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"low_inst_ret_bps": -6.7, "mid_inst_ret_bps": 0.0, "high_inst_range": 0.848, "low_inst_range": 1.405, "mid_inst_range": 1.202, "high_inst_wr": 55.6, "low_inst_wr": 38.9, "high_inst_next_ret_bps": 23.1, "low_inst_next_ret_bps": -17.8, "high_inst_next_range": 0.761, "low_inst_next_range": 1.514 } }, "test8_0dte_share": [ { "signal": "morning_mm_0dte_share", "target": "same_day_ret", "is": { "label": "IS: morning_mm_0dte_share \u2192 same_day_ret", "n": 106, "ic": 0.0071, "p": 0.9427, "sharpe": -0.1, "long_mean": 0.07, "short_mean": 0.08 }, "oos": { "label": "OOS: morning_mm_0dte_share \u2192 same_day_ret", "n": 68, "ic": -0.0675, "p": 0.5845, "sharpe": -1.97, "long_mean": -0.0, "short_mean": 0.12 }, "consistent": false }, { "signal": "morning_mm_0dte_share", "target": "next_day_ret", "is": { "label": "IS: morning_mm_0dte_share \u2192 next_day_ret", "n": 106, "ic": 0.0033, "p": 0.9729, "sharpe": -1.61, "long_mean": 0.03, "short_mean": 0.13 }, "oos": { "label": "OOS: morning_mm_0dte_share 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