{
  "meta": {
    "n_snapshots": 34118,
    "n_dates": 362,
    "date_range": [
      "2024-06-24",
      "2026-03-04"
    ],
    "is_frac": 0.6
  },
  "test1_gamma_side_bias": {
    "h15": {
      "N": 31449,
      "IC": 0.0111,
      "IC_pval": 0.0495,
      "IS_wr": {
        "long_wr": 0.1716,
        "short_wr": 0.235,
        "combined_wr": 0.2241,
        "n_long": 3060,
        "n_short": 14683
      },
      "OOS_wr": {
        "long_wr": 0.2099,
        "short_wr": 0.2185,
        "combined_wr": 0.2169,
        "n_long": 2320,
        "n_short": 9545
      }
    },
    "h30": {
      "N": 31449,
      "IC": -0.0026,
      "IC_pval": 0.649,
      "IS_wr": {
        "long_wr": 0.1775,
        "short_wr": 0.2372,
        "combined_wr": 0.2269,
        "n_long": 3060,
        "n_short": 14683
      },
      "OOS_wr": {
        "long_wr": 0.2121,
        "short_wr": 0.2196,
        "combined_wr": 0.2181,
        "n_long": 2320,
        "n_short": 9545
      }
    },
    "h60": {
      "N": 31449,
      "IC": -0.0001,
      "IC_pval": 0.9865,
      "IS_wr": {
        "long_wr": 0.1967,
        "short_wr": 0.2559,
        "combined_wr": 0.2457,
        "n_long": 3060,
        "n_short": 14683
      },
      "OOS_wr": {
        "long_wr": 0.2474,
        "short_wr": 0.2277,
        "combined_wr": 0.2315,
        "n_long": 2320,
        "n_short": 9545
      }
    }
  },
  "test2_oi_proxy_side_bias": {
    "h15": {
      "N": 31450,
      "IC_magnet": 0.0275,
      "IC_magnet_pval": 0.0,
      "IC_repel": -0.0275,
      "IC_repel_pval": 0.0,
      "IS_wr_magnet": {
        "long_wr": 0.1447,
        "short_wr": 0.2314,
        "combined_wr": 0.2237,
        "n_long": 1534,
        "n_short": 15856
      },
      "OOS_wr_magnet": {
        "long_wr": 0.1043,
        "short_wr": 0.2245,
        "combined_wr": 0.2114,
        "n_long": 1246,
        "n_short": 10146
      }
    },
    "h30": {
      "N": 31450,
      "IC_magnet": 0.008,
      "IC_magnet_pval": 0.1539,
      "IC_repel": -0.008,
      "IC_repel_pval": 0.1539,
      "IS_wr_magnet": {
        "long_wr": 0.1447,
        "short_wr": 0.2342,
        "combined_wr": 0.2263,
        "n_long": 1534,
        "n_short": 15856
      },
      "OOS_wr_magnet": {
        "long_wr": 0.1059,
        "short_wr": 0.2252,
        "combined_wr": 0.2122,
        "n_long": 1246,
        "n_short": 10146
      }
    },
    "h60": {
      "N": 31450,
      "IC_magnet": -0.0007,
      "IC_magnet_pval": 0.9081,
      "IC_repel": 0.0007,
      "IC_repel_pval": 0.9081,
      "IS_wr_magnet": {
        "long_wr": 0.1558,
        "short_wr": 0.2545,
        "combined_wr": 0.2458,
        "n_long": 1534,
        "n_short": 15856
      },
      "OOS_wr_magnet": {
        "long_wr": 0.1148,
        "short_wr": 0.2328,
        "combined_wr": 0.2199,
        "n_long": 1246,
        "n_short": 10146
      }
    }
  },
  "test3_max_strike_magnet": {
    "h30": {
      "N": 34114,
      "IC_call_wall_magnet": -0.0063,
      "IC_call_wall_pval": 0.2432,
      "IC_put_wall": -0.0338,
      "IC_put_wall_pval": 0.0,
      "IC_wall_bias": -0.0334,
      "IC_wall_bias_pval": 0.0,
      "mean_dist_call_wall_pct": 0.305,
      "mean_dist_put_wall_pct": 0.945
    },
    "h60": {
      "N": 34114,
      "IC_call_wall_magnet": -0.007,
      "IC_call_wall_pval": 0.194,
      "IC_put_wall": -0.0285,
      "IC_put_wall_pval": 0.0,
      "IC_wall_bias": -0.0326,
      "IC_wall_bias_pval": 0.0,
      "mean_dist_call_wall_pct": 0.305,
      "mean_dist_put_wall_pct": 0.945
    }
  },
  "test4_gamma_change_momentum": {
    "h15": {
      "N": 33383,
      "IC": 0.0184,
      "IC_pval": 0.0008,
      "IS_wr": {
        "long_wr": 0.2262,
        "short_wr": 0.2283,
        "combined_wr": 0.2273,
        "n_long": 9210,
        "n_short": 9614
      },
      "OOS_wr": {
        "long_wr": 0.2306,
        "short_wr": 0.2047,
        "combined_wr": 0.2179,
