_N",
    "desc": "MM GEX at 9:30 vs O\u2192C return on Wed"
  },
  "mm_gex_0930_to_ret_Thu": {
    "status": "INSUFFICIENT_N",
    "desc": "MM GEX at 9:30 vs O\u2192C return on Thu"
  },
  "mm_gex_0930_to_ret_Fri": {
    "status": "INSUFFICIENT_N",
    "desc": "MM GEX at 9:30 vs O\u2192C return on Fri"
  },
  "gex_x_first30_to_ret": {
    "type": "continuous",
    "desc": "GEX \u00d7 first 30 min direction interaction vs 10:00\u2192close return",
    "is_ic": 0.084,
    "is_p": 0.1908,
    "is_n": 244,
    "oos_ic": 0.1021,
    "oos_p": 0.2017,
    "oos_n": 158,
    "signal": false
  },
  "big_gex_decline_ret": {
    "status": "INSUFFICIENT_N",
    "desc": "When GEX drops >100M from yesterday \u2192 O\u2192C return direction",
    "n_triggered": 7
  },
  "timing_by_tier": {
    "type": "timing",
    "desc": "Average return (bps) and WR from each time to close, by GEX tier (OOS)",
    "data": {
      "LOW_POS": {
        "0930": {
          "mean_ret": -4.61,
          "wr": 0.5965,
          "n": 57
        },
        "1000": {
          "mean_ret": -7.88,
          "wr": 0.5614,
          "n": 57
        },
        "1030": {
          "mean_ret": -7.98,
          "wr": 0.5965,
          "n": 57
        },
        "1100": {
          "mean_ret": -3.99,
          "wr": 0.5614,
          "n": 57
        },
        "1200": {
          "mean_ret": -6.67,
          "wr": 0.5088,
          "n": 57
        },
        "1300": {
          "mean_ret": -3.41,
          "wr": 0.4912,
          "n": 57
        },
        "1400": {
          "mean_ret": -7.24,
          "wr": 0.3818,
          "n": 55
        },
        "1500": {
          "mean_ret": -9.52,
          "wr": 0.2909,
          "n": 55
        }
      },
      "MID_POS": {
        "0930": {
          "mean_ret": -1.31,
          "wr": 0.4632,
          "n": 95
        },
        "1000": {
          "mean_ret": 0.28,
          "wr": 0.5213,
          "n": 94
        },
        "1030": {
          "mean_ret": 0.27,
          "wr": 0.5426,
          "n": 94
        },
        "1100": {
          "mean_ret": 1.39,
          "wr": 0.5106,
          "n": 94
        },
        "1200": {
          "mean_ret": 1.39,
          "wr": 0.5532,
          "n": 94
        },
        "1300": {
          "mean_ret": 2.32,
          "wr": 0.5789,
          "n": 95
        },
        "1400": {
          "mean_ret": 2.3,
          "wr": 0.5106,
          "n": 94
        },
        "1500": {
          "mean_ret": -0.51,
          "wr": 0.4409,
          "n": 93
        }
      }
    }
  },
  "mm_1200_to_close_ret": {
    "type": "continuous",
    "desc": "MM GEX at 12:00 vs 12:00\u2192close return",
    "is_ic": -0.0276,
    "is_p": 0.6666,
    "is_n": 246,
    "oos_ic": 0.028,
    "oos_p": 0.7252,
    "oos_n": 160,
    "signal": false
  },
  "mm_1300_to_close_ret": {
    "type": "continuous",
    "desc": "MM GEX at 13:00 vs 13:00\u2192close return",
    "is_ic": -0.0007,
    "is_p": 0.9908,
    "is_n": 246,
    "oos_ic": 0.1166,
    "oos_p": 0.1409,
    "oos_n": 161,
    "signal": false
  },
  "vol_profile_by_tier": {
    "type": "vol_profile",
    "desc": "Average hourly range (bps) by GEX tier (OOS)",
    "data": {
      "LOW_POS": {
