{
  "experiment": "expH_oos_stability",
  "run_utc": "2026-08-12T07:25:18.882297+00:00",
  "author": "Simon-Pierre Boucher",
  "contact": "contact@spboucher.ai",
  "data_source": "hfmarketdata.io",
  "confidence_level": "evaluates Level-1/2 claims on the validation split",
  "protocol": {
    "validation": [
      "2016-01-01",
      "2022-01-01"
    ],
    "subs": {
      "2016-2018": [
        "2016-01-01",
        "2019-01-01"
      ],
      "2019-2021": [
        "2019-01-01",
        "2022-01-01"
      ]
    },
    "holdout_untouched": true
  },
  "pool_items": [
    {
      "rule": "R:AAPL:5min",
      "family": "reversion",
      "window": "validation",
      "n_days": 1511,
      "gross_mean_daily_bp": 16.887,
      "turnover_per_day": 79.03,
      "half_spread_bp": 30.075,
      "net": {
        "0.0": {
          "mean_daily_bp": 16.887,
          "ci95_bp": [
            10.779,
            24.33
          ],
          "positive": true
        },
        "0.1": {
          "mean_daily_bp": -220.789,
          "ci95_bp": [
            -226.672,
            -214.368
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -577.302,
          "ci95_bp": [
            -583.052,
            -571.74
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -1171.49,
          "ci95_bp": [
            -1177.714,
            -1165.659
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -2359.867,
          "ci95_bp": [
            -2371.474,
            -2349.379
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -4736.62,
          "ci95_bp": [
            -4761.76,
            -4713.312
          ],
          "positive": false
        }
      },
      "kappa_star": 0.0071
    },
    {
      "rule": "R:ATRO:5min",
      "family": "reversion",
      "window": "validation",
      "n_days": 1511,
      "gross_mean_daily_bp": 99.152,
      "turnover_per_day": 71.36,
      "half_spread_bp": 87.644,
      "net": {
        "0.0": {
          "mean_daily_bp": 99.152,
          "ci95_bp": [
            75.295,
            122.63
          ],
          "positive": true
        },
        "0.1": {
          "mean_daily_bp": -526.235,
          "ci95_bp": [
            -552.061,
            -499.892
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -1464.315,
          "ci95_bp": [
            -1498.913,
            -1426.63
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -3027.782,
          "ci95_bp": [
            -3083.373,
            -2959.237
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -6154.716,
          "ci95_bp": [
            -6255.672,
            -6019.502
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -12408.584,
          "ci95_bp": [
            -12602.257,
            -12136.676
          ],
          "positive": false
        }
      },
      "kappa_star": 0.0159
    },
    {
      "rule": "R:AXDX:30min",
      "family": "reversion",
      "window": "validation",
      "n_days": 1511,
      "gross_mean_daily_bp": 8.417,
      "turnover_per_day": 12.15,
      "half_spread_bp": 84.537,
      "net": {
        "0.0": {
          "mean_daily_bp": 8.417,
          "ci95_bp": [
            -9.67,
            22.565
          ],
          "positive": true
        },
        "0.1": {
          "mean_daily_bp": -94.303,
          "ci95_bp": [
            -111.33,
            -81.058
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -248.384,
          "ci95_bp": [
            -263.413,
            -236.143
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -505.185,
          "ci95_bp": [
            -517.431,
            -493.252
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -1018.787,
          "ci95_bp": [
            -1030.449,
            -1007.217
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -2045.992,
          "ci95_bp": [
            -2064.653,
            -2027.568
          ],
          "positive": false
        }
      },
      "kappa_star": 0.0082
    },
    {
      "rule": "R:BKE:5min",
      "family": "reversion",
      "window": "validation",
      "n_days": 1511,
      "gross_mean_daily_bp": 127.725,
      "turnover_per_day": 78.64,
      "half_spread_bp": 17.524,
      "net": {
        "0.0": {
          "mean_daily_bp": 127.725,
          "ci95_bp": [
            102.465,
            149.816
          ],
          "positive": true
        },
        "0.1": {
          "mean_daily_bp": -10.085,
          "ci95_bp": [
            -34.743,
            11.874
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -216.801,
          "ci95_bp": [
            -240.454,
            -194.426
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -561.326,
          "ci95_bp": [
            -585.517,
            -539.141
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -1250.378,
          "ci95_bp": [
            -1275.029,
            -1227.162
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -2628.481,
          "ci95_bp": [
            -2653.983,
