{ "experiment": "expD_leadlag_scan", "run_utc": "2026-08-12T06:40:47.216251+00:00", "author": "Simon-Pierre Boucher", "contact": "contact@spboucher.ai", "data_source": "hfmarketdata.io", "confidence_level": 0, "protocol": { "windows": { "2006-2007": [ "2006-01-01", "2008-01-01" ], "2014-2015": [ "2014-01-01", "2016-01-01" ] }, "adjustment": "adj_split", "max_lag": 3, "boot": [ 200, 42 ], "random10": [ "ATRO", "AUVI", "AXDX", "BKE", "CECO", "CKX", "GCL", "GRO", "HPE", "HTD" ], "min_days": 200, "min_fresh": 10000 }, "summary": { "pair_cells": 49, "tests": 98, "fdr_alpha": 0.05, "fdr_survivors": [ { "pair": "SPY->AAPL", "window": "2006-2007", "bucket": "liquid", "fresh_+1": 0.01135, "fresh_-1": 0.02865, "which": [ "fresh_+1", "fresh_-1" ] }, { "pair": "SPY->MSFT", "window": "2006-2007", "bucket": "liquid", "fresh_+1": 0.03096, "fresh_-1": 0.01126, "which": [ "fresh_+1", "fresh_-1" ] }, { "pair": "SPY->NVDA", "window": "2006-2007", "bucket": "liquid", "fresh_+1": 0.02509, "fresh_-1": 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