{
  "generated": "2026-02-28T10:10:35.684282",
  "data_range": "2024-01-02 to 2026-02-24",
  "days": 540,
  "split_date": "2025-07-04",
  "quintile_results": {
    "ALL": {
      "Q1_neg": {
        "n": 108,
        "ret": 0.07,
        "sharpe": 1.09,
        "wr": 52.8,
        "abs_ret": 0.703
      },
      "Q2": {
        "n": 108,
        "ret": 0.169,
        "sharpe": 1.96,
        "wr": 62.0,
        "abs_ret": 0.875
      },
      "Q3": {
        "n": 108,
        "ret": 0.161,
        "sharpe": 2.49,
        "wr": 62.0,
        "abs_ret": 0.745
      },
      "Q4": {
        "n": 108,
        "ret": -0.032,
        "sharpe": -0.56,
        "wr": 50.9,
        "abs_ret": 0.596
      },
      "Q5_pos": {
        "n": 108,
        "ret": 0.004,
        "sharpe": 0.12,
        "wr": 51.9,
        "abs_ret": 0.426
      }
    },
    "IS": {
      "Q1_neg": {
        "n": 76,
        "ret": 0.059,
        "sharpe": 0.85,
        "wr": 52.6,
        "abs_ret": 0.759
      },
      "Q2": {
        "n": 75,
        "ret": 0.163,
        "sharpe": 1.67,
        "wr": 61.3,
        "abs_ret": 0.967
      },
      "Q3": {
        "n": 76,
        "ret": 0.165,
        "sharpe": 2.31,
        "wr": 63.2,
        "abs_ret": 0.812
      },
      "Q4": {
        "n": 75,
        "ret": 0.088,
        "sharpe": 1.71,
        "wr": 54.7,
        "abs_ret": 0.598
      },
      "Q5_pos": {
        "n": 76,
        "ret": -0.083,
        "sharpe": -1.57,
        "wr": 51.3,
        "abs_ret": 0.51
      }
    },
    "OOS": {
      "Q1_neg": {
        "n": 33,
        "ret": 0.066,
        "sharpe": 1.37,
        "wr": 51.5,
        "abs_ret": 0.579
      },
      "Q2": {
        "n": 32,
        "ret": 0.115,
        "sharpe": 2.08,
        "wr": 62.5,
        "abs_ret": 0.681
      },
      "Q3": {
        "n": 32,
        "ret": 0.03,
        "sharpe": 0.6,
        "wr": 50.0,
        "abs_ret": 0.558
      },
      "Q4": {
        "n": 32,
        "ret": 0.037,
        "sharpe": 0.91,
        "wr": 53.1,
        "abs_ret": 0.457
      },
      "Q5_pos": {
        "n": 33,
        "ret": 0.077,
        "sharpe": 2.65,
        "wr": 54.5,
        "abs_ret": 0.375
      }
    }
  },
  "strategy_results": {
    "neg_gex_long": {
      "IS": {
        "n": 154,
        "avg": 0.098,
        "sharpe": 1.17,
        "wr": 56.5,
        "total": 14.7
      },
      "OOS": {
        "n": 56,
        "avg": 0.153,
        "sharpe": 3.1,
        "wr": 58.9,
        "total": 8.8
      }
    },
    "deep_neg_gex_long": {
      "IS": {
        "n": 57,
        "avg": 0.046,
        "sharpe": 0.69,
        "wr": 56.1,
        "total": 2.3
      },
      "OOS": {
        "n": 24,
        "avg": 0.224,
        "sharpe": 4.91,
        "wr": 62.5,
        "total": 5.4
      }
    },
    "extreme_neg_long": {
      "IS": {
        "n": 21,
        "avg": 0.263,
        "sharpe": 5.96,
        "wr": 57.1,
        "total": 5.6
      },
      "OOS": {
        "n": 13,
        "avg": -0.043,
        "sharpe": -0.91,
        "wr": 38.5,
        "total": -0.6
      }
    },
    "pos_gex_long": {
      "IS": {
        "n": 224,
        "avg": 0.065,
        "sharpe": 1.09,
        "wr": 56.7,
        "total": 14.4
      },
      "OOS": {
        "n": 106,
        "avg": 0.019,
        "sharpe": 0.44,
        "wr": 51.9,
        "total": 1.7
      }
    },
    "deep_pos_long": {
      "IS": {
        "n": 52,
        "avg": -0.018,
        "sharpe": -0.48,
        "wr": 48.1,
        "total": -1.0
      },
      "OOS": {
        "n": 21,
        "avg": 0.022,
        "sharpe": 0.99,
        "wr": 52.4,
        "total": 0.5
      }
    },
    "below_flip_long": {
      "IS": {
        "n": 102,
        "avg": 0.175,
        "sharpe": 2.64,
        "wr": 60.8,
        "total": 18.9
      },
      "OOS": {
        "n": 38,
        "avg": -0.012,
        "sharpe": -0.26,
        "wr": 52.6,
        "total": -0.6
      }
    },
    "at_flip_fade": {
      "IS": {
        "n": 28,
        "avg": -0.106,
        "sharpe": -2.7,
        "wr": 39.3,
        "total": -3.0
      },
      "OOS": {
        "n": 12,
        "avg": 0.144,
        "sharpe": 8.08,
        "wr": 66.7,
        "total": 1.7
      }
    },
    "call_heavy_short": {
      "IS": {
        "n": 83,
        "avg": 0.098,
        "sharpe": 1.48,
        "wr": 47.0,
        "total": 8.0
      },
      "OOS": {
        "n": 26,
        "avg": -0.04,
        "sharpe": -1.8,
        "wr": 46.2,
        "total": -1.0
      }
    },
    "put_heavy_long": {
      "IS": {
        "n": 45,
        "avg": 0.245,
        "sharpe": 2.03,
        "wr": 53.3,
        "total": 10.7
      },
      "OOS": {
        "n": 12,
        "avg": 0.024,
        "sharpe": 0.38,
        "wr": 50.0,
        "total": 0.2
      }
    },
    "high_skew_long": {
      "IS": {
        "n": 132,
        "avg": 0.067,
        "sharpe": 0.87,
        "wr": 55.3,
        "total": 8.2
      },
      "OOS": {
        "n": 60,
        "avg": 0.067,
        "sharpe": 1.56,
        "wr": 51.7,
        "total": 4.0
      }
    },
    "low_skew_short": {
      "IS": {
        "n": 84,
        "avg": -0.075,
        "sharpe": -1.01,
        "wr": 47.6,
        "total": -6.6
      },
      "OOS": {
        "n": 22,
        "avg": 0.078,
        "sharpe": 1.37,
        "wr": 54.5,
        "total": 1.6
      }
    }
  }
}