{
  "generated": "2026-03-22T11:47:09.007329",
  "description": "TRACE signal tests WITH vs WITHOUT normalized corruption-window days",
  "data_source": "/Users/lutherbot/.openclaw/workspace/data/trace_normalized",
  "n_days_without": 345,
  "n_days_with": 422,
  "n_extra_days": 77,
  "extra_days_range": [
    "2025-10-27",
    "2026-02-17"
  ],
  "corruption_window": "2025-10-27 to 2026-02-17",
  "fomc_excluded": 57,
  "n_perms": 1000,
  "tests": {
    "mm_tilt_3h": {
      "previous_oos_ic": 0.073,
      "previous_p": 0.0,
      "without": {
        "ic_all": 0.0647,
        "p_all": 0.0,
        "n_all": 7072,
        "ic_is": 0.0589,
        "n_is": 4229,
        "ic_oos": 0.0729,
        "n_oos": 2843,
        "perm_p": null
      },
      "with": {
        "ic_all": 0.0465,
        "p_all": 0.0,
        "n_all": 8643,
        "ic_is": 0.0761,
        "n_is": 5195,
        "ic_oos": 0.0044,
        "n_oos": 3448,
        "perm_p": 0.0
      }
    },
    "gamma_contrarian_3h": {
      "previous_oos_ic": 0.051,
      "previous_p": 0.001,
      "without": {
        "ic_all": 0.0413,
        "p_all": 0.0005,
        "n_all": 7072,
        "ic_is": 0.0131,
        "n_is": 4229,
        "ic_oos": 0.0521,
        "n_oos": 2843,
        "perm_p": null
      },
      "with": {
        "ic_all": 0.03,
        "p_all": 0.0053,
        "n_all": 8643,
        "ic_is": 0.0505,
        "n_is": 5195,
        "ic_oos": -0.0004,
        "n_oos": 3448,
        "perm_p": 0.004
      }
    },
    "mm_gamma_center_3h": {
      "previous_oos_ic": 0.074,
      "previous_p": 0.0,
      "without": {
        "ic_all": 0.0862,
        "p_all": 0.0,
        "n_all": 7072,
        "ic_is": 0.0963,
        "n_is": 4229,
        "ic_oos": 0.0859,
        "n_oos": 2843,
        "perm_p": null
      },
      "with": {
        "ic_all": 0.0772,
        "p_all": 0.0,
        "n_all": 8643,
        "ic_is": 0.0951,
        "n_is": 5195,
        "ic_oos": 0.0539,
        "n_oos": 3448,
        "perm_p": 0.0
      }
    },
    "gamma_magnitude_day_range": {
      "previous_oos_ic": -0.485,
      "previous_p": 0.0,
      "without": {
        "ic_all": -0.4851,
        "p_all": 0.0,
        "n_all": 342,
        "ic_is": -0.5818,
        "n_is": 205,
        "ic_oos": -0.405,
        "n_oos": 137,
        "perm_p": null
      },
      "with": {
        "ic_all": -0.3394,
        "p_all": 0.0,
        "n_all": 418,
        "ic_is": -0.5592,
        "n_is": 250,
        "ic_oos": -0.073,
        "n_oos": 168,
        "perm_p": 0.0
      }
    },
    "mm_gamma_flow": {
      "previous_oos_ic_1h": 0.031,
      "previous_p": 0.005,
      "without_1h": {
        "ic_all": 0.0447,
        "p_all": 0.0,
        "n_all": 10843,
        "ic_is": 0.0552,
        "n_is": 6548,
        "ic_oos": 0.025,
        "n_oos": 4295,
        "perm_p": null
      },
      "without_2h": {
        "ic_all": 0.0313,
        "p_all": 0.0033,
        "n_all": 8782,
        "ic_is": 0.0295,
        "n_is": 5254,
        "ic_oos": 0.0305,
        "n_oos": 3528,
        "perm_p": null
      },
      "with_1h": {
        "ic_all": 0.0437,
        "p_all": 0.0,
        "n_all": 13261,
        "ic_is": 0.0567,
        "n_is": 8019,
        "ic_oos": 0.027,
        "n_oos": 5242,
        "perm_p": 0.0
      },
      "with_2h": {
        "ic_all": 0.027,
        "p_all": 0.0052,
        "n_all": 10738,
        "ic_is": 0.04,
        "n_is": 6450,
        "ic_oos": 0.0112,
        "n_oos": 4288,
        "perm_p": 0.004
      }
    }
  },
  "verdicts": {
    "mm_tilt": "SIGNIFICANT CHANGE",
    "gamma_contrarian": "SIGNIFICANT CHANGE",
    "mm_gamma_center": "HOLDS (minor shift)",
    "gamma_magnitude": "SIGNIFICANT CHANGE",
    "gamma_flow_1h": "CONFIRMED",
    "gamma_flow_2h": "SIGNIFICANT CHANGE"
  }
}