        "n_long": 6427,
        "n_short": 6166
      },
      "level_IC": 0.0112,
      "change_IC": 0.0195
    },
    "h30": {
      "N": 33383,
      "IC": 0.0209,
      "IC_pval": 0.0001,
      "IS_wr": {
        "long_wr": 0.2349,
        "short_wr": 0.2318,
        "combined_wr": 0.2333,
        "n_long": 9210,
        "n_short": 9614
      },
      "OOS_wr": {
        "long_wr": 0.2468,
        "short_wr": 0.2129,
        "combined_wr": 0.2302,
        "n_long": 6427,
        "n_short": 6166
      },
      "level_IC": -0.0025,
      "change_IC": 0.0216
    }
  },
  "test5_orb_time_10am": {
    "h30": {
      "N": 361,
      "IC_gamma_side": 0.0115,
      "IC_gamma_pval": 0.8272,
      "IC_oi_side": 0.1212,
      "IC_oi_pval": 0.0212,
      "IC_cp_imbalance": 0.0119,
      "IC_cp_pval": 0.8216,
      "IS_wr_gamma": {
        "long_wr": 0.4808,
        "short_wr": 0.4868,
        "combined_wr": 0.4853,
        "n_long": 52,
        "n_short": 152
      },
      "OOS_wr_gamma": {
        "long_wr": 0.575,
        "short_wr": 0.3367,
        "combined_wr": 0.4058,
        "n_long": 40,
        "n_short": 98
      },
      "IS_wr_oi": {
        "long_wr": 0.5294,
        "short_wr": 0.4686,
        "combined_wr": 0.474,
        "n_long": 17,
        "n_short": 175
      },
      "OOS_wr_oi": {
        "long_wr": 0.7692,
        "short_wr": 0.4087,
        "combined_wr": 0.4453,
        "n_long": 13,
        "n_short": 115
      }
    },
    "h60": {
      "N": 361,
      "IC_gamma_side": 0.0814,
      "IC_gamma_pval": 0.1224,
      "IC_oi_side": 0.1115,
      "IC_oi_pval": 0.0342,
      "IC_cp_imbalance": 0.0129,
      "IC_cp_pval": 0.8075,
      "IS_wr_gamma": {
        "long_wr": 0.4423,
        "short_wr": 0.5263,
        "combined_wr": 0.5049,
        "n_long": 52,
        "n_short": 152
      },
      "OOS_wr_gamma": {
        "long_wr": 0.65,
        "short_wr": 0.4388,
        "combined_wr": 0.5,
        "n_long": 40,
        "n_short": 98
      },
      "IS_wr_oi": {
        "long_wr": 0.5294,
        "short_wr": 0.52,
        "combined_wr": 0.5208,
        "n_long": 17,
        "n_short": 175
      },
      "OOS_wr_oi": {
        "long_wr": 0.7692,
        "short_wr": 0.4609,
        "combined_wr": 0.4922,
        "n_long": 13,
        "n_short": 115
      }
    },
    "h120": {
      "N": 361,
      "IC_gamma_side": 0.0354,
      "IC_gamma_pval": 0.5028,
      "IC_oi_side": 0.0757,
      "IC_oi_pval": 0.1512,
      "IC_cp_imbalance": 0.0033,
      "IC_cp_pval": 0.9506,
      "IS_wr_gamma": {
        "long_wr": 0.5,
        "short_wr": 0.4803,
        "combined_wr": 0.4853,
        "n_long": 52,
        "n_short": 152
      },
      "OOS_wr_gamma": {
        "long_wr": 0.65,
        "short_wr": 0.4388,
        "combined_wr": 0.5,
        "n_long": 40,
        "n_short": 98
      },
      "IS_wr_oi": {
        "long_wr": 0.6471,
        "short_wr": 0.4629,
        "combined_wr": 0.4792,
        "n_long": 17,
        "n_short": 175
      },
      "OOS_wr_oi": {
        "long_wr": 0.6923,
        "short_wr": 0.4435,
        "combined_wr": 0.4688,
        "n_long": 13,
        "n_short": 115
      }
    }
  },
  "test6_post_orb_1030": {
    "h30": {
      "N": 360,
      "IC_change": 0.0089,
      "IC_change_pval": 0.8665,
      "IC_level": 0.0951,
      "IC_level_pval": 0.0714,
      "IS_wr_change": {
        "long_wr": 0.5217,
        "short_wr": 0.4597,
        "combined_wr": 0.4861,
        "n_long": 92,
        "n_short": 124
      },
      "OOS_wr_change": {
        "long_wr": 0.5352,
        "short_wr": 0.4247,
        "combined_wr": 0.4792,
        "n_long": 71,
        "n_short": 73
      }
    },
    "h60": {
      "N": 360,
      "IC_change": 0.0327,
      "IC_change_pval": 0.536,
      "IC_level": 0.0186,
      "IC_level_pval": 0.7244,
      "IS_wr_change": {
        "long_wr": 0.5543,
        "short_wr": 0.4839,
