{
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    "n_dates": 294,
    "n_events": 3234,
    "is_dates": "2025-01-02 to 2025-10-22",
    "oos_dates": "2025-10-23 to 2026-02-27",
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          "n": 114
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      {
        "hit_rate": 0.6325,
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      {
        "hit_rate": 0.6633,
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        "quintile": "top"
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      {
        "hit_rate": 0.6495,
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      {
        "hit_rate": 0.642,
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      {
        "hit_rate": 0.6138,
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      {
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        "hit_rate": 0.5873,
        "direction": "LONG",
        "n": 189,
        "hr_up": 0.5873,
        "rule": "Range Consumed BOT Q",
        "indicator": "range_consumed",
        "quintile": "bot"
      }
    ]
  },
  "combo_rules": {
    "1h": [
      {
        "rule": "Session Cum Delta(T) + Call Gradient \u0394(T)",
        "hit_rate": 0.7188,
        "direction": "LONG",
        "n": 32,
        "indicators": [
          "session_cum_delta",
          "call_grad_change"
        ]
      },
      {
        "rule": "Put Gradient \u0394(T) + Session Cum Delta(T)",
        "hit_rate": 0.7097,
        "direction": "LONG",
        "n": 31,
        "indicators": [
          "put_grad_change",
          "session_cum_delta"
        ]
      },
      {
        "rule": "Price Mom 60m(T) + Tail Asymmetry \u0394(B)",
        "hit_rate": 0.6842,
        "direction": "LONG",
        "n": 38,
        "indicators": [
          "price_mom_60m",
          "tail_asym_change"
        ]
      },
      {
        "rule": "Put Gradient \u0394(T) + Price Mom 60m(T)",
        "hit_rate": 0.6774,
        "direction": "LONG",
        "n": 31,
        "indicators": [
          "put_grad_change",
          "price_mom_60m"
        ]
      },
      {
        "rule": "Price Mom 60m(T) + Call Gradient \u0394(T)",
        "hit_rate": 0.6765,
        "direction": "LONG",
        "n": 34,
        "indicators": [
          "price_mom_60m",
          "call_grad_change"
        ]
      }
    ],
    "2h": [
      {
        "rule": "60-Min Delta(T) + Up Convexity Level(B)",
        "hit_rate": 0.8,
        "direction": "LONG",
        "n": 20,
        "indicators": [
          "delta_60m",
          "up_conv_level"
        ]
      },
      {
        "rule": "VIX Level(T) + Call Gradient \u0394(T)",
        "hit_rate": 0.8,
        "direction": "LONG",
        "n": 15,
        "indicators": [
          "vix_level",
          "call_grad_change"
        ]
      },
      {
        "rule": "60-Min Delta(T) + Tail Asymmetry(T)",
        "hit_rate": 0.7692,
        "direction": "LONG",
        "n": 26,
        "indicators": [
          "delta_60m",
          "tail_asymmetry"
        ]
      },
      {
        "rule": "Up Convexity Level(B) + Buy Volume Ratio(T)",
        "hit_rate": 0.7619,
        "direction": "LONG",
        "n": 21,
        "indicators": [
          "up_conv_level",
          "buy_vol_ratio"
        ]
      },
      {
        "rule": "Up Convexity Level(B) + Session Cum Delta(T)",
        "hit_rate": 0.75,
        "direction": "LONG",
        "n": 20,
        "indicators": [
          "up_conv_level",
          "session_cum_delta"
        ]
      }
    ],
    "3h": [
      {
        "rule": "Tail Asymmetry(T) + 60-Min Delta(T)",
        "hit_rate": 0.9412,
        "direction": "LONG",
        "n": 17,
        "indicators": [
          "tail_asymmetry",
          "delta_60m"
        ]
      },
      {
        "rule": "Tail Asymmetry(T) + 30-Min Delta(T)",
        "hit_rate": 0.8333,
