{
  "experiment": "expE_calendar_scan",
  "run_utc": "2026-08-12T06:52:22.054344+00:00",
  "author": "Simon-Pierre Boucher",
  "contact": "contact@spboucher.ai",
  "data_source": "hfmarketdata.io",
  "confidence_level": 0,
  "protocol": {
    "instrument": "SPY 1day adj_splitdiv",
    "train": [
      "2000-01-01",
      "2016-01-01"
    ],
    "budget_tests": 8,
    "n_perm": 2000,
    "perm_seed": 42,
    "class_counts": {
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      "tue": 824,
      "wed": 827,
      "thu": 810,
      "fri": 806,
      "turn_of_month": 764,
      "pre_holiday": 144,
      "post_holiday": 144
    },
    "n_days": 4024
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  "calendar_tests": {
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      "wed": -0.468,
      "thu": 1.501,
      "fri": -3.767,
      "turn_of_month": 4.734,
      "pre_holiday": 5.723,
      "post_holiday": 2.855
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    "perm_band95_bp": {
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      "tue": [
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      "wed": [
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      "thu": [
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      "fri": [
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      ],
      "turn_of_month": [
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        8.293
      ],
      "pre_holiday": [
        -20.797,
        20.984
      ],
      "post_holiday": [
        -21.199,
        20.675
      ]
    },
    "p_marginal": {
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      "tue": 0.2974,
      "wed": 0.9075,
      "thu": 0.7031,
      "fri": 0.3368,
      "turn_of_month": 0.2444,
      "pre_holiday": 0.5752,
      "post_holiday": 0.7766
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    "p_familywise": {
      "mon": 1.0,
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      "fri": 0.992,
      "turn_of_month": 0.9735,
      "pre_holiday": 0.9275,
      "post_holiday": 0.9995
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    "fdr_marginal": {
      "mon": false,
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      "wed": false,
      "thu": false,
      "fri": false,
      "turn_of_month": false,
      "pre_holiday": false,
      "post_holiday": false
    }
  },
  "subperiods_bp": {
    "2000-2007": {
      "mon": 1.895,
      "tue": -0.849,
      "wed": 2.258,
      "thu": 0.976,
      "fri": -4.177,
      "turn_of_month": 7.881,
      "pre_holiday": 1.424,
      "post_holiday": -1.701
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    "2008-2015": {
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      "wed": -3.178,
      "thu": 2.03,
      "fri": -3.342,
      "turn_of_month": 1.602,
      "pre_holiday": 10.173,
      "post_holiday": 7.413
    }
  },
  "h20_intraday_profile": {
    "window": [
      "2014-01-01",
      "2016-01-01"
    ],
    "universe": [
      "AAPL",
      "MSFT",
      "NVDA",
      "AMZN",
      "GOOGL",
      "META",
      "TSLA",
      "JPM",
      "XOM",
      "UNH",
      "SPY",
      "QQQ"
    ],
    "profile": [
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        "bucket": "09:30",
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        "median_edge_spread_bp": 2.777,
        "staleness": 0.0005
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      {
        "bucket": "10:00",
        "median_abs_1min_ret_bp": 4.37,
        "median_edge_spread_bp": 2.008,
        "staleness": 0.0004
      },
      {
        "bucket": "10:30",
        "median_abs_1min_ret_bp": 3.541,
        "median_edge_spread_bp": 1.348,
        "staleness": 0.0006
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      {
        "bucket": "11:00",
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      },
      {
        "bucket": "11:30",
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        "staleness": 0.0019
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      {
        "bucket": "12:00",
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        "staleness": 0.0031
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      {
        "bucket": "12:30",
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        "median_edge_spread_bp": 2.015,
        "staleness": 0.0037
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      {
        "bucket": "13:00",
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        "staleness": 0.0092
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      {
        "bucket": "13:30",
        "median_abs_1min_ret_bp": 2.362,
        "median_edge_spread_bp": 1.663,
        "staleness": 0.011
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      {
        "bucket": "14:00",
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        "median_edge_spread_bp": 1.631,
        "staleness": 0.0112
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      {
        "bucket": "14:30",
        "median_abs_1min_ret_bp": 2.444,
        "median_edge_spread_bp": 1.714,
        "staleness": 0.0108
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      {
        "bucket": "15:00",
        "median_abs_1min_ret_bp": 2.602,
        "median_edge_spread_bp": 1.311,
        "staleness": 0.01
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      {
        "bucket": "15:30",
        "median_abs_1min_ret_bp": 2.88,
        "median_edge_spread_bp": 1.212,
        "staleness": 0.009
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    ]
  },
  "client_stats": {
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    "cache_hits": 68,
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    "seconds_waiting": 0.0,
    "errors_retried": 0,
    "refreshes": []
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  "manifest": {
    "author": "Simon-Pierre Boucher",
    "contact": "contact@spboucher.ai",
    "project": "anomaly-atlas",
    "data_source": "hfmarketdata.io",
    "collected_utc": "2026-08-12T06:52:26.380407+00:00",
    "chip": {
      "brand": "Apple M5 Max",
      "arch": "arm64",
      "cores_total": 18,
      "cores_performance": 6,
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    "memory": {
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    "ssd": {
      "model": "APPLE SSD AP2048Z",
      "size": "2 TB",
      "smart_status": "Verified"
    },
    "os": {
      "product": "macOS",
      "version": "27.0",
      "build": "26A5388g",
      "kernel": "27.0.0"
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    "software": {
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      "pandas": "3.0.5",
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    "git": {
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}