{
  "timestamp": "2026-03-04T20:08:38.837734",
  "active_signals": {
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      "name": "DeltaDiv",
      "n_obs": 735,
      "date_range": "2023-03-01 to 2026-02-24",
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      "hit_rate_full": 0.5224,
      "quintiles": {
        "0": {
          "mean_bps": -0.3,
          "win_rate": 0.497,
          "n": 147
        },
        "1": {
          "mean_bps": -6.9,
          "win_rate": 0.51,
          "n": 147
        },
        "2": {
          "mean_bps": 6.5,
          "win_rate": 0.551,
          "n": 147
        },
        "3": {
          "mean_bps": 9.1,
          "win_rate": 0.605,
          "n": 147
        },
        "4": {
          "mean_bps": 17.6,
          "win_rate": 0.599,
          "n": 147
        }
      },
      "monotonic": false,
      "q1_q5_spread": 17.9,
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      "ic_30d_mean": 0.0789,
      "ic_30d_pct_pos": 0.662,
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      "ic_60d_mean": 0.0809,
      "ic_60d_pct_pos": 0.7436,
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      "ic_90d_mean": 0.084,
      "ic_90d_pct_pos": 0.8133,
      "ic_120d": 0.1034,
      "ic_120d_mean": 0.0841,
      "ic_120d_pct_pos": 0.8891,
      "ic_60d_recent": 0.0321,
      "hr_60d_recent": 0.5333,
      "ic_is": 0.0616,
      "ic_oos": 0.1241,
      "is_oos_consistent": "True",
      "v4_weight": 0.3
    },
    "VIXDecomp": {
      "name": "VIXDecomp",
      "n_obs": 276,
      "date_range": "2025-01-15 to 2026-02-24",
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      "hit_rate_full": 0.4964,
      "quintiles": {
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          "mean_bps": -27.9,
          "win_rate": 0.446,
          "n": 56
        },
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          "mean_bps": -2.6,
          "win_rate": 0.545,
          "n": 55
        },
        "2": {
          "mean_bps": 27.3,
          "win_rate": 0.673,
          "n": 55
        },
        "3": {
          "mean_bps": 13.1,
          "win_rate": 0.509,
          "n": 55
        },
        "4": {
          "mean_bps": 14.9,
          "win_rate": 0.6,
          "n": 55
        }
      },
      "monotonic": false,
      "q1_q5_spread": 42.8,
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      "ic_30d_mean": 0.144,
      "ic_30d_pct_pos": 0.8053,
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      "ic_60d_mean": 0.1438,
      "ic_60d_pct_pos": 0.8826,
      "ic_90d": 0.2909,
      "ic_90d_mean": 0.1392,
      "ic_90d_pct_pos": 0.9655,
      "ic_120d": 0.1793,
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      "ic_120d_pct_pos": 1.0,
      "ic_60d_recent": 0.3178,
      "hr_60d_recent": 0.45,
      "ic_is": 0.1444,
      "ic_oos": 0.2796,
      "is_oos_consistent": "True",
      "v4_weight": 0.25
    },
    "DOW": {
      "name": "DOW",
      "n_obs": 1255,
      "date_range": "2021-02-22 to 2026-02-24",
      "ic_full": -0.0024,
      "hit_rate_full": 0.1928,
      "quintiles": {
        "0": {
          "mean_bps": 4.9,
          "win_rate": 0.54,
          "n": 1021
        },
        "1": {
          "mean_bps": 3.0,
          "win_rate": 0.504,
