{
  "metadata": {
    "total_days": 179,
    "is_days": 107,
    "oos_days": 72,
    "is_range": "2025-06-26 to 2025-11-21",
    "oos_range": "2025-11-24 to 2026-03-04",
    "rvol_distribution": {
      "LOW": 84,
      "HIGH": 54,
      "NORMAL": 36
    },
    "gex_distribution": {
      "NEGATIVE": 103,
      "POSITIVE": 76
    }
  },
  "conditioned_results": {
    "morning_cust_0dte_asym\u2192same_day_ret": {
      "UNCONDITIONED": {
        "is": {
          "n": 106,
          "ic": -0.0762,
          "p": 0.4378,
          "long_bps": 8.94,
          "short_bps": 5.54,
          "win_rate": 50.9
        },
        "oos": {
          "n": 68,
          "ic": -0.4607,
          "p": 0.0001,
          "long_bps": -24.86,
          "short_bps": 36.53,
          "win_rate": 20.6
        }
      },
      "RVOL_LOW": {
        "is": {
          "n": 54,
          "ic": 0.0592,
          "p": 0.6707,
          "long_bps": 25.21,
          "short_bps": 3.18,
          "win_rate": 63.0
        },
        "oos": {
          "n": 30,
          "ic": -0.3497,
          "p": 0.0582,
          "long_bps": -12.5,
          "short_bps": 28.0,
          "win_rate": 26.7
        }
      },
      "RVOL_NORMAL": {
        "is": {
          "n": 20,
          "ic": -0.5343,
          "p": 0.0152,
          "long_bps": -20.76,
          "short_bps": 45.43,
          "win_rate": 10.0
        },
        "oos": {
          "n": 16,
          "ic": -0.4923,
          "p": 0.0527,
          "long_bps": -49.38,
          "short_bps": 11.63,
          "win_rate": 25.0
        }
      },
      "RVOL_HIGH": {
        "is": {
          "n": 32,
          "ic": -0.0432,
          "p": 0.8146,
          "long_bps": -3.1,
          "short_bps": -12.27,
          "win_rate": 56.2
        },
        "oos": {
          "n": 22,
          "ic": -0.599,
          "p": 0.0032,
          "long_bps": -19.3,
          "short_bps": 61.69,
          "win_rate": 9.1
        }
      },
      "GEX_POSITIVE": {
        "is": {
          "n": 60,
          "ic": 0.0745,
          "p": 0.5713,
          "long_bps": 14.81,
          "short_bps": 2.41,
          "win_rate": 56.7
        },
        "oos": {
          "n": 14,
          "ic": -0.3125,
          "p": 0.2766,
          "long_bps": 6.69,
          "short_bps": 43.52,
          "win_rate": 28.6
        }
      },
      "GEX_NEGATIVE": {
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          "ic": -0.2092,
          "p": 0.1628,
          "long_bps": -5.53,
          "short_bps": 16.45,
          "win_rate": 39.1
        },
        "oos": {
          "n": 54,
          "ic": -0.4949,
          "p": 0.0001,
          "long_bps": -29.45,
          "short_bps": 31.13,
          "win_rate": 18.5
        }
      },
      "GEX_STRONG_POS": {
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          "n": 30,
          "ic": -0.0101,
          "p": 0.9579,
          "long_bps": -2.18,
          "short_bps": -10.17,
          "win_rate": 66.7
        },
        "oos": {
          "n": 13,
          "ic": -0.3278,
          "p": 0.2742,
          "long_bps": 5.02,
          "short_bps": 54.07,
          "win_rate": 33.3
        }
      },
      "GEX_STRONG_NEG": {
        "is": {
          "n": 9,
          "ic": -0.2689,
          "p": 0.4841,
          "long_bps": null,
          "short_bps": -22.57,
          "win_rate": null
        },
        "oos": {
          "n": 34,
          "ic": -0.3448,
          "p": 0.0459,
          "long_bps": -26.86,
          "short_bps": 27.32,
          "win_rate": 23.5
        }
      },
      "LOW_RVOL+POS_GEX": {
        "is": {
          "n": 38,
          "ic": 0.0781,
          "p": 0.641,
          "long_bps": 15.28,
          "short_bps": 6.05,
          "win_rate": 57.9
        },
        "oos": {
          "n": 4,
          "ic": NaN,
          "p": NaN,
          "long_bps": NaN,
          "short_bps": NaN,
          "win_rate": NaN
