{
  "date": "2026-04-15T14:14:38.923229-08:00",
  "composite_score": 4.7,
  "regime": "NEUTRAL",
  "confidence": 0.59,
  "signal_timestamp": "2026-04-15T14:14:38.662682-08:00",
  "thresholds": {
    "q20": -10.1,
    "q40": 2.2,
    "q60": 30.4,
    "q80": 37.5,
    "n_obs": 33,
    "source": "history"
  },
  "stance": "BASE",
  "contracts": 1,
  "reason": "Q3 \u2014 neutral, base position [VIX=25.8>25: 1\u21921ct] [TRACE_VOL=0.81x: compressed, holding position]",
  "should_rebalance": false,
  "rebalance_reason": "0 days since last rebalance (<5, hold current)",
  "position_change": 0,
  "prior_contracts": 1,
  "es_price": 6701.0,
  "price_source": "daily CSV (2026-03-13 00:00:00)",
  "risk": {
    "stop_price": 6661.0,
    "stop_distance_pts": 40.0,
    "target_price": 6761.0,
    "target_distance_pts": 60.0,
    "max_risk_dollars": 2000,
    "entry_cost": 29.62,
    "risk_reward": 1.5,
    "margin_required": 15000
  },
  "signal_summary": {
    "bullish": [
      {
        "name": "VIX Term Structure",
        "signal": 0.5820000000000001,
        "weight": 0.15,
        "detail": "VIX1D/VIX=0.8871, VRP pct=0.98"
      },
      {
        "name": "Delta Divergence",
        "signal": 0.2013,
        "weight": 0.3,
        "detail": "\u0394P corr=0.685 (z=0.006), pctl=74"
      },
      {
        "name": "P/C OI Ratio",
        "signal": 0.49979999999999997,
        "weight": 0.05,
        "detail": "P/C 1.884 (P71, z=0.6)"
      }
    ],
    "bearish": [
      {
        "name": "VIX Decomposition",
        "signal": -0.5633,
        "weight": 0.25,
        "detail": "DC z=-1.06, TA z=+1.72 \u2192 BEARISH, sticky-dom [STICKY SPIKE]"
      }
    ],
    "neutral": []
  },
  "capital": 100000,
  "max_pos": 2,
  "range_forecast": {
    "expected_range_pct": 1.776,
    "range_regime": "NORMAL",
    "opportunity_score": 0.5,
    "atm_concentration": 0.4814,
    "data_date": "2026-03-02"
  },
  "strategy": "Risk-Managed Composite (OOS Sharpe 0.89, PF 2.95, MaxDD -39%)",
  "rules": {
    "direction": "LONG ONLY \u2014 never short ES",
    "rebalance": "Every 5 trading days",
    "sizing": "Q1=flat, Q2-Q3=1ct, Q4=2ct, Q5=3ct (per $100K)",
    "vix_scaling": "VIX > 25 \u2192 reduce position by 2 contracts (min 1)",
    "circuit_breaker": "-15% DD \u2192 flat for 20 trading days",
    "instrument": "ES (E-mini S&P 500 futures)"
  }
}