          "n": 234
        }
      },
      "monotonic": true,
      "q1_q5_spread": -1.9,
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      "ic_30d_mean": -0.0038,
      "ic_30d_pct_pos": 0.5101,
      "ic_60d": 0.0041,
      "ic_60d_mean": -0.0041,
      "ic_60d_pct_pos": 0.4902,
      "ic_90d": -0.0321,
      "ic_90d_mean": -0.003,
      "ic_90d_pct_pos": 0.4806,
      "ic_120d": -0.0576,
      "ic_120d_mean": -0.0015,
      "ic_120d_pct_pos": 0.459,
      "ic_60d_recent": 0.0041,
      "hr_60d_recent": 0.2,
      "ic_is": 0.0085,
      "ic_oos": -0.0308,
      "is_oos_consistent": "False",
      "v4_weight": 0.25
    },
    "VIX_TS": {
      "name": "VIX_TS",
      "n_obs": 651,
      "date_range": "2023-07-19 to 2026-02-24",
      "ic_full": 0.0591,
      "hit_rate_full": 0.4977,
      "quintiles": {
        "0": {
          "mean_bps": -5.0,
          "win_rate": 0.47,
          "n": 132
        },
        "1": {
          "mean_bps": 8.5,
          "win_rate": 0.605,
          "n": 129
        },
        "2": {
          "mean_bps": 8.9,
          "win_rate": 0.554,
          "n": 130
        },
        "3": {
          "mean_bps": 8.5,
          "win_rate": 0.608,
          "n": 130
        },
        "4": {
          "mean_bps": 10.9,
          "win_rate": 0.531,
          "n": 130
        }
      },
      "monotonic": false,
      "q1_q5_spread": 15.9,
      "ic_30d": 0.1361,
      "ic_30d_mean": 0.1338,
      "ic_30d_pct_pos": 0.7425,
      "ic_60d": 0.0777,
      "ic_60d_mean": 0.1042,
      "ic_60d_pct_pos": 0.7878,
      "ic_90d": 0.0967,
      "ic_90d_mean": 0.0899,
      "ic_90d_pct_pos": 0.7974,
      "ic_120d": 0.1251,
      "ic_120d_mean": 0.0765,
      "ic_120d_pct_pos": 0.8716,
      "ic_60d_recent": 0.0777,
      "hr_60d_recent": 0.5333,
      "ic_is": 0.0288,
      "ic_oos": 0.1621,
      "is_oos_consistent": "True",
      "v4_weight": 0.15
    },
    "PC_OI": {
      "name": "PC_OI",
      "n_obs": 477,
      "date_range": "2024-03-27 to 2026-02-24",
      "ic_full": 0.0675,
      "hit_rate_full": 0.4969,
      "quintiles": {
        "0": {
          "mean_bps": 0.4,
          "win_rate": 0.521,
          "n": 192
        },
        "1": {
          "mean_bps": 8.2,
          "win_rate": 0.596,
          "n": 94
        },
        "2": {
          "mean_bps": -14.8,
          "win_rate": 0.505,
          "n": 97
        },
        "3": {
          "mean_bps": 34.2,
          "win_rate": 0.67,
          "n": 94
        }
      },
      "monotonic": false,
      "q1_q5_spread": 33.8,
      "ic_30d": -0.0267,
      "ic_30d_mean": 0.1005,
      "ic_30d_pct_pos": 0.6868,
      "ic_60d": -0.0137,
      "ic_60d_mean": 0.09,
      "ic_60d_pct_pos": 0.6808,
      "ic_90d": 0.1262,
      "ic_90d_mean": 0.0858,
      "ic_90d_pct_pos": 0.7667,
      "ic_120d": 0.2009,
      "ic_120d_mean": 0.0778,
      "ic_120d_pct_pos": 0.7943,
      "ic_60d_recent": -0.0137,
      "hr_60d_recent": 0.5167,
      "ic_is": 0.0401,
      "ic_oos": 0.1548,
      "is_oos_consistent": "True",
      "v4_weight": 0.05
    }
  },
  "candidates": {
    "CorrDiv": {
      "name": "CorrDiv",
      "n_obs": 1186,
      "date_range": "2021-06-01 to 2026-02-24",
      "ic_full": 0.0345,
      "hit_rate_full": 0.5185,
      "quintiles": {
        "0": {
