{
  "n_obs": 90,
  "date_range": "2025-01-02 to 2026-02-19",
  "roro_alone_sharpe": 1.35,
  "best_method": "GEX filter (thr=0.5)",
  "best_sharpe": 1.39,
  "improvement": 0.04,
  "gex_es_corr_1d": -0.128,
  "recommend_add": false,
  "notes": "GEX does not meaningfully improve RORO. Non-linear relationship: slightly negative GEX (Q2) is sweet spot. Deep positive GEX predicts WORSE returns. Keep as separate overlay."
}