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      "name": "VPOC_Proximity_MR",
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      "n_is": 203,
      "n_oos": 88,
      "is_sharpe": 1.73,
      "is_avg_ret": 6.576,
      "is_hit_rate": 0.507,
      "is_n_trades": 201,
      "is_total_pnl": 1321.8,
      "is_pnl_per_trade": 6.576,
      "oos_sharpe": 2.72,
      "oos_avg_ret": 7.503,
      "oos_hit_rate": 0.598,
      "oos_n_trades": 87,
      "oos_total_pnl": 652.8,
      "oos_pnl_per_trade": 7.503
    },
    "quantiles": {
      "name": "VPOC_Distance_Quantiles",
      "is_quantiles": [
        {
          "q": 0,
          "n": 51,
          "mean_ret": 18.123,
          "sharpe": 3.13
        },
        {
          "q": 1,
          "n": 50,
          "mean_ret": 1.65,
          "sharpe": 0.75
        },
        {
          "q": 2,
          "n": 50,
          "mean_ret": -3.275,
          "sharpe": -1.15
        },
        {
          "q": 3,
          "n": 50,
          "mean_ret": -8.535,
          "sharpe": -2.54
        }
      ],
      "oos_quantiles": [
        {
          "q": 0,
          "n": 23,
          "mean_ret": 3.207,
          "sharpe": 1.26
        },
        {
          "q": 1,
          "n": 21,
          "mean_ret": 9.44,
          "sharpe": 4.66
        },
        {
          "q": 2,
          "n": 21,
          "mean_ret": -11.19,
          "sharpe": -5.42
        },
        {
          "q": 3,
          "n": 22,
          "mean_ret": -7.761,
          "sharpe": -1.9
        }
      ]
    }
  },
  "va_breakout": {
    "directional": {
      "name": "VA_Breakout",
      "n_total": 291,
      "n_is": 203,
      "n_oos": 88,
      "is_sharpe": -2.18,
      "is_avg_ret": -6.215,
      "is_hit_rate": 0.426,
      "is_n_trades": 101,
      "is_total_pnl": -627.8,
      "is_pnl_per_trade": -6.215,
      "oos_sharpe": -2.33,
      "oos_avg_ret": -6.625,
      "oos_hit_rate": 0.472,
      "oos_n_trades": 36,
      "oos_total_pnl": -238.5,
      "oos_pnl_per_trade": -6.625
    },
    "categories": {
      "name": "VA_Breakout_Categories",
      "is_categories": [
        {
          "category": "inside_va",
          "n": 102,
          "mean_ret": 6.966,
          "sharpe": 1.53,
          "hit_rate": 0.549
        },
        {
          "category": "above_vah",
          "n": 66,
          "mean_ret": -6.269,
          "sharpe": -2.95,
          "hit_rate": 0.439
        },
        {
          "category": "below_val",
          "n": 35,
          "mean_ret": 4.671,
          "sharpe": 1.19,
          "hit_rate": 0.6
        }
      ],
      "oos_categories": [
        {
          "category": "inside_va",
          "n": 52,
          "mean_ret": 0.885,
          "sharpe": 0.32,
          "hit_rate": 0.481
        },
        {
          "category": "above_vah",
          "n": 21,
          "mean_ret": -9.583,
          "sharpe": -2.94,
          "hit_rate": 0.476
        },
        {
          "category": "below_val",
          "n": 15,
          "mean_ret": 1.283,
          "sharpe": 0.55,
          "hit_rate": 0.533
        }
      ]
    }
  },
  "va_width_vol": {
    "name": "VA_Width_Vol_Predict",
    "is_categories": [
      {
        "category": "narrow_va",
        "n": 53,
        "avg_next_range": 58.4,
        "avg_abs_ret": 29.63
      },
      {
        "category": "neutral",
        "n": 86,
        "avg_next_range": 63.72,
        "avg_abs_ret": 33.42
      },
      {
        "category": "wide_va",
        "n": 51,
        "avg_next_range": 98.29,
        "avg_abs_ret": 53.74
      }
    ],
    "oos_categories": [
      {
        "category": "narrow_va",
        "n": 19,
        "avg_next_range": 47.24,
        "avg_abs_ret": 24.32
      },
      {
        "category": "neutral",
        "n": 42,
        "avg_next_range": 65.17,
        "avg_abs_ret": 34.71
      },
      {
        "category": "wide_va",
        "n": 21,
        "avg_next_range": 85.77,
        "avg_abs_ret": 35.07
      }
    ]
  },
  "vpoc_migration": {
    "name": "VPOC_Migration_5d",
    "n_total": 287,
    "n_is": 200,
    "n_oos": 87,
    "is_sharpe": -0.42,
    "is_avg_ret": -1.606,
    "is_hit_rate": 0.482,
    "is_n_trades": 195,
    "is_total_pnl": -313.2,
    "is_pnl_per_trade": -1.606,
    "oos_sharpe": 0.24,
    "oos_avg_ret": 0.663,
    "oos_hit_rate": 0.5,
    "oos_n_trades": 86,
    "oos_total_pnl": 57.0,
    "oos_pnl_per_trade": 0.663
  },
  "open_vs_vpoc": {
    "name": "Open_vs_VPOC",
    "n_total": 291,
    "n_is": 203,
    "n_oos": 88,
    "is_sharpe": -2.04,
    "is_avg_ret": -7.723,
    "is_hit_rate": 0.458,
    "is_n_trades": 203,
    "is_total_pnl": -1567.8,
    "is_pnl_per_trade": -7.723,
    "oos_sharpe": -3.06,
    "oos_avg_ret": -8.386,
    "oos_hit_rate": 0.398,
    "oos_n_trades": 88,
    "oos_total_pnl": -738.0,
    "oos_pnl_per_trade": -8.386
  },
  "composite_vpoc": {
    "name": "Composite_VPOC_5d_MR",
    "n_total": 287,
    "n_is": 200,
    "n_oos": 87,
    "is_sharpe": 2.19,
    "is_avg_ret": 8.279,
    "is_hit_rate": 0.535,
    "is_n_trades": 200,
    "is_total_pnl": 1655.8,
    "is_pnl_per_trade": 8.279,
    "oos_sharpe": 2.74,
    "oos_avg_ret": 7.486,
    "oos_hit_rate": 0.552,
    "oos_n_trades": 87,
    "oos_total_pnl": 651.2,
    "oos_pnl_per_trade": 7.486
  },
  "hvn_mr": {
    "name": "HVN_MR",
    "n_total": 291,
    "n_is": 203,
    "n_oos": 88,
    "is_sharpe": 1.22,
    "is_avg_ret": 4.767,
    "is_hit_rate": 0.504,
    "is_n_trades": 129,
    "is_total_pnl": 615.0,
    "is_pnl_per_trade": 4.767,
    "oos_sharpe": -0.88,
    "oos_avg_ret": -2.258,
    "oos_hit_rate": 0.508,
    "oos_n_trades": 63,
    "oos_total_pnl": -142.2,
    "oos_pnl_per_trade": -2.258
  },
  "hvn_proximity_effect": {
    "near_hvn_avg_abs_ret": 36.57,
    "far_hvn_avg_abs_ret": 34.5,
    "n_near": 167,
    "n_far": 124,
    "ratio": 1.06
  }
}