          "mean_bps": 0.4,
          "win_rate": 0.514,
          "n": 475
        },
        "1": {
          "mean_bps": 4.0,
          "win_rate": 0.536,
          "n": 237
        },
        "2": {
          "mean_bps": 7.9,
          "win_rate": 0.549,
          "n": 474
        }
      },
      "monotonic": true,
      "q1_q5_spread": 7.5,
      "ic_30d": 0.3211,
      "ic_30d_mean": NaN,
      "ic_30d_pct_pos": 0.5364,
      "ic_60d": 0.1976,
      "ic_60d_mean": 0.0118,
      "ic_60d_pct_pos": 0.5583,
      "ic_90d": 0.0821,
      "ic_90d_mean": 0.0173,
      "ic_90d_pct_pos": 0.6138,
      "ic_120d": 0.0712,
      "ic_120d_mean": 0.0231,
      "ic_120d_pct_pos": 0.6664,
      "ic_60d_recent": 0.1976,
      "hr_60d_recent": 0.5333,
      "ic_is": 0.0307,
      "ic_oos": 0.0447,
      "is_oos_consistent": "True",
      "v4_weight": 0
    },
    "RORO": {
      "name": "RORO",
      "n_obs": 1184,
      "date_range": "2021-04-01 to 2026-02-24",
      "ic_full": 0.069,
      "hit_rate_full": 0.5346,
      "quintiles": {
        "0": {
          "mean_bps": -6.9,
          "win_rate": 0.468,
          "n": 237
        },
        "1": {
          "mean_bps": 5.2,
          "win_rate": 0.544,
          "n": 237
        },
        "2": {
          "mean_bps": -1.4,
          "win_rate": 0.5,
          "n": 236
        },
        "3": {
          "mean_bps": 13.2,
          "win_rate": 0.561,
          "n": 237
        },
        "4": {
          "mean_bps": 10.4,
          "win_rate": 0.582,
          "n": 237
        }
      },
      "monotonic": false,
      "q1_q5_spread": 17.3,
      "ic_30d": -0.2015,
      "ic_30d_mean": 0.046,
      "ic_30d_pct_pos": 0.6393,
      "ic_60d": -0.0705,
      "ic_60d_mean": 0.0647,
      "ic_60d_pct_pos": 0.7074,
      "ic_90d": 0.0368,
      "ic_90d_mean": 0.0695,
      "ic_90d_pct_pos": 0.7465,
      "ic_120d": 0.0279,
      "ic_120d_mean": 0.0718,
      "ic_120d_pct_pos": 0.8169,
      "ic_60d_recent": -0.0705,
      "hr_60d_recent": 0.5,
      "ic_is": 0.064,
      "ic_oos": 0.0832,
      "is_oos_consistent": "True",
      "v4_weight": 0
    },
    "VPOC": {
      "name": "VPOC",
      "n_obs": 283,
      "date_range": "2025-01-03 to 2026-02-24",
      "ic_full": 0.0465,
      "hit_rate_full": 0.5336,
      "quintiles": {
        "0": {
          "mean_bps": 3.4,
          "win_rate": 0.526,
          "n": 57
        },
        "1": {
          "mean_bps": -0.4,
          "win_rate": 0.536,
          "n": 56
        },
        "2": {
          "mean_bps": -6.4,
          "win_rate": 0.509,
          "n": 57
        },
        "3": {
          "mean_bps": 8.5,
          "win_rate": 0.571,
          "n": 56
        },
        "4": {
          "mean_bps": 18.6,
          "win_rate": 0.649,
          "n": 57
        }
      },
      "monotonic": false,
      "q1_q5_spread": 15.2,
      "ic_30d": 0.0386,
      "ic_30d_mean": 0.0831,
      "ic_30d_pct_pos": 0.7175,
      "ic_60d": -0.0148,
      "ic_60d_mean": 0.0761,
      "ic_60d_pct_pos": 0.8465,
      "ic_90d": -0.01,
      "ic_90d_mean": 0.0714,
      "ic_90d_pct_pos": 0.9247,
      "ic_120d": 0.0431,
      "ic_120d_mean": 0.062,
      "ic_120d_pct_pos": 0.9643,
      "ic_60d_recent": -0.0148,
      "hr_60d_recent": 0.5167,
      "ic_is": 0.0666,