        "direction": "LONG",
        "n": 18,
        "indicators": [
          "tail_asymmetry",
          "delta_30m"
        ]
      },
      {
        "rule": "Tail Asymmetry(T) + Price Mom 60m(T)",
        "hit_rate": 0.8095,
        "direction": "LONG",
        "n": 21,
        "indicators": [
          "tail_asymmetry",
          "price_mom_60m"
        ]
      },
      {
        "rule": "Up Convexity Level(B) + Price Mom 60m(T)",
        "hit_rate": 0.75,
        "direction": "LONG",
        "n": 24,
        "indicators": [
          "up_conv_level",
          "price_mom_60m"
        ]
      },
      {
        "rule": "0DTE GEX %(T) + Price Mom 30m(T)",
        "hit_rate": 0.7407,
        "direction": "LONG",
        "n": 27,
        "indicators": [
          "dte0_gex_pct",
          "price_mom_30m"
        ]
      }
    ],
    "eod": [
      {
        "rule": "Tail Asymmetry(T) + Call Gradient Level(B)",
        "hit_rate": 0.7222,
        "direction": "LONG",
        "n": 18,
        "indicators": [
          "tail_asymmetry",
          "call_grad_level"
        ]
      },
      {
        "rule": "0DTE GEX %(T) + VIX Level(T)",
        "hit_rate": 0.7083,
        "direction": "LONG",
        "n": 48,
        "indicators": [
          "dte0_gex_pct",
          "vix_level"
        ]
      },
      {
        "rule": "Tail Asymmetry(T) + 60-Min Delta(T)",
        "hit_rate": 0.6944,
        "direction": "LONG",
        "n": 36,
        "indicators": [
          "tail_asymmetry",
          "delta_60m"
        ]
      },
      {
        "rule": "Delta-Price Corr(T) + VIX Level(T)",
        "hit_rate": 0.6842,
        "direction": "LONG",
        "n": 38,
        "indicators": [
          "delta_price_corr",
          "vix_level"
        ]
      },
      {
        "rule": "Range Consumed(B) + Delta-Price Corr(T)",
        "hit_rate": 0.6829,
        "direction": "LONG",
        "n": 41,
        "indicators": [
          "range_consumed",
          "delta_price_corr"
        ]
      }
    ]
  },
  "time_results": {
    "Morning (10-11:30)": {
      "1h": {
        "n": 264,
        "n_sig_indicators": 6,
        "mean_sig_ic": 0.12433,
        "base_up_rate": 0.5568,
        "auc_oos": 0.5876
      },
      "2h": {
        "n": 261,
        "n_sig_indicators": 2,
        "mean_sig_ic": 0.11779,
        "base_up_rate": 0.5747,
        "auc_oos": 0.569
      },
      "3h": {
        "n": 253,
        "n_sig_indicators": 1,
        "mean_sig_ic": 0.13881,
        "base_up_rate": 0.5613,
        "auc_oos": 0.5391
      },
      "eod": {
        "n": 267,
        "n_sig_indicators": 1,
        "mean_sig_ic": 0.12733,
        "base_up_rate": 0.5581,
        "auc_oos": 0.5337
      }
    },
    "Midday (11:30-1:30)": {
      "1h": {
        "n": 334,
        "n_sig_indicators": 1,
        "mean_sig_ic": 0.11879,
        "base_up_rate": 0.5689,
        "auc_oos": 0.5271
      },
      "2h": {
        "n": 329,
        "n_sig_indicators": 1,
        "mean_sig_ic": 0.10805,
        "base_up_rate": 0.5653,
        "auc_oos": 0.541
      },
      "3h": {
        "n": 235,
        "n_sig_indicators": 1,
        "mean_sig_ic": 0.14791,
        "base_up_rate": 0.566,
        "auc_oos": 0.5904
      },
      "eod": {
        "n": 349,
        "n_sig_indicators": 4,
        "mean_sig_ic": 0.1245,
        "base_up_rate": 0.4871,
        "auc_oos": 0.4965
      }
    },
    "Afternoon (1:30-3)": {
      "1h": {
        "n": 236,
        "n_sig_indicators": 7,
        "mean_sig_ic": 0.13639,
        "base_up_rate": 0.5169,
        "auc_oos": 0.5793
      },
      "2h": {
        "n": 77,
        "n_sig_indicators": 3,
        "mean_sig_ic": 0.21705,
        "base_up_rate": 0.5455,
        "auc_oos": null
      },
      "eod": {
        "n": 249,
        "n_sig_indicators": 6,
        "mean_sig_ic": 0.13203,
        "base_up_rate": 0.4217,
        "auc_oos": 0.5758
      }
    }
  }
}