            -2599.22
          ],
          "positive": false
        }
      },
      "kappa_star": 0.0927
    },
    {
      "rule": "R:CKX:1day",
      "family": "reversion",
      "window": "validation",
      "n_days": 929,
      "gross_mean_daily_bp": 62.436,
      "turnover_per_day": 1.16,
      "half_spread_bp": 159.573,
      "net": {
        "0.0": {
          "mean_daily_bp": 62.436,
          "ci95_bp": [
            45.394,
            73.29
          ],
          "positive": true
        },
        "0.1": {
          "mean_daily_bp": 43.988,
          "ci95_bp": [
            27.68,
            54.408
          ],
          "positive": true
        },
        "0.25": {
          "mean_daily_bp": 16.316,
          "ci95_bp": [
            1.377,
            26.537
          ],
          "positive": true
        },
        "0.5": {
          "mean_daily_bp": -29.804,
          "ci95_bp": [
            -43.857,
            -19.41
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -122.043,
          "ci95_bp": [
            -133.968,
            -112.259
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -306.523,
          "ci95_bp": [
            -319.438,
            -293.928
          ],
          "positive": false
        }
      },
      "kappa_star": 0.3384
    },
    {
      "rule": "R:HTD:5min",
      "family": "reversion",
      "window": "validation",
      "n_days": 1511,
      "gross_mean_daily_bp": 120.923,
      "turnover_per_day": 61.62,
      "half_spread_bp": 37.295,
      "net": {
        "0.0": {
          "mean_daily_bp": 120.923,
          "ci95_bp": [
            108.91,
            134.305
          ],
          "positive": true
        },
        "0.1": {
          "mean_daily_bp": -108.902,
          "ci95_bp": [
            -120.173,
            -96.595
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -453.64,
          "ci95_bp": [
            -467.109,
            -440.772
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -1028.202,
          "ci95_bp": [
            -1052.041,
            -1005.521
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -2177.328,
          "ci95_bp": [
            -2225.636,
            -2132.282
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -4475.578,
          "ci95_bp": [
            -4576.018,
            -4385.321
          ],
          "positive": false
        }
      },
      "kappa_star": 0.0526
    },
    {
      "rule": "R:ICUI:5min",
      "family": "reversion",
      "window": "validation",
      "n_days": 1511,
      "gross_mean_daily_bp": 98.149,
      "turnover_per_day": 69.98,
      "half_spread_bp": 30.365,
      "net": {
        "0.0": {
          "mean_daily_bp": 98.149,
          "ci95_bp": [
            78.406,
            118.702
          ],
          "positive": true
        },
        "0.1": {
          "mean_daily_bp": -114.342,
          "ci95_bp": [
            -133.512,
            -95.042
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -433.079,
          "ci95_bp": [
            -453.637,
            -413.52
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -964.307,
          "ci95_bp": [
            -988.661,
            -942.556
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -2026.763,
          "ci95_bp": [
            -2067.952,
            -1993.847
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -4151.675,
          "ci95_bp": [
            -4233.811,
            -4091.305
          ],
          "positive": false
        }
      },
      "kappa_star": 0.0462
    },
    {
      "rule": "R:JPM:1min",
      "family": "reversion",
      "window": "validation",
      "n_days": 1511,
      "gross_mean_daily_bp": 16.858,
      "turnover_per_day": 390.31,
      "half_spread_bp": 29.302,
      "net": {
        "0.0": {
          "mean_daily_bp": 16.858,
          "ci95_bp": [
            4.797,
            30.418
          ],
          "positive": true
        },
        "0.1": {
          "mean_daily_bp": -1126.816,
          "ci95_bp": [
            -1136.973,
            -1117.659
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -2842.326,
          "ci95_bp": [
            -2851.822,
            -2833.858
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -5701.51,
          "ci95_bp": [
            -5718.926,
            -5684.177
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -11419.878,
          "ci95_bp": [
            -11458.005,
            -11379.344
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -22856.614,
          "ci95_bp": [
            -22944.699,
            -22769.311
          ],
          "positive": false
        }
      },
      "kappa_star": 0.0015
    },
    {
      "rule": "R:MSFT:5min",
      "family": "reversion",
      "window": "validation",
      "n_days": 1511,
      "gross_mean_daily_bp": 14.113,
      "turnover_per_day": 78.22,
      "half_spread_bp": 33.064,
      "net": {
        "0.0": {
          "mean_daily_bp": 14.113,