        "h10": {
          "mean_range_bps": 44.22,
          "n": 57
        },
        "h11": {
          "mean_range_bps": 41.68,
          "n": 57
        },
        "h12": {
          "mean_range_bps": 31.98,
          "n": 57
        },
        "h13": {
          "mean_range_bps": 27.83,
          "n": 57
        },
        "h14": {
          "mean_range_bps": 27.63,
          "n": 55
        },
        "h15": {
          "mean_range_bps": 30.85,
          "n": 55
        }
      },
      "MID_POS": {
        "h10": {
          "mean_range_bps": 38.08,
          "n": 94
        },
        "h11": {
          "mean_range_bps": 28.18,
          "n": 94
        },
        "h12": {
          "mean_range_bps": 24.05,
          "n": 95
        },
        "h13": {
          "mean_range_bps": 23.82,
          "n": 95
        },
        "h14": {
          "mean_range_bps": 21.21,
          "n": 94
        },
        "h15": {
          "mean_range_bps": 24.57,
          "n": 93
        }
      }
    }
  },
  "mm_gex_0930_to_range_h10": {
    "type": "continuous",
    "desc": "MM GEX at 9:30 vs hour 10 range",
    "is_ic": -0.6134,
    "is_p": 0.0,
    "is_n": 245,
    "oos_ic": -0.3068,
    "oos_p": 0.0001,
    "oos_n": 158,
    "signal": true
  },
  "mm_gex_0930_to_range_h11": {
    "type": "continuous",
    "desc": "MM GEX at 9:30 vs hour 11 range",
    "is_ic": -0.6481,
    "is_p": 0.0,
    "is_n": 245,
    "oos_ic": -0.3036,
    "oos_p": 0.0001,
    "oos_n": 158,
    "signal": true
  },
  "mm_gex_0930_to_range_h12": {
    "type": "continuous",
    "desc": "MM GEX at 9:30 vs hour 12 range",
    "is_ic": -0.6536,
    "is_p": 0.0,
    "is_n": 244,
    "oos_ic": -0.2893,
    "oos_p": 0.0002,
    "oos_n": 159,
    "signal": true
  },
  "mm_gex_0930_to_range_h13": {
    "type": "continuous",
    "desc": "MM GEX at 9:30 vs hour 13 range",
    "is_ic": -0.6594,
    "is_p": 0.0,
    "is_n": 244,
    "oos_ic": -0.1921,
    "oos_p": 0.0153,
    "oos_n": 159,
    "signal": true
  },
  "mm_gex_0930_to_range_h14": {
    "type": "continuous",
    "desc": "MM GEX at 9:30 vs hour 14 range",
    "is_ic": -0.5464,
    "is_p": 0.0,
    "is_n": 241,
    "oos_ic": -0.2785,
    "oos_p": 0.0004,
    "oos_n": 158,
    "signal": true
  },
  "mm_gex_0930_to_range_h15": {
    "type": "continuous",
    "desc": "MM GEX at 9:30 vs hour 15 range",
    "is_ic": -0.6185,
    "is_p": 0.0,
    "is_n": 241,
    "oos_ic": -0.2476,
    "oos_p": 0.0018,
    "oos_n": 157,
    "signal": true
  },
  "gex_mean_to_ret": {
    "type": "continuous",
    "desc": "Average MM GEX (all RTH snapshots) vs O\u2192C return",
    "is_ic": 0.0448,
    "is_p": 0.4833,
    "is_n": 247,
    "oos_ic": 0.1771,
    "oos_p": 0.0246,
    "oos_n": 161,
    "signal": true
  },
  "mm_gex_0930_quintile_ret": {
    "type": "quintile",
    "desc": "MM GEX at 9:30 quintiles vs O\u2192C return",
    "oos_ic": -0.0956,
    "oos_p": 0.2308,
    "oos_n": 159,
    "oos_q1_wr": 0.7188,
    "oos_q5_wr": 0.5,
    "oos_wr_spread": -0.2188,
    "signal": false
  },
  "mm_gex_0930_quintile_range": {
    "type": "quintile",
    "desc": "MM GEX at 9:30 quintiles vs daily range",
    "oos_ic": -0.2852,
    "oos_p": 0.0003,
    "oos_n": 160,
    "oos_q1_wr": 1.0,
