{
  "experiment": "expC_reversion_scan",
  "run_utc": "2026-08-12T06:24:08.227246+00:00",
  "author": "Simon-Pierre Boucher",
  "contact": "contact@spboucher.ai",
  "data_source": "hfmarketdata.io",
  "confidence_level": 0,
  "protocol": {
    "train_subperiods": {
      "2000-2007": [
        "2000-01-01",
        "2008-01-01"
      ],
      "2008-2015": [
        "2008-01-01",
        "2016-01-01"
      ]
    },
    "adjustment": "adj_split",
    "one_min_window": [
      "2014-01-01",
      "2016-01-01"
    ],
    "boot": [
      200,
      42
    ],
    "min_returns": {
      "1day": 350,
      "30min": 2000,
      "5min": 5000,
      "1min": 5000
    }
  },
  "summary": {
    "cells_total": 127,
    "families_tested": 3,
    "fdr_alpha": 0.05,
    "excess_ac1_negative_survivors": [
      {
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        "bucket": "liquid",
        "timeframe": "1day",
        "period": "2008-2015",
        "excess_ac1": -0.13261,
        "edge_spread": 0.004036
      },
      {
        "ticker": "SPY",
        "bucket": "liquid",
        "timeframe": "1day",
        "period": "2008-2015",
        "excess_ac1": -0.05527,
        "edge_spread": 0.004275
      }
    ],
    "excess_ac1_positive_survivors": [
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        "excess_ac1": 0.48438,
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      },
      {
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        "period": "2000-2007",
        "excess_ac1": 2.27246,
        "edge_spread": 0.009626
      },
      {
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        "period": "2008-2015",
        "excess_ac1": 0.61447,
        "edge_spread": 0.006635
      },
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        "excess_ac1": 2.99416,
        "edge_spread": 0.006635
      },
      {
        "ticker": "MSFT",
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        "timeframe": "30min",
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        "excess_ac1": 0.18559,
        "edge_spread": 0.003974
      },
      {
        "ticker": "MSFT",
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        "timeframe": "5min",
        "period": "2000-2007",
        "excess_ac1": 0.95342,
        "edge_spread": 0.003974
      },
      {
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