          "ci95_bp": [
            9.293,
            20.053
          ],
          "positive": true
        },
        "0.1": {
          "mean_daily_bp": -244.512,
          "ci95_bp": [
            -249.289,
            -239.382
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -632.45,
          "ci95_bp": [
            -637.525,
            -628.007
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -1279.012,
          "ci95_bp": [
            -1285.136,
            -1272.384
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -2572.137,
          "ci95_bp": [
            -2584.598,
            -2560.1
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -5158.386,
          "ci95_bp": [
            -5184.338,
            -5133.554
          ],
          "positive": false
        }
      },
      "kappa_star": 0.0055
    },
    {
      "rule": "R:NVDA:1min",
      "family": "reversion",
      "window": "validation",
      "n_days": 1511,
      "gross_mean_daily_bp": 9.252,
      "turnover_per_day": 393.33,
      "half_spread_bp": 36.475,
      "net": {
        "0.0": {
          "mean_daily_bp": 9.252,
          "ci95_bp": [
            -8.75,
            26.121
          ],
          "positive": true
        },
        "0.1": {
          "mean_daily_bp": -1425.416,
          "ci95_bp": [
            -1439.309,
            -1412.155
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -3577.417,
          "ci95_bp": [
            -3588.885,
            -3566.732
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -7164.085,
          "ci95_bp": [
            -7187.488,
            -7138.019
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -14337.422,
          "ci95_bp": [
            -14396.917,
            -14273.467
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -28684.095,
          "ci95_bp": [
            -28811.032,
            -28546.169
          ],
          "positive": false
        }
      },
      "kappa_star": 0.0006
    },
    {
      "rule": "R:SLF:5min",
      "family": "reversion",
      "window": "validation",
      "n_days": 1511,
      "gross_mean_daily_bp": 3.935,
      "turnover_per_day": 76.31,
      "half_spread_bp": 13.435,
      "net": {
        "0.0": {
          "mean_daily_bp": 3.935,
          "ci95_bp": [
            -1.626,
            9.481
          ],
          "positive": true
        },
        "0.1": {
          "mean_daily_bp": -98.588,
          "ci95_bp": [
            -103.628,
            -93.382
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -252.373,
          "ci95_bp": [
            -256.959,
            -247.619
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -508.681,
          "ci95_bp": [
            -512.409,
            -504.682
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -1021.297,
          "ci95_bp": [
            -1025.055,
            -1016.638
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -2046.528,
          "ci95_bp": [
            -2054.618,
            -2036.507
          ],
          "positive": false
        }
      },
      "kappa_star": 0.0038
    },
    {
      "rule": "R:XOM:5min",
      "family": "reversion",
      "window": "validation",
      "n_days": 1511,
      "gross_mean_daily_bp": 9.662,
      "turnover_per_day": 77.8,
      "half_spread_bp": 24.553,
      "net": {
        "0.0": {
          "mean_daily_bp": 9.662,
          "ci95_bp": [
            2.07,
            16.364
          ],
          "positive": true
        },
        "0.1": {
          "mean_daily_bp": -181.366,
          "ci95_bp": [
            -188.765,
            -175.228
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -467.908,
          "ci95_bp": [
            -475.103,
            -462.418
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -945.478,
          "ci95_bp": [
            -952.818,
            -939.41
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -1900.617,
          "ci95_bp": [
            -1910.294,
            -1890.522
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -3810.895,
          "ci95_bp": [
            -3829.068,
            -3790.707
          ],
          "positive": false
        }
      },
      "kappa_star": 0.0051
    },
    {
      "rule": "L:SPY->MSFT:-",
      "family": "leadlag",
      "window": "validation",
      "n_days": 1511,
      "gross_mean_daily_bp": -16.239,
      "turnover_per_day": 391.63,
      "half_spread_bp": 33.064,
      "net": {
        "0.0": {
          "mean_daily_bp": -16.239,
          "ci95_bp": [
            -27.6,
            -3.509
          ],
          "positive": false
        },
        "0.1": {
          "mean_daily_bp": -1311.11,
          "ci95_bp": [
            -1321.341,
            -1301.524
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -3253.416,
          "ci95_bp": [
            -3268.489,
            -3238.441
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -6490.593,
          "ci95_bp": [
            -6522.088,