    "oos_q5_wr": 1.0,
    "oos_wr_spread": 0.0,
    "signal": false
  },
  "gex_x_gap_to_ret": {
    "type": "continuous",
    "desc": "GEX \u00d7 overnight gap interaction vs O\u2192C return",
    "is_ic": -0.0025,
    "is_p": 0.9684,
    "is_n": 244,
    "oos_ic": -0.0566,
    "oos_p": 0.4786,
    "oos_n": 159,
    "signal": false
  },
  "high_gex_gap_up_fade": {
    "status": "INSUFFICIENT_N",
    "desc": "HIGH/EXTREME GEX + gap up >0.2% \u2192 O\u2192C return direction (fade expected)",
    "n_triggered": 1
  },
  "dte0_ratio_0930_to_range": {
    "type": "continuous",
    "desc": "0DTE ratio at 0930 vs daily range",
    "is_ic": -0.1087,
    "is_p": 0.0896,
    "is_n": 245,
    "oos_ic": -0.0238,
    "oos_p": 0.7651,
    "oos_n": 160,
    "signal": false
  },
  "dte0_ratio_1030_to_range": {
    "type": "continuous",
    "desc": "0DTE ratio at 1030 vs daily range",
    "is_ic": 0.0495,
    "is_p": 0.4395,
    "is_n": 246,
    "oos_ic": 0.1102,
    "oos_p": 0.1627,
    "oos_n": 162,
    "signal": false
  },
  "dte0_ratio_1200_to_range": {
    "type": "continuous",
    "desc": "0DTE ratio at 1200 vs daily range",
    "is_ic": -0.0013,
    "is_p": 0.984,
    "is_n": 247,
    "oos_ic": 0.0283,
    "oos_p": 0.7211,
    "oos_n": 162,
    "signal": false
  },
  "dte0_ratio_1400_to_range": {
    "type": "continuous",
    "desc": "0DTE ratio at 1400 vs daily range",
    "is_ic": -0.0062,
    "is_p": 0.9238,
    "is_n": 244,
    "oos_ic": -0.03,
    "oos_p": 0.707,
    "oos_n": 159,
    "signal": false
  },
  "mm_abs_gex_to_range": {
    "type": "continuous",
    "desc": "Absolute MM GEX at 9:30 vs daily range (vol suppression)",
    "is_ic": -0.6744,
    "is_p": 0.0,
    "is_n": 245,
    "oos_ic": -0.2822,
    "oos_p": 0.0003,
    "oos_n": 160,
    "signal": true
  },
  "mm_gex_percentile_quintile": {
    "type": "quintile",
    "desc": "MM GEX percentile rank quintiles vs O\u2192C return",
    "oos_ic": -0.0956,
    "oos_p": 0.2308,
    "oos_n": 159,
    "oos_q1_wr": 0.7188,
    "oos_q5_wr": 0.5,
    "oos_wr_spread": -0.2188,
    "signal": false
  },
  "mm_gex_0930_predictive": {
    "type": "continuous",
    "desc": "MM GEX at 0930 vs 0930\u2192close return (predictiveness)",
    "is_ic": -0.0528,
    "is_p": 0.4103,
    "is_n": 245,
    "oos_ic": -0.0956,
    "oos_p": 0.2308,
    "oos_n": 159,
    "signal": false
  },
  "mm_gex_1000_predictive": {
    "type": "continuous",
    "desc": "MM GEX at 1000 vs 1000\u2192close return (predictiveness)",
    "is_ic": -0.0585,
    "is_p": 0.3607,
    "is_n": 246,
    "oos_ic": 0.0931,
    "oos_p": 0.2418,
    "oos_n": 160,
    "signal": false
  },
  "mm_gex_1030_predictive": {
    "type": "continuous",
    "desc": "MM GEX at 1030 vs 1030\u2192close return (predictiveness)",
    "is_ic": -0.07,
    "is_p": 0.2744,
    "is_n": 246,
    "oos_ic": -0.0077,
    "oos_p": 0.9226,
    "oos_n": 160,
    "signal": false
  },
  "mm_gex_1100_predictive": {
    "type": "continuous",
    "desc": "MM GEX at 1100 vs 1100\u2192close return (predictiveness)",
    "is_ic": -0.0421,
    "is_p": 0.5103,
    "is_n": 247,
    "oos_ic": -0.0088,
    "oos_p": 0.9126,
    "oos_n": 159,
    "signal": false
  },
  "mm_gex_1130_predictive": {
    "type": "continuous",
