{
  "vvix_level_ret_1d": {
    "name": "VVIX Level",
    "IS": {
      "n": 862,
      "monotonicity": -0.37,
      "ls_ret_bps": -1.5,
      "ls_sharpe": -0.64,
      "ic": -0.0055,
      "q1_wr": 57.8,
      "q5_wr": 52.6
    },
    "OOS": {
      "n": 390,
      "monotonicity": 0.54,
      "ls_ret_bps": 8.8,
      "ls_sharpe": -0.34,
      "ic": 0.0713,
      "q1_wr": 59.0,
      "q5_wr": 59.0
    }
  },
  "vvix_z20_ret_1d": {
    "name": "VVIX Z-Score 20d",
    "IS": {
      "n": 843,
      "monotonicity": -0.02,
      "ls_ret_bps": 5.0,
      "ls_sharpe": 0.83,
      "ic": -0.0231,
      "q1_wr": 53.3,
      "q5_wr": 51.5
    },
    "OOS": {
      "n": 390,
      "monotonicity": -0.52,
      "ls_ret_bps": -7.8,
      "ls_sharpe": -1.62,
      "ic": -0.0041,
      "q1_wr": 59.0,
      "q5_wr": 47.4
    }
  },
  "vvix_z60_ret_1d": {
    "name": "VVIX Z-Score 60d",
    "IS": {
      "n": 803,
      "monotonicity": 0.19,
      "ls_ret_bps": 7.5,
      "ls_sharpe": 1.04,
      "ic": -0.0087,
      "q1_wr": 52.2,
      "q5_wr": 51.6
    },
    "OOS": {
      "n": 390,
      "monotonicity": -0.26,
      "ls_ret_bps": 2.1,
      "ls_sharpe": -0.97,
      "ic": 0.0341,
      "q1_wr": 59.0,
      "q5_wr": 53.8
    }
  },
  "vvix_roc1_ret_1d": {
    "name": "VVIX 1d Change",
    "IS": {
      "n": 861,
      "monotonicity": -0.32,
      "ls_ret_bps": -0.7,
      "ls_sharpe": -0.1,
      "ic": -0.0413,
      "q1_wr": 53.8,
      "q5_wr": 48.8
    },
    "OOS": {
      "n": 390,
      "monotonicity": 0.24,
      "ls_ret_bps": 20.6,
      "ls_sharpe": 1.97,
      "ic": 0.0156,
      "q1_wr": 56.4,
      "q5_wr": 60.3
    }
  },
  "vvix_roc5_ret_1d": {
    "name": "VVIX 5d Change",
    "IS": {
      "n": 857,
      "monotonicity": -0.17,
      "ls_ret_bps": 1.0,
      "ls_sharpe": -0.07,
      "ic": -0.0213,
      "q1_wr": 54.1,
      "q5_wr": 52.3
    },
    "OOS": {
      "n": 390,
      "monotonicity": -0.58,
      "ls_ret_bps": -14.1,
      "ls_sharpe": -3.56,
      "ic": -0.0627,
      "q1_wr": 67.9,
      "q5_wr": 53.8
    }
  },
  "vvix_roc10_ret_1d": {
    "name": "VVIX 10d Change",
    "IS": {
      "n": 852,
      "monotonicity": -0.06,
      "ls_ret_bps": 4.3,
      "ls_sharpe": 0.39,
      "ic": -0.0265,
      "q1_wr": 53.8,
      "q5_wr": 50.9
    },
    "OOS": {
      "n": 390,
      "monotonicity": 0.21,
      "ls_ret_bps": 0.1,
      "ls_sharpe": -1.3,
      "ic": 0.0443,
      "q1_wr": 55.1,
      "q5_wr": 57.7
    }
  },
  "vvix_vix_ratio_ret_1d": {
    "name": "VVIX/VIX Ratio",
    "IS": {
      "n": 862,
      "monotonicity": -0.16,
      "ls_ret_bps": 2.3,
      "ls_sharpe": 1.5,
      "ic": 0.018,
      "q1_wr": 46.2,
      "q5_wr": 59.0
    },
