{
  "date": "2026-03-01T18:07:18.357932-08:00",
  "results": [
    {
      "label": "static_base",
      "ic": 0.12738397715541577,
      "sharpe": 6.342552395663528,
      "q5_wr": 0.6075949367088608,
      "mono": 0.8999999999999998,
      "n": 392
    },
    {
      "label": "rolling_ic_60d",
      "ic": 0.062063192352945155,
      "sharpe": 1.8606564354875377,
      "q5_wr": 0.5443037974683544,
      "mono": 0.3,
      "n": 392,
      "lookback": 60
    },
    {
      "label": "rolling_ic_90d",
      "ic": 0.054576028884836376,
      "sharpe": 1.342173742429998,
      "q5_wr": 0.5443037974683544,
      "mono": 0.49999999999999994,
      "n": 392,
      "lookback": 90
    },
    {
      "label": "rolling_ic_120d",
      "ic": 0.07154869913448288,
      "sharpe": 0.9336431637943343,
      "q5_wr": 0.5443037974683544,
      "mono": 0.6,
      "n": 392,
      "lookback": 120
    },
    {
      "label": "rolling_ic_180d",
      "ic": 0.09030993744992188,
      "sharpe": 2.480613412174973,
      "q5_wr": 0.569620253164557,
      "mono": 0.7999999999999999,
      "n": 392,
      "lookback": 180
    },
    {
      "label": "blend_50static_50rolling180d",
      "ic": 0.10588589899949359,
      "sharpe": 5.8733149101662745,
      "q5_wr": 0.5949367088607594,
      "mono": 0.8999999999999998,
      "n": 392
    },
    {
      "label": "blend_70static_30rolling180d",
      "ic": 0.11337146873352724,
      "sharpe": 6.306574481101044,
      "q5_wr": 0.620253164556962,
      "mono": 0.8999999999999998,
      "n": 392
    }
  ],
  "best_lookback": 180,
  "best_daily_weights_sample": {
    "2026-02-19": {
      "RORO": 0.0559,
      "FOMC": 0.0189,
      "PC_OI": 0.2663,
      "VPOC": 0.0266,
      "CorrDiv": 0.0189,
      "DOW": 0.0189,
      "GapFade": 0.0189,
      "VIX_TS": 0.348,
      "DeltaDiv": 0.2088,
      "OVN": 0.0189
    },
    "2026-02-20": {
      "RORO": 0.0698,
      "FOMC": 0.0188,
      "PC_OI": 0.2375,
      "VPOC": 0.0188,
      "CorrDiv": 0.0266,
      "DOW": 0.0188,
      "GapFade": 0.0188,
      "VIX_TS": 0.3727,
      "DeltaDiv": 0.1992,
      "OVN": 0.0188
    },
    "2026-02-23": {
      "RORO": 0.0656,
      "FOMC": 0.0202,
      "PC_OI": 0.2295,
      "VPOC": 0.0202,
      "CorrDiv": 0.0254,
      "DOW": 0.0202,
      "GapFade": 0.0202,
      "VIX_TS": 0.3709,
      "DeltaDiv": 0.2075,
      "OVN": 0.0202
    },
    "2026-02-24": {
      "RORO": 0.0535,
      "FOMC": 0.0202,
      "PC_OI": 0.2534,
      "VPOC": 0.0202,
      "CorrDiv": 0.0202,
      "DOW": 0.0202,
      "GapFade": 0.0202,
      "VIX_TS": 0.3503,
      "DeltaDiv": 0.2217,
      "OVN": 0.0202
    },
    "2026-02-25": {
      "RORO": 0.0361,
      "FOMC": 0.0212,
      "PC_OI": 0.2541,
      "VPOC": 0.0212,
      "CorrDiv": 0.0525,
      "DOW": 0.0212,
      "GapFade": 0.0291,
      "VIX_TS": 0.3258,
      "DeltaDiv": 0.2175,
      "OVN": 0.0212
    }
  },
  "recommendation": "Static weights are optimal \u2014 rolling IC does not reliably improve"
}