    "desc": "MM GEX at 1130 vs 1130\u2192close return (predictiveness)",
    "is_ic": -0.0378,
    "is_p": 0.5539,
    "is_n": 247,
    "oos_ic": -0.0158,
    "oos_p": 0.8429,
    "oos_n": 160,
    "signal": false
  },
  "mm_gex_1200_predictive": {
    "type": "continuous",
    "desc": "MM GEX at 1200 vs 1200\u2192close return (predictiveness)",
    "is_ic": -0.0276,
    "is_p": 0.6666,
    "is_n": 246,
    "oos_ic": 0.028,
    "oos_p": 0.7252,
    "oos_n": 160,
    "signal": false
  },
  "mm_gex_1300_predictive": {
    "type": "continuous",
    "desc": "MM GEX at 1300 vs 1300\u2192close return (predictiveness)",
    "is_ic": -0.0007,
    "is_p": 0.9908,
    "is_n": 246,
    "oos_ic": 0.1166,
    "oos_p": 0.1409,
    "oos_n": 161,
    "signal": false
  },
  "mm_gex_1400_predictive": {
    "type": "continuous",
    "desc": "MM GEX at 1400 vs 1400\u2192close return (predictiveness)",
    "is_ic": 0.0415,
    "is_p": 0.5195,
    "is_n": 243,
    "oos_ic": 0.0805,
    "oos_p": 0.3145,
    "oos_n": 158,
    "signal": false
  },
  "mm_gex_1500_predictive": {
    "type": "continuous",
    "desc": "MM GEX at 1500 vs 1500\u2192close return (predictiveness)",
    "is_ic": 0.0182,
    "is_p": 0.7778,
    "is_n": 243,
    "oos_ic": 0.0712,
    "oos_p": 0.3755,
    "oos_n": 157,
    "signal": false
  },
  "mm_chg_0930_1000_to_ret": {
    "type": "continuous",
    "desc": "MM GEX change 0930\u21921000 vs 1000\u2192close return",
    "is_ic": -0.0757,
    "is_p": 0.2388,
    "is_n": 244,
    "oos_ic": 0.1547,
    "oos_p": 0.0523,
    "oos_n": 158,
    "signal": false
  },
  "mm_chg_1000_1030_to_ret": {
    "type": "continuous",
    "desc": "MM GEX change 1000\u21921030 vs 1030\u2192close return",
    "is_ic": -0.0032,
    "is_p": 0.9602,
    "is_n": 246,
    "oos_ic": -0.0379,
    "oos_p": 0.634,
    "oos_n": 160,
    "signal": false
  },
  "mm_chg_1030_1100_to_ret": {
    "type": "continuous",
    "desc": "MM GEX change 1030\u21921100 vs 1100\u2192close return",
    "is_ic": 0.1123,
    "is_p": 0.0788,
    "is_n": 246,
    "oos_ic": -0.0768,
    "oos_p": 0.3359,
    "oos_n": 159,
    "signal": false
  },
  "mm_chg_1100_1130_to_ret": {
    "type": "continuous",
    "desc": "MM GEX change 1100\u21921130 vs 1130\u2192close return",
    "is_ic": 0.0397,
    "is_p": 0.5348,
    "is_n": 247,
    "oos_ic": 0.0298,
    "oos_p": 0.7095,
    "oos_n": 159,
    "signal": false
  },
  "mm_chg_1130_1200_to_ret": {
    "type": "continuous",
    "desc": "MM GEX change 1130\u21921200 vs 1200\u2192close return",
    "is_ic": -0.0378,
    "is_p": 0.5549,
    "is_n": 246,
    "oos_ic": 0.1869,
    "oos_p": 0.018,
    "oos_n": 160,
    "signal": true
  },
  "mm_chg_1200_1300_to_ret": {
    "type": "continuous",
    "desc": "MM GEX change 1200\u21921300 vs 1300\u2192close return",
    "is_ic": 0.0914,
    "is_p": 0.1527,
    "is_n": 246,
    "oos_ic": 0.1275,
    "oos_p": 0.1069,
    "oos_n": 161,
    "signal": false
  },
  "mm_chg_1300_1400_to_ret": {
    "type": "continuous",
    "desc": "MM GEX change 1300\u21921400 vs 1400\u2192close return",
    "is_ic": 0.0341,
    "is_p": 0.5973,
    "is_n": 243,
    "oos_ic": 0.0553,
    "oos_p": 0.4898,
    "oos_n": 158,
    "signal": false
  },