        }
      },
      "LOW_RVOL+NEG_GEX": {
        "is": {
          "n": 16,
          "ic": 0.1575,
          "p": 0.5601,
          "long_bps": 31.46,
          "short_bps": 13.71,
          "win_rate": 62.5
        },
        "oos": {
          "n": 26,
          "ic": -0.3125,
          "p": 0.1201,
          "long_bps": -11.54,
          "short_bps": 16.29,
          "win_rate": 38.5
        }
      },
      "NORMAL_RVOL+POS_GEX": {
        "is": {
          "n": 10,
          "ic": -0.4233,
          "p": 0.2228,
          "long_bps": -10.27,
          "short_bps": 46.22,
          "win_rate": 20.0
        },
        "oos": {
          "n": 4,
          "ic": NaN,
          "p": NaN,
          "long_bps": NaN,
          "short_bps": NaN,
          "win_rate": NaN
        }
      },
      "NORMAL_RVOL+NEG_GEX": {
        "is": {
          "n": 10,
          "ic": -0.6491,
          "p": 0.0423,
          "long_bps": -31.25,
          "short_bps": 44.64,
          "win_rate": 0.0
        },
        "oos": {
          "n": 12,
          "ic": -0.5745,
          "p": 0.0507,
          "long_bps": -46.68,
          "short_bps": 14.54,
          "win_rate": 16.7
        }
      },
      "HIGH_RVOL+POS_GEX": {
        "is": {
          "n": 12,
          "ic": 0.381,
          "p": 0.2218,
          "long_bps": 36.34,
          "short_bps": -47.76,
          "win_rate": 83.3
        },
        "oos": {
          "n": 6,
          "ic": NaN,
          "p": NaN,
          "long_bps": NaN,
          "short_bps": NaN,
          "win_rate": NaN
        }
      },
      "HIGH_RVOL+NEG_GEX": {
        "is": {
          "n": 20,
          "ic": -0.1872,
          "p": 0.4294,
          "long_bps": -37.5,
          "short_bps": 19.77,
          "win_rate": 30.0
        },
        "oos": {
          "n": 16,
          "ic": -0.7646,
          "p": 0.0006,
          "long_bps": -44.45,
          "short_bps": 66.51,
          "win_rate": 0.0
        }
      }
    },
    "morning_cust_0dte_asym\u2192next_day_ret": {
      "UNCONDITIONED": {
        "is": {
          "n": 106,
          "ic": -0.0351,
          "p": 0.7213,
          "long_bps": 5.22,
          "short_bps": 10.67,
          "win_rate": 45.3
        },
        "oos": {
          "n": 68,
          "ic": 0.0742,
          "p": 0.5475,
          "long_bps": 8.79,
          "short_bps": -3.35,
          "win_rate": 64.7
        }
      },
      "RVOL_LOW": {
        "is": {
          "n": 54,
          "ic": -0.1094,
          "p": 0.431,
          "long_bps": 3.69,
          "short_bps": 14.33,
          "win_rate": 44.4
        },
        "oos": {
          "n": 30,
          "ic": -0.0175,
          "p": 0.927,
          "long_bps": 7.01,
          "short_bps": -14.1,
          "win_rate": 66.7
        }
      },
      "RVOL_NORMAL": {
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          "n": 20,
          "ic": 0.1848,
          "p": 0.4353,
          "long_bps": 2.29,
          "short_bps": -19.38,
          "win_rate": 50.0
        },
        "oos": {
          "n": 16,
          "ic": 0.306,
          "p": 0.2491,
          "long_bps": 34.86,
          "short_bps": -4.76,
          "win_rate": 50.0
        }
      },
      "RVOL_HIGH": {
        "is": {
          "n": 32,
          "ic": -0.0914,
          "p": 0.619,
          "long_bps": 12.62,
          "short_bps": 20.28,
          "win_rate": 56.2
        },
        "oos": {
          "n": 22,
          "ic": -0.0433,
          "p": 0.8483,
          "long_bps": -0.32,
          "short_bps": 4.92,
          "win_rate": 54.5
        }
      },
      "GEX_POSITIVE": {
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          "n": 60,
          "ic": -0.0722,
          "p": 0.5833,
          "long_bps": 3.47,
          "short_bps": 11.22,
          "win_rate": 40.0
        },
        "oos": {
          "n": 14,
          "ic": 0.2478,
          "p": 0.393,