        "combined_wr": 0.5139,
        "n_long": 92,
        "n_short": 124
      },
      "OOS_wr_change": {
        "long_wr": 0.507,
        "short_wr": 0.5342,
        "combined_wr": 0.5208,
        "n_long": 71,
        "n_short": 73
      }
    }
  },
  "test7_confirmation_fade": {
    "h30": {
      "up_moves": {
        "N_total": 714,
        "N_conf": 352,
        "N_fade": 339,
        "conf_wr": 0.5767,
        "fade_wr": 0.4189
      },
      "down_moves": {
        "N_total": 861,
        "N_conf": 398,
        "N_fade": 440,
        "conf_wr": 0.4171,
        "fade_wr": 0.475
      }
    },
    "h60": {
      "up_moves": {
        "N_total": 714,
        "N_conf": 352,
        "N_fade": 339,
        "conf_wr": 0.5284,
        "fade_wr": 0.4189
      },
      "down_moves": {
        "N_total": 861,
        "N_conf": 398,
        "N_fade": 440,
        "conf_wr": 0.4045,
        "fade_wr": 0.4682
      }
    }
  },
  "test8_time_of_day": {
    "morning": {
      "h15": {
        "N": 3245,
        "IC_gamma": 0.0645,
        "IC_gamma_pval": 0.0002,
        "IC_oi": 0.0943,
        "IC_oi_pval": 0.0
      },
      "h30": {
        "N": 3245,
        "IC_gamma": 0.0688,
        "IC_gamma_pval": 0.0001,
        "IC_oi": 0.0861,
        "IC_oi_pval": 0.0
      }
    },
    "midday": {
      "h15": {
        "N": 4331,
        "IC_gamma": 0.0069,
        "IC_gamma_pval": 0.648,
        "IC_oi": 0.0654,
        "IC_oi_pval": 0.0
      },
      "h30": {
        "N": 4331,
        "IC_gamma": -0.01,
        "IC_gamma_pval": 0.5096,
        "IC_oi": 0.0366,
        "IC_oi_pval": 0.0161
      }
    },
    "afternoon": {
      "h15": {
        "N": 4269,
        "IC_gamma": 0.014,
        "IC_gamma_pval": 0.3593,
        "IC_oi": 0.0579,
        "IC_oi_pval": 0.0002
      },
      "h30": {
        "N": 4269,
        "IC_gamma": 0.0063,
        "IC_gamma_pval": 0.6829,
        "IC_oi": 0.0235,
        "IC_oi_pval": 0.1249
      }
    },
    "close": {
      "h15": {
        "N": 2123,
        "IC_gamma": -0.0085,
        "IC_gamma_pval": 0.697,
        "IC_oi": 0.0347,
        "IC_oi_pval": 0.1098
      },
      "h30": {
        "N": 2123,
        "IC_gamma": 0.0049,
        "IC_gamma_pval": 0.8216,
        "IC_oi": 0.0263,
        "IC_oi_pval": 0.2253
      }
    }
  },
  "test9_concentration_chop": {
    "h30": {
      "N_high_conc": 9834,
      "N_low_conc": 21616,
      "mean_abs_ret_high_conc": 0.000633,
      "mean_abs_ret_low_conc": 0.00064,
      "IC_conc_vs_abs_return": -0.0836,
      "IC_pval": 0.0
    },
    "h60": {
      "N_high_conc": 9834,
      "N_low_conc": 21616,
      "mean_abs_ret_high_conc": 0.000928,
      "mean_abs_ret_low_conc": 0.000952,
      "IC_conc_vs_abs_return": -0.0793,
      "IC_pval": 0.0
    }
  },
  "test10_wall_analysis": {
    "h30": {
      "N": 31344,
      "N_close_walls": 6143,
      "N_far_walls": 14567,
      "stays_between_close": 0.6943,
      "stays_between_far": 0.9176,
      "stays_between_all": 0.8453,
      "IC_tight_walls_pin": -0.1118,
      "IC_pval": 0.0,
      "mean_call_wall_dist_pct": 0.389,
      "mean_put_wall_dist_pct": 0.712
    },
    "h60": {
      "N": 31344,
      "N_close_walls": 6143,
      "N_far_walls": 14567,
      "stays_between_close": 0.6236,
      "stays_between_far": 0.8792,
      "stays_between_all": 0.7954,
      "IC_tight_walls_pin": -0.102,
      "IC_pval": 0.0,
      "mean_call_wall_dist_pct": 0.389,
      "mean_put_wall_dist_pct": 0.712
    }
  },
  "conditioning": {
    "gex_regime_h30": {
      "IC_pos_gex": 0.002,
      "IC_neg_gex": -0.0232,
      "N_pos": 27237,
      "N_neg": 4212
    },
    "gex_regime_h60": {
      "IC_pos_gex": 0.0006,
      "IC_neg_gex": -0.0146,
      "N_pos": 27237,
      "N_neg": 4212
    },
    "fomc_effect": {
      "IC_fomc_days": 0.0021,
      "IC_non_fomc_days": -0.0022,
      "N_fomc": 856,
      "N_non_fomc": 30593
    }
  }
}