{
  "meta": {
    "script": "scripts/vsn_lstm_vs_xlstm_benchmark.py",
    "data_source": "data/es_1min_delta_bars.csv",
    "fomc_excluded_from": "data/fomc_dates.json",
    "interval": "15min",
    "seq_len": 32,
    "include_eth": false,
    "horizon_bars": {
      "h30m": 2,
      "h1h": 4,
      "h2h": 8
    },
    "features": [
      "ret_1",
      "ret_2",
      "ret_4",
      "range",
      "body",
      "vol_chg",
      "vol_z",
      "delta_ratio",
      "delta_z",
      "rv_8",
      "rv_20",
      "tod_sin",
      "tod_cos"
    ],
    "model_notes": {
      "vsn_lstm_style": "Approximation: correlation-weighted feature gates + fixed random LSTM reservoir + ridge readout.",
      "xlstm_style": "Approximation: exponential-gated memory normalization (xLSTM-inspired) + ridge readout.",
      "linear_baseline": "Ridge regression on latest-bar features."
    },
    "coverage": {
      "bars": 18856,
      "start": "2023-03-01 14:30:00-05:00",
      "end": "2026-03-09 15:45:00-04:00",
      "unique_sessions": 743
    },
    "cost_assumption": {
      "cost_per_turn_bps": 0.75,
      "description": "Approx retail friction; net_bps = gross_bps - turnover*cost_per_turn_bps"
    }
  },
  "horizons": {
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      "n_samples": 18823,
      "start": "2023-03-02 15:45:00-05:00",
      "end": "2026-03-09 15:15:00-04:00",
      "models": {
        "linear_baseline": {
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          "oos": {
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          ],
          "verdict": "REJECT"
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        "vsn_lstm_style": {
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          ],
          "verdict": "REJECT"
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        "xlstm_style": {
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              "n": 1884
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          ],
          "verdict": "MONITOR"
        }
      }
    },
    "1h": {
      "n_samples": 18821,
      "start": "2023-03-02 15:45:00-05:00",
      "end": "2026-03-09 14:45:00-04:00",
      "models": {
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      "n_samples": 18817,
      "start": "2023-03-02 15:45:00-05:00",
      "end": "2026-03-09 13:45:00-04:00",
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          "verdict": "REJECT"
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      }
    },
    "eod": {
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      "start": "2023-03-02 15:45:00-05:00",
      "end": "2026-03-09 15:45:00-04:00",
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          "verdict": "PROMOTE"
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          "verdict": "MONITOR"
        }
      }
    }
  }
}