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          "short_bps": 12.04,
          "win_rate": 71.4
        }
      },
      "GEX_NEGATIVE": {
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          "ic": 0.0171,
          "p": 0.91,
          "long_bps": 5.02,
          "short_bps": 12.43,
          "win_rate": 56.5
        },
        "oos": {
          "n": 54,
          "ic": 0.0461,
          "p": 0.7404,
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          "short_bps": -16.84,
          "win_rate": 74.1
        }
      },
      "GEX_STRONG_POS": {
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          "ic": 0.0144,
          "p": 0.9397,
          "long_bps": 13.39,
          "short_bps": 5.97,
          "win_rate": 53.3
        },
        "oos": {
          "n": 13,
          "ic": 0.2381,
          "p": 0.4333,
          "long_bps": 50.89,
          "short_bps": 13.77,
          "win_rate": 83.3
        }
      },
      "GEX_STRONG_NEG": {
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          "ic": 0.4283,
          "p": 0.2501,
          "long_bps": null,
          "short_bps": -19.63,
          "win_rate": null
        },
        "oos": {
          "n": 34,
          "ic": -0.1191,
          "p": 0.5024,
          "long_bps": -17.61,
          "short_bps": 9.75,
          "win_rate": 41.2
        }
      },
      "LOW_RVOL+POS_GEX": {
        "is": {
          "n": 38,
          "ic": -0.0279,
          "p": 0.8681,
          "long_bps": 19.43,
          "short_bps": 9.47,
          "win_rate": 47.4
        },
        "oos": {
          "n": 4,
          "ic": NaN,
          "p": NaN,
          "long_bps": NaN,
          "short_bps": NaN,
          "win_rate": NaN
        }
      },
      "LOW_RVOL+NEG_GEX": {
        "is": {
          "n": 16,
          "ic": -0.4453,
          "p": 0.0839,
          "long_bps": -28.47,
          "short_bps": 20.66,
          "win_rate": 50.0
        },
        "oos": {
          "n": 26,
          "ic": 0.0032,
          "p": 0.9878,
          "long_bps": 0.1,
          "short_bps": -24.51,
          "win_rate": 61.5
        }
      },
      "NORMAL_RVOL+POS_GEX": {
        "is": {
          "n": 10,
          "ic": -0.2393,
          "p": 0.5055,
          "long_bps": -33.23,
          "short_bps": -8.06,
          "win_rate": 20.0
        },
        "oos": {
          "n": 4,
          "ic": NaN,
          "p": NaN,
          "long_bps": NaN,
          "short_bps": NaN,
          "win_rate": NaN
        }
      },
      "NORMAL_RVOL+NEG_GEX": {
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          "ic": 0.4917,
          "p": 0.1489,
          "long_bps": 37.81,
          "short_bps": -30.71,
          "win_rate": 80.0
        },
        "oos": {
          "n": 12,
          "ic": 0.1773,
          "p": 0.5814,
          "long_bps": 30.8,
          "short_bps": -11.49,
          "win_rate": 66.7
        }
      },
      "HIGH_RVOL+POS_GEX": {
        "is": {
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          "ic": -0.3351,
          "p": 0.287,
          "long_bps": -15.02,
          "short_bps": 31.36,
          "win_rate": 16.7
        },
        "oos": {
          "n": 6,
          "ic": NaN,
          "p": NaN,
          "long_bps": NaN,
          "short_bps": NaN,
          "win_rate": NaN
        }
      },
      "HIGH_RVOL+NEG_GEX": {
        "is": {
          "n": 20,
          "ic": 0.0266,
          "p": 0.9113,
          "long_bps": 15.58,
          "short_bps": 27.25,
          "win_rate": 40.0
        },
        "oos": {
          "n": 16,
          "ic": -0.1043,
          "p": 0.7008,
          "long_bps": -2.41,
          "short_bps": 6.1,
          "win_rate": 50.0
        }
      }
    },
    "morning_mm_0dte_asym\u2192same_day_ret": {
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          "ic": 0.0238,
          "p": 0.8083,
          "long_bps": 5.91,
          "short_bps": 8.58,