    "OOS": {
      "n": 390,
      "monotonicity": -0.79,
      "ls_ret_bps": -26.7,
      "ls_sharpe": -2.9,
      "ic": -0.1413,
      "q1_wr": 61.5,
      "q5_wr": 46.2
    }
  },
  "vvix_vix_ratio_z20_ret_1d": {
    "name": "VVIX/VIX Ratio Z20",
    "IS": {
      "n": 843,
      "monotonicity": 0.46,
      "ls_ret_bps": 5.7,
      "ls_sharpe": 1.19,
      "ic": 0.0202,
      "q1_wr": 52.1,
      "q5_wr": 56.8
    },
    "OOS": {
      "n": 390,
      "monotonicity": -0.5,
      "ls_ret_bps": -27.6,
      "ls_sharpe": -3.31,
      "ic": -0.0865,
      "q1_wr": 60.3,
      "q5_wr": 47.4
    }
  },
  "vvix_vix_divergence_ret_1d": {
    "name": "VVIX-VIX Divergence",
    "IS": {
      "n": 861,
      "monotonicity": 0.79,
      "ls_ret_bps": 17.5,
      "ls_sharpe": 2.51,
      "ic": 0.0572,
      "q1_wr": 46.2,
      "q5_wr": 51.2
    },
    "OOS": {
      "n": 390,
      "monotonicity": -0.32,
      "ls_ret_bps": -4.4,
      "ls_sharpe": -0.52,
      "ic": -0.07,
      "q1_wr": 55.1,
      "q5_wr": 56.4
    }
  },
  "vvix_pctile_60_ret_1d": {
    "name": "VVIX Percentile 60d",
    "IS": {
      "n": 803,
      "monotonicity": -0.05,
      "ls_ret_bps": 7.9,
      "ls_sharpe": 1.09,
      "ic": -0.0146,
      "q1_wr": 51.8,
      "q5_wr": 51.3
    },
    "OOS": {
      "n": 390,
      "monotonicity": -0.46,
      "ls_ret_bps": -10.7,
      "ls_sharpe": -2.56,
      "ic": 0.0251,
      "q1_wr": 60.8,
      "q5_wr": 53.7
    }
  },
  "vvix_slope5_ret_1d": {
    "name": "VVIX Slope 5d",
    "IS": {
      "n": 853,
      "monotonicity": 0.16,
      "ls_ret_bps": -6.2,
      "ls_sharpe": -1.22,
      "ic": 0.001,
      "q1_wr": 55.6,
      "q5_wr": 49.7
    },
    "OOS": {
      "n": 390,
      "monotonicity": -0.24,
      "ls_ret_bps": -6.5,
      "ls_sharpe": -2.08,
      "ic": 0.0221,
      "q1_wr": 60.3,
      "q5_wr": 53.8
    }
  },
  "vvix_mr20_ret_1d": {
    "name": "VVIX MR 20d (tanh)",
    "IS": {
      "n": 843,
      "monotonicity": 0.02,
      "ls_ret_bps": -5.0,
      "ls_sharpe": -0.83,
      "ic": 0.0231,
      "q1_wr": 51.5,
      "q5_wr": 53.3
    },
    "OOS": {
      "n": 390,
      "monotonicity": 0.52,
      "ls_ret_bps": 7.8,
      "ls_sharpe": 1.62,
      "ic": 0.0041,
      "q1_wr": 47.4,
      "q5_wr": 59.0
    }
  },
  "vvix_high_vix_low_ret_1d": {
    "name": "VVIX High / VIX Low",
    "IS": {
      "n": 843,
      "monotonicity": 0.54,
      "ls_ret_bps": 14.0,
      "ls_sharpe": 1.93,
      "ic": -0.0003,
      "q1_wr": 48.5,
      "q5_wr": 52.1
    },
    "OOS": {
      "n": 390,
      "monotonicity": -0.25,
      "ls_ret_bps": -25.4,
      "ls_sharpe": -3.79,
      "ic": -0.0758,
      "q1_wr": 59.0,
      "q5_wr": 38.5
    }
  },
