{
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  "total_predictions": 9,
  "direction_hit_rate": 55.6,
  "information_coefficient": -0.1167,
  "total_pnl": -3808.7,
  "max_drawdown": -6359.24,
  "current_streak": 3,
  "streak_type": "losing",
  "by_confidence": {
    "high": {
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      "hit_rate": 20.0,
      "avg_pnl": -2356.0,
      "total_pnl": -11782.0
    },
    "medium": {
      "n": 3,
      "hit_rate": 100.0,
      "avg_pnl": 953.0,
      "total_pnl": 2858.0
    },
    "low": {
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      "total_pnl": 5116.0
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  "signal_accuracy": {
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      "total": 1,
      "agreement_pnl": 766.0,
      "n_agrees": 1
    },
    "GEX/SpotGamma": {
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    },
    "Correlation Divergence": {
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      "total": 1,
      "agreement_pnl": 766.0,
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    },
    "COT Positioning": {
      "hit_rate": 50.0,
      "total": 2,
      "agreement_pnl": -5593.0,
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    },
    "FOMC Cycle": {
      "hit_rate": 50.0,
      "total": 2,
      "agreement_pnl": 0,
      "n_agrees": 0
    },
    "P/C OI Ratio": {
      "hit_rate": 33.3,
      "total": 9,
      "agreement_pnl": -3809.0,
      "n_agrees": 7
    },
    "VPOC Proximity": {
      "hit_rate": 50.0,
      "total": 2,
      "agreement_pnl": 0,
      "n_agrees": 0
    },
    "Day-of-Week": {
      "hit_rate": 66.7,
      "total": 6,
      "agreement_pnl": 2380.0,
      "n_agrees": 4
    },
    "Gap Fade": {
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      "total": 2,
      "agreement_pnl": -5593.0,
      "n_agrees": 2
    },
    "VIX Term Structure": {
      "hit_rate": 33.3,
      "total": 9,
      "agreement_pnl": -3809.0,
      "n_agrees": 7
    },
    "Delta Divergence": {
      "hit_rate": 33.3,
      "total": 9,
      "agreement_pnl": -6189.0,
      "n_agrees": 5
    },
    "Overnight Session": {
      "hit_rate": 100.0,
      "total": 1,
      "agreement_pnl": 766.0,
      "n_agrees": 1
    },
    "VIX Decomposition": {
      "hit_rate": 71.4,
      "total": 7,
      "agreement_pnl": 0.0,
      "n_agrees": 2
    }
  },
  "cumulative_pnl": [
    {
      "date": "2026-03-02",
      "pnl": 765.76
    },
    {
      "date": "2026-03-03",
      "pnl": -5593.48
    },
    {
      "date": "2026-03-04",
      "pnl": -477.72
    },
    {
      "date": "2026-03-05",
      "pnl": -477.72
    },
    {
      "date": "2026-03-06",
      "pnl": -477.72
    },
    {
      "date": "2026-03-09",
      "pnl": 2380.16
    },
    {
      "date": "2026-03-10",
      "pnl": 1688.04
    },
    {
      "date": "2026-03-11",
      "pnl": 1295.92
    },
    {
      "date": "2026-03-12",
      "pnl": -3808.7
    }
  ],
  "rolling_hit_rate": []
}