  "mm_chg_1400_1500_to_ret": {
    "type": "continuous",
    "desc": "MM GEX change 1400\u21921500 vs 1500\u2192close return",
    "is_ic": 0.0338,
    "is_p": 0.6,
    "is_n": 243,
    "oos_ic": 0.0883,
    "oos_p": 0.2715,
    "oos_n": 157,
    "signal": false
  },
  "cust_0930_to_ret": {
    "type": "continuous",
    "desc": "cust gamma at 0930 vs O\u2192C return",
    "is_ic": 0.07,
    "is_p": 0.2748,
    "is_n": 245,
    "oos_ic": 0.0455,
    "oos_p": 0.5688,
    "oos_n": 159,
    "signal": false
  },
  "cust_1030_to_ret": {
    "type": "continuous",
    "desc": "cust gamma at 1030 vs O\u2192C return",
    "is_ic": 0.009,
    "is_p": 0.8885,
    "is_n": 246,
    "oos_ic": -0.1,
    "oos_p": 0.2068,
    "oos_n": 161,
    "signal": false
  },
  "cust_1200_to_ret": {
    "type": "continuous",
    "desc": "cust gamma at 1200 vs O\u2192C return",
    "is_ic": -0.0411,
    "is_p": 0.5198,
    "is_n": 247,
    "oos_ic": -0.1347,
    "oos_p": 0.0884,
    "oos_n": 161,
    "signal": false
  },
  "firm_0930_to_ret": {
    "type": "continuous",
    "desc": "firm gamma at 0930 vs O\u2192C return",
    "is_ic": -0.0039,
    "is_p": 0.9515,
    "is_n": 245,
    "oos_ic": 0.1183,
    "oos_p": 0.1374,
    "oos_n": 159,
    "signal": false
  },
  "firm_1030_to_ret": {
    "type": "continuous",
    "desc": "firm gamma at 1030 vs O\u2192C return",
    "is_ic": -0.0487,
    "is_p": 0.4473,
    "is_n": 246,
    "oos_ic": -0.0584,
    "oos_p": 0.4616,
    "oos_n": 161,
    "signal": false
  },
  "firm_1200_to_ret": {
    "type": "continuous",
    "desc": "firm gamma at 1200 vs O\u2192C return",
    "is_ic": -0.0802,
    "is_p": 0.209,
    "is_n": 247,
    "oos_ic": -0.1611,
    "oos_p": 0.0412,
    "oos_n": 161,
    "signal": true
  },
  "procust_0930_to_ret": {
    "type": "continuous",
    "desc": "procust gamma at 0930 vs O\u2192C return",
    "is_ic": 0.0191,
    "is_p": 0.766,
    "is_n": 245,
    "oos_ic": -0.0982,
    "oos_p": 0.2183,
    "oos_n": 159,
    "signal": false
  },
  "procust_1030_to_ret": {
    "type": "continuous",
    "desc": "procust gamma at 1030 vs O\u2192C return",
    "is_ic": 0.0075,
    "is_p": 0.9074,
    "is_n": 246,
    "oos_ic": 0.0364,
    "oos_p": 0.6464,
    "oos_n": 161,
    "signal": false
  },
  "procust_1200_to_ret": {
    "type": "continuous",
    "desc": "procust gamma at 1200 vs O\u2192C return",
    "is_ic": -0.0813,
    "is_p": 0.2028,
    "is_n": 247,
    "oos_ic": 0.0211,
    "oos_p": 0.7904,
    "oos_n": 161,
    "signal": false
  },
  "bd_0930_to_ret": {
    "type": "continuous",
    "desc": "bd gamma at 0930 vs O\u2192C return",
    "is_ic": 0.0833,
    "is_p": 0.1937,
    "is_n": 245,
    "oos_ic": 0.1223,
    "oos_p": 0.1247,
    "oos_n": 159,
    "signal": false
  },
  "bd_1030_to_ret": {
    "type": "continuous",
    "desc": "bd gamma at 1030 vs O\u2192C return",
    "is_ic": -0.006,
    "is_p": 0.9258,
    "is_n": 246,
    "oos_ic": 0.1356,
    "oos_p": 0.0862,
    "oos_n": 161,
    "signal": false
  },
  "bd_1200_to_ret": {
    "type": "continuous",
    "desc": "bd gamma at 1200 vs O\u2192C return",
    "is_ic": -0.036,
    "is_p": 0.5736,
    "is_n": 247,
    "oos_ic": 0.1077,
    "oos_p": 0.1738,
    "oos_n": 161,
    "signal": false
  }
}