  "vvix_level_ret_5d": {
    "name": "VVIX Level",
    "IS": {
      "n": 862,
      "monotonicity": -0.55,
      "ls_ret_bps": -29.0,
      "ls_sharpe": -3.05,
      "ic": -0.0458,
      "q1_wr": 64.7,
      "q5_wr": 59.5
    },
    "OOS": {
      "n": 386,
      "monotonicity": 0.81,
      "ls_ret_bps": 146.3,
      "ls_sharpe": 8.49,
      "ic": 0.2386,
      "q1_wr": 52.6,
      "q5_wr": 75.3
    }
  },
  "vvix_z20_ret_5d": {
    "name": "VVIX Z-Score 20d",
    "IS": {
      "n": 843,
      "monotonicity": -0.26,
      "ls_ret_bps": 10.6,
      "ls_sharpe": 1.07,
      "ic": -0.0555,
      "q1_wr": 59.8,
      "q5_wr": 64.5
    },
    "OOS": {
      "n": 386,
      "monotonicity": 0.8,
      "ls_ret_bps": 52.1,
      "ls_sharpe": 2.79,
      "ic": 0.1462,
      "q1_wr": 53.8,
      "q5_wr": 64.9
    }
  },
  "vvix_z60_ret_5d": {
    "name": "VVIX Z-Score 60d",
    "IS": {
      "n": 803,
      "monotonicity": -0.09,
      "ls_ret_bps": 12.5,
      "ls_sharpe": 0.9,
      "ic": -0.009,
      "q1_wr": 57.1,
      "q5_wr": 59.0
    },
    "OOS": {
      "n": 386,
      "monotonicity": 0.82,
      "ls_ret_bps": 101.3,
      "ls_sharpe": 5.01,
      "ic": 0.1772,
      "q1_wr": 60.3,
      "q5_wr": 72.7
    }
  },
  "vvix_roc1_ret_5d": {
    "name": "VVIX 1d Change",
    "IS": {
      "n": 861,
      "monotonicity": 0.45,
      "ls_ret_bps": 15.2,
      "ls_sharpe": 1.0,
      "ic": 0.0319,
      "q1_wr": 53.2,
      "q5_wr": 57.6
    },
    "OOS": {
      "n": 386,
      "monotonicity": -0.04,
      "ls_ret_bps": -0.3,
      "ls_sharpe": -0.86,
      "ic": -0.0401,
      "q1_wr": 66.7,
      "q5_wr": 66.2
    }
  },
  "vvix_roc5_ret_5d": {
    "name": "VVIX 5d Change",
    "IS": {
      "n": 857,
      "monotonicity": 0.1,
      "ls_ret_bps": 7.4,
      "ls_sharpe": 0.52,
      "ic": -0.0042,
      "q1_wr": 61.6,
      "q5_wr": 62.2
    },
    "OOS": {
      "n": 386,
      "monotonicity": -0.42,
      "ls_ret_bps": -22.3,
      "ls_sharpe": -3.93,
      "ic": 0.0072,
      "q1_wr": 69.2,
      "q5_wr": 66.2
    }
  },
  "vvix_roc10_ret_5d": {
    "name": "VVIX 10d Change",
    "IS": {
      "n": 852,
      "monotonicity": -0.45,
      "ls_ret_bps": -5.6,
      "ls_sharpe": -0.23,
      "ic": -0.0584,
      "q1_wr": 60.8,
      "q5_wr": 60.8
    },
    "OOS": {
      "n": 386,
      "monotonicity": 0.65,
      "ls_ret_bps": 95.2,
      "ls_sharpe": 4.69,
      "ic": 0.1901,
      "q1_wr": 59.0,
      "q5_wr": 75.3
    }
  },
  "vvix_vix_ratio_ret_5d": {
    "name": "VVIX/VIX Ratio",
    "IS": {
      "n": 862,
      "monotonicity": 0.29,
      "ls_ret_bps": 31.1,
      "ls_sharpe": 4.13,
      "ic": -0.0133,
      "q1_wr": 52.6,
      "q5_wr": 67.1
    },
    "OOS": {