          "win_rate": 50.9
        },
        "oos": {
          "n": 68,
          "ic": 0.4304,
          "p": 0.0002,
          "long_bps": 35.54,
          "short_bps": -23.87,
          "win_rate": 85.3
        }
      },
      "RVOL_LOW": {
        "is": {
          "n": 54,
          "ic": -0.1315,
          "p": 0.3434,
          "long_bps": 6.71,
          "short_bps": 21.68,
          "win_rate": 40.7
        },
        "oos": {
          "n": 30,
          "ic": 0.1458,
          "p": 0.442,
          "long_bps": 20.8,
          "short_bps": -5.3,
          "win_rate": 66.7
        }
      },
      "RVOL_NORMAL": {
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          "ic": 0.4648,
          "p": 0.0389,
          "long_bps": 45.43,
          "short_bps": -20.76,
          "win_rate": 90.0
        },
        "oos": {
          "n": 16,
          "ic": 0.6452,
          "p": 0.0069,
          "long_bps": 27.73,
          "short_bps": -65.48,
          "win_rate": 87.5
        }
      },
      "RVOL_HIGH": {
        "is": {
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          "ic": 0.0691,
          "p": 0.707,
          "long_bps": -9.68,
          "short_bps": -5.68,
          "win_rate": 62.5
        },
        "oos": {
          "n": 22,
          "ic": 0.5171,
          "p": 0.0137,
          "long_bps": 57.53,
          "short_bps": -15.14,
          "win_rate": 90.9
        }
      },
      "GEX_POSITIVE": {
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          "ic": -0.1301,
          "p": 0.3218,
          "long_bps": 3.93,
          "short_bps": 13.29,
          "win_rate": 40.0
        },
        "oos": {
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          "p": 0.1119,
          "long_bps": 68.42,
          "short_bps": -18.21,
          "win_rate": 100.0
        }
      },
      "GEX_NEGATIVE": {
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          "short_bps": 2.43,
          "win_rate": 60.9
        },
        "oos": {
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          "p": 0.0021,
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          "short_bps": -27.76,
          "win_rate": 85.2
        }
      },
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          "win_rate": 60.0
        },
        "oos": {
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          "win_rate": 66.7
        }
      },
      "GEX_STRONG_NEG": {
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          "short_bps": -26.41,
          "win_rate": 75.0
        },
        "oos": {
          "n": 34,
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          "long_bps": 17.34,
          "short_bps": -16.87,
          "win_rate": 64.7
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      },
      "LOW_RVOL+POS_GEX": {
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          "long_bps": 6.53,
          "short_bps": 14.8,
          "win_rate": 42.1
        },
        "oos": {
          "n": 4,
          "ic": NaN,
          "p": NaN,
          "long_bps": NaN,
          "short_bps": NaN,
          "win_rate": NaN
        }
      },
      "LOW_RVOL+NEG_GEX": {
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          "long_bps": 12.31,
          "short_bps": 32.86,
          "win_rate": 37.5
        },
        "oos": {
          "n": 26,
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          "p": 0.6162,
          "long_bps": 7.53,
          "short_bps": -2.78,
          "win_rate": 53.8
        }
      },
      "NORMAL_RVOL+POS_GEX": {
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          "n": 10,
          "ic": 0.4015,
          "p": 0.2501,
          "long_bps": 46.22,
          "short_bps": -10.27,
          "win_rate": 80.0
        },
        "oos": {
          "n": 4,
          "ic": NaN,
          "p": NaN,
          "long_bps": NaN,
          "short_bps": NaN,
          "win_rate": NaN