      "ic_oos": -0.0057,
      "is_oos_consistent": "False",
      "v4_weight": 0
    },
    "GapFade": {
      "name": "GapFade",
      "n_obs": 283,
      "date_range": "2025-01-03 to 2026-02-24",
      "ic_full": 0.0043,
      "hit_rate_full": 0.4134,
      "quintiles": {
        "0": {
          "mean_bps": 17.6,
          "win_rate": 0.632,
          "n": 57
        },
        "1": {
          "mean_bps": 1.7,
          "win_rate": 0.482,
          "n": 56
        },
        "2": {
          "mean_bps": -7.4,
          "win_rate": 0.475,
          "n": 80
        },
        "3": {
          "mean_bps": -5.7,
          "win_rate": 0.606,
          "n": 33
        },
        "4": {
          "mean_bps": 17.9,
          "win_rate": 0.649,
          "n": 57
        }
      },
      "monotonic": false,
      "q1_q5_spread": 0.3,
      "ic_30d": 0.3708,
      "ic_30d_mean": 0.0347,
      "ic_30d_pct_pos": 0.5576,
      "ic_60d": 0.0575,
      "ic_60d_mean": 0.0247,
      "ic_60d_pct_pos": 0.5197,
      "ic_90d": 0.0196,
      "ic_90d_mean": 0.0184,
      "ic_90d_pct_pos": 0.5146,
      "ic_120d": 0.0049,
      "ic_120d_mean": 0.004,
      "ic_120d_pct_pos": 0.3571,
      "ic_60d_recent": 0.0575,
      "hr_60d_recent": 0.4167,
      "ic_is": 0.007,
      "ic_oos": -0.0042,
      "is_oos_consistent": "False",
      "v4_weight": 0
    },
    "OVN": {
      "name": "OVN",
      "n_obs": 284,
      "date_range": "2025-01-02 to 2026-02-24",
      "ic_full": 0.0151,
      "hit_rate_full": 0.4366,
      "quintiles": {
        "0": {
          "mean_bps": -10.2,
          "win_rate": 0.509,
          "n": 57
        },
        "1": {
          "mean_bps": 16.5,
          "win_rate": 0.614,
          "n": 57
        },
        "2": {
          "mean_bps": 12.1,
          "win_rate": 0.643,
          "n": 56
        },
        "3": {
          "mean_bps": -3.6,
          "win_rate": 0.421,
          "n": 57
        },
        "4": {
          "mean_bps": 11.0,
          "win_rate": 0.614,
          "n": 57
        }
      },
      "monotonic": false,
      "q1_q5_spread": 21.2,
      "ic_30d": -0.2545,
      "ic_30d_mean": -0.0182,
      "ic_30d_pct_pos": 0.4682,
      "ic_60d": -0.1371,
      "ic_60d_mean": 0.0113,
      "ic_60d_pct_pos": 0.5804,
      "ic_90d": -0.0624,
      "ic_90d_mean": 0.0202,
      "ic_90d_pct_pos": 0.7125,
      "ic_120d": -0.002,
      "ic_120d_mean": 0.0219,
      "ic_120d_pct_pos": 0.6533,
      "ic_60d_recent": -0.1371,
      "hr_60d_recent": 0.35,
      "ic_is": 0.0298,
      "ic_oos": -0.0506,
      "is_oos_consistent": "False",
      "v4_weight": 0
    }
  },
  "composite_v4": {
    "ic": 0.053,
    "hit_rate": 0.3857,
    "n_days": 1255,
    "date_range": "2021-02-22 to 2026-02-24"
  },
  "composite_alt1": {
    "ic": 0.0538,
    "hit_rate": 0.5068,
    "n_days": 1255,
    "date_range": "2021-02-22 to 2026-02-24"
  },
  "composite_alt2": {
    "ic": 0.055,
    "hit_rate": 0.5131,
    "n_days": 1255,
    "date_range": "2021-02-22 to 2026-02-24"
  },
  "composite_top5": {
    "ic": 0.0547,
    "hit_rate": 0.4948,
    "n_days": 1255,
    "date_range": "2021-02-22 to 2026-02-24"
  },
  "recommendations": [
    "\ud83d\udd34 DOW (25%): Full IC near zero, 60d hit rate collapsing. RECOMMENDATION: Reduce to 10% or replace with CorrDiv."
  ]
}