{
  "current_weights": {
    "DeltaDiv": 0.3,
    "DOW": 0.25,
    "VIXDecomp": 0.25,
    "VIX_TS": 0.15,
    "PC_OI": 0.05
  },
  "current_oos_sharpe": 2.91,
  "current_oos_ic": 0.1608,
  "optimal_weights": {
    "DeltaDiv": 0.15,
    "DOW": 0.0,
    "VIXDecomp": 0.15,
    "VIX_TS": 0.3,
    "PC_OI": 0.4
  },
  "optimal_oos_sharpe": 3.82,
  "optimal_oos_ic": 0.2588,
  "optimal_is_sharpe": 1.34,
  "is_oos_consistent": "True",
  "n_tested": 10626,
  "oos_period": "2025-09-24 to 2026-02-19",
  "oos_days": 101,
  "recommendation": "CONSIDER rebalancing. Optimal Sharpe 3.82 vs current 2.91 (+0.92). IS confirms (1.34). Review before changing."
}