        }
      },
      "NORMAL_RVOL+NEG_GEX": {
        "is": {
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          "ic": 0.6524,
          "p": 0.0409,
          "long_bps": 44.64,
          "short_bps": -31.25,
          "win_rate": 100.0
        },
        "oos": {
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          "p": 0.0314,
          "long_bps": 14.54,
          "short_bps": -46.68,
          "win_rate": 83.3
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      },
      "HIGH_RVOL+POS_GEX": {
        "is": {
          "n": 12,
          "ic": -0.4545,
          "p": 0.1377,
          "long_bps": -28.49,
          "short_bps": 17.07,
          "win_rate": 33.3
        },
        "oos": {
          "n": 6,
          "ic": NaN,
          "p": NaN,
          "long_bps": NaN,
          "short_bps": NaN,
          "win_rate": NaN
        }
      },
      "HIGH_RVOL+NEG_GEX": {
        "is": {
          "n": 20,
          "ic": 0.1622,
          "p": 0.4946,
          "long_bps": 21.83,
          "short_bps": -39.56,
          "win_rate": 80.0
        },
        "oos": {
          "n": 16,
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          "p": 0.0068,
          "long_bps": 60.79,
          "short_bps": -38.73,
          "win_rate": 100.0
        }
      }
    },
    "morning_mm_0dte_asym\u2192next_day_ret": {
      "UNCONDITIONED": {
        "is": {
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          "ic": 0.0944,
          "p": 0.3359,
          "long_bps": 10.09,
          "short_bps": 5.79,
          "win_rate": 54.7
        },
        "oos": {
          "n": 68,
          "ic": -0.2158,
          "p": 0.0772,
          "long_bps": -13.72,
          "short_bps": 19.16,
          "win_rate": 29.4
        }
      },
      "RVOL_LOW": {
        "is": {
          "n": 54,
          "ic": 0.0865,
          "p": 0.5338,
          "long_bps": 9.65,
          "short_bps": 8.38,
          "win_rate": 51.9
        },
        "oos": {
          "n": 30,
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          "p": 0.1067,
          "long_bps": -20.86,
          "short_bps": 13.77,
          "win_rate": 26.7
        }
      },
      "RVOL_NORMAL": {
        "is": {
          "n": 20,
          "ic": -0.0359,
          "p": 0.8806,
          "long_bps": -19.38,
          "short_bps": 2.29,
          "win_rate": 60.0
        },
        "oos": {
          "n": 16,
          "ic": -0.1994,
          "p": 0.4592,
          "long_bps": -6.37,
          "short_bps": 36.47,
          "win_rate": 37.5
        }
      },
      "RVOL_HIGH": {
        "is": {
          "n": 32,
          "ic": 0.1997,
          "p": 0.2732,
          "long_bps": 36.13,
          "short_bps": -3.24,
          "win_rate": 75.0
        },
        "oos": {
          "n": 22,
          "ic": -0.1508,
          "p": 0.5029,
          "long_bps": 0.32,
          "short_bps": 4.29,
          "win_rate": 45.5
        }
      },
      "GEX_POSITIVE": {
        "is": {
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          "ic": 0.019,
          "p": 0.8853,
          "long_bps": 1.28,
          "short_bps": 13.41,
          "win_rate": 43.3
        },
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      },
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      },
      "LOW_RVOL+NEG_GEX": {
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      },
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      },
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      },
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      },
      "HIGH_RVOL+NEG_GEX": {
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      },
      "HIGH_RVOL+NEG_GEX": {
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        },
        "oos": {
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      },
      "HIGH_RVOL+NEG_GEX": {
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}