      "n": 386,
      "monotonicity": -0.98,
      "ls_ret_bps": -110.9,
      "ls_sharpe": -6.47,
      "ic": -0.2642,
      "q1_wr": 71.8,
      "q5_wr": 49.4
    }
  },
  "vvix_vix_ratio_z20_ret_5d": {
    "name": "VVIX/VIX Ratio Z20",
    "IS": {
      "n": 843,
      "monotonicity": 0.46,
      "ls_ret_bps": 24.6,
      "ls_sharpe": 3.12,
      "ic": 0.0703,
      "q1_wr": 58.6,
      "q5_wr": 69.8
    },
    "OOS": {
      "n": 386,
      "monotonicity": -0.78,
      "ls_ret_bps": -91.9,
      "ls_sharpe": -6.14,
      "ic": -0.1945,
      "q1_wr": 73.1,
      "q5_wr": 39.0
    }
  },
  "vvix_vix_divergence_ret_5d": {
    "name": "VVIX-VIX Divergence",
    "IS": {
      "n": 861,
      "monotonicity": -0.67,
      "ls_ret_bps": -16.2,
      "ls_sharpe": -0.96,
      "ic": -0.0176,
      "q1_wr": 59.5,
      "q5_wr": 55.2
    },
    "OOS": {
      "n": 386,
      "monotonicity": -0.34,
      "ls_ret_bps": -24.4,
      "ls_sharpe": -1.08,
      "ic": -0.0712,
      "q1_wr": 67.9,
      "q5_wr": 54.5
    }
  },
  "vvix_pctile_60_ret_5d": {
    "name": "VVIX Percentile 60d",
    "IS": {
      "n": 803,
      "monotonicity": -0.43,
      "ls_ret_bps": -1.6,
      "ls_sharpe": -0.05,
      "ic": -0.0301,
      "q1_wr": 57.9,
      "q5_wr": 57.0
    },
    "OOS": {
      "n": 386,
      "monotonicity": 0.82,
      "ls_ret_bps": 91.9,
      "ls_sharpe": 4.17,
      "ic": 0.1813,
      "q1_wr": 59.5,
      "q5_wr": 72.0
    }
  },
  "vvix_slope5_ret_5d": {
    "name": "VVIX Slope 5d",
    "IS": {
      "n": 853,
      "monotonicity": -0.62,
      "ls_ret_bps": -29.7,
      "ls_sharpe": -2.14,
      "ic": -0.0515,
      "q1_wr": 66.7,
      "q5_wr": 60.8
    },
    "OOS": {
      "n": 386,
      "monotonicity": 0.6,
      "ls_ret_bps": 64.0,
      "ls_sharpe": 1.7,
      "ic": 0.2055,
      "q1_wr": 61.5,
      "q5_wr": 76.6
    }
  },
  "vvix_mr20_ret_5d": {
    "name": "VVIX MR 20d (tanh)",
    "IS": {
      "n": 843,
      "monotonicity": 0.26,
      "ls_ret_bps": -10.6,
      "ls_sharpe": -1.07,
      "ic": 0.0555,
      "q1_wr": 64.5,
      "q5_wr": 59.8
    },
    "OOS": {
      "n": 386,
      "monotonicity": -0.84,
      "ls_ret_bps": -59.6,
      "ls_sharpe": -3.28,
      "ic": -0.1462,
      "q1_wr": 65.4,
      "q5_wr": 53.2
    }
  },
  "vvix_high_vix_low_ret_5d": {
    "name": "VVIX High / VIX Low",
    "IS": {
      "n": 843,
      "monotonicity": 0.55,
      "ls_ret_bps": 13.1,
      "ls_sharpe": 1.97,
      "ic": 0.024,
      "q1_wr": 56.2,
      "q5_wr": 62.7
    },
    "OOS": {
      "n": 386,
      "monotonicity": -0.35,
      "ls_ret_bps": -60.3,
      "ls_sharpe": -5.19,
      "ic": -0.105,
      "q1_wr": 65.4,
      "q5_wr": 40.3
    }
  }
}