{
  "date_range": "2025-01-03 to 2026-03-02",
  "total_approaches": 11213,
  "total_decided": 11161,
  "overall_hold_rate": 0.46053221037541436,
  "level_type_hold_rates": {
    "ONH": {
      "n": 462,
      "hold_rate": 0.6948051948051948
    },
    "ONL": {
      "n": 737,
      "hold_rate": 0.47761194029850745
    },
    "PDC": {
      "n": 1077,
      "hold_rate": 0.4726090993500464
    },
    "PDH": {
      "n": 359,
      "hold_rate": 0.6629526462395543
    },
    "PDL": {
      "n": 563,
      "hold_rate": 0.43161634103019536
    },
    "ROUND": {
      "n": 5077,
      "hold_rate": 0.4439629702580264
    },
    "VAH": {
      "n": 993,
      "hold_rate": 0.39677744209466265
    },
    "VAL": {
      "n": 804,
      "hold_rate": 0.44154228855721395
    },
    "VPOC": {
      "n": 1089,
      "hold_rate": 0.43526170798898073
    }
  },
  "predictors": {
    "gex": {
      "pos_hold_rate": 0.4841192411924119,
      "neg_hold_rate": 0.33351678591084205,
      "z_stat": 11.774427142538622,
      "p_value": 0.0
    },
    "delta_divergence": {
      "divergent_hold_rate": 0.42913214129960753,
      "confirming_hold_rate": 0.4686513306269734,
      "z_stat": -3.3842199219347604,
      "p_value": 0.0007138080330981733
    },
    "volume_surge": {
      "high_vol_hold_rate": 0.44420508401551057,
      "low_vol_hold_rate": 0.4032744506678156,
      "z_stat": 2.821708199764475,
      "p_value": 0.004776861953475597
    },
    "vix": {
      "low": {
        "hold_rate": 0.5953488372093023,
        "n": 860
      },
      "medium": {
        "hold_rate": 0.5018895348837209,
        "n": 6880
      },
      "high": {
        "hold_rate": 0.33535292335655864,
        "n": 3301
      }
    },
    "prior_touches": {
      "first_touch_hold_rate": 0.4276553106212425,
      "repeat_touch_hold_rate": 0.46999769213016385,
      "z_stat": -3.7390009815622918,
      "p_value": 0.00018475300579900988
    },
    "vix_decomp": {
      "z_stat": -0.011867322050030235,
      "p_value": 0.9905314692061848
    }
  },
  "model": {
    "is_accuracy": 0.6482334869431644,
    "is_auc": 0.6814875898346999,
    "is_brier": 0.22622086110436276,
    "oos_accuracy": 0.6115258286055539,
    "oos_auc": 0.6498993812051849,
    "oos_brier": 0.23486535359658947,
    "sign_flip": "False",
    "n_is": 7812,
    "n_oos": 3349,
    "quintiles": [
      {
        "quintile": "Q1_most_break",
        "n": 670,
        "actual_hold_rate": 0.31044776119402984
      },
      {
        "quintile": "Q2",
        "n": 672,
        "actual_hold_rate": 0.34226190476190477
      },
      {
        "quintile": "Q3",
        "n": 667,
        "actual_hold_rate": 0.43478260869565216
      },
      {
        "quintile": "Q4",
        "n": 670,
        "actual_hold_rate": 0.5507462686567164
      },
      {
        "quintile": "Q5_most_hold",
        "n": 670,
        "actual_hold_rate": 0.655223880597015
      }
    ],
    "features": [
      {
        "name": "lt_VAH",
        "coef": -1.5622383332330005
      },
      {
        "name": "lt_VPOC",
        "coef": -1.5350131078081528
      },
      {
        "name": "lt_VAL",
        "coef": -1.5202607920323086
      },
      {
        "name": "lt_PDL",
        "coef": -1.422610051544024
      },
      {
        "name": "lt_ONL",
        "coef": -1.4009518975347897
      },
      {
        "name": "lt_ROUND",
        "coef": -1.3494611801077776
      },
      {
        "name": "lt_PDC",
        "coef": -1.3034503762141405
      },
      {
        "name": "dir_from_below",
        "coef": -0.6489904254669617
      },
      {
        "name": "lt_PDH",
        "coef": -0.17810816598269955
      },
      {
        "name": "hour_norm",
        "coef": 0.1354187856678048
      },
      {
        "name": "is_first_touch",
        "coef": -0.1329135561243479
      },
      {
        "name": "gex_positive",
        "coef": 0.08730440217316698
      },
      {
        "name": "vix_clean",
        "coef": -0.0784753042556518
      },
      {
        "name": "vol_ratio_clean",
        "coef": 0.05689951272982772
      },
      {
        "name": "delta_div_flag",
        "coef": -0.027559102834278384
      },
      {
        "name": "call_grad_clean",
        "coef": 0.010505402353026688
      },
      {
        "name": "put_grad_clean",
        "coef": 0.0015246327992715653
      }
    ]
  }
}