            -6458.847
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -12964.947,
          "ci95_bp": [
            -13036.354,
            -12896.285
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -25913.654,
          "ci95_bp": [
            -26064.064,
            -25770.789
          ],
          "positive": false
        }
      },
      "kappa_star": -0.0013
    },
    {
      "rule": "L:SPY->NVDA:+",
      "family": "leadlag",
      "window": "validation",
      "n_days": 1511,
      "gross_mean_daily_bp": 48.89,
      "turnover_per_day": 391.66,
      "half_spread_bp": 36.475,
      "net": {
        "0.0": {
          "mean_daily_bp": 48.89,
          "ci95_bp": [
            30.031,
            66.175
          ],
          "positive": true
        },
        "0.1": {
          "mean_daily_bp": -1379.684,
          "ci95_bp": [
            -1404.844,
            -1356.04
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -3522.546,
          "ci95_bp": [
            -3559.594,
            -3486.727
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -7093.982,
          "ci95_bp": [
            -7151.822,
            -7039.631
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -14236.855,
          "ci95_bp": [
            -14336.068,
            -14140.185
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -28522.601,
          "ci95_bp": [
            -28708.323,
            -28344.91
          ],
          "positive": false
        }
      },
      "kappa_star": 0.0034
    },
    {
      "rule": "L:SPY->GOOGL:+",
      "family": "leadlag",
      "window": "validation",
      "n_days": 1511,
      "gross_mean_daily_bp": 124.47,
      "turnover_per_day": 375.4,
      "half_spread_bp": 27.974,
      "net": {
        "0.0": {
          "mean_daily_bp": 124.47,
          "ci95_bp": [
            105.226,
            143.146
          ],
          "positive": true
        },
        "0.1": {
          "mean_daily_bp": -925.672,
          "ci95_bp": [
            -951.231,
            -903.109
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -2500.884,
          "ci95_bp": [
            -2540.651,
            -2464.547
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -5126.239,
          "ci95_bp": [
            -5189.704,
            -5064.587
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -10376.948,
          "ci95_bp": [
            -10489.273,
            -10268.67
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -20878.367,
          "ci95_bp": [
            -21091.109,
            -20678.743
          ],
          "positive": false
        }
      },
      "kappa_star": 0.0119
    },
    {
      "rule": "L:SPY->META:-",
      "family": "leadlag",
      "window": "validation",
      "n_days": 1511,
      "gross_mean_daily_bp": -24.576,
      "turnover_per_day": 391.68,
      "half_spread_bp": 30.092,
      "net": {
        "0.0": {
          "mean_daily_bp": -24.576,
          "ci95_bp": [
            -35.921,
            -11.904
          ],
          "positive": false
        },
        "0.1": {
          "mean_daily_bp": -1203.232,
          "ci95_bp": [
            -1212.583,
            -1193.485
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -2971.216,
          "ci95_bp": [
            -2985.03,
            -2957.658
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -5917.856,
          "ci95_bp": [
            -5947.293,
            -5891.868
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -11811.137,
          "ci95_bp": [
            -11874.422,
            -11753.436
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -23597.697,
          "ci95_bp": [
            -23732.991,
            -23470.34
          ],
          "positive": false
        }
      },
      "kappa_star": -0.0021
    },
    {
      "rule": "L:SPY->JPM:-",
      "family": "leadlag",
      "window": "validation",
      "n_days": 1511,
      "gross_mean_daily_bp": -13.004,
      "turnover_per_day": 391.54,
      "half_spread_bp": 29.302,
      "net": {
        "0.0": {
          "mean_daily_bp": -13.004,
          "ci95_bp": [
            -23.203,
            -2.605
          ],
          "positive": false
        },
        "0.1": {
          "mean_daily_bp": -1160.293,
          "ci95_bp": [
            -1168.946,
            -1151.921
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -2881.225,
          "ci95_bp": [
            -2895.577,
            -2868.292
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -5749.446,
          "ci95_bp": [
            -5778.844,
            -5721.772
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -11485.888,
          "ci95_bp": [
            -11547.559,
            -11423.023
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -22958.771,
          "ci95_bp": [
            -23088.955,
            -22826.59
          ],
          "positive": false
        }
      },
      "kappa_star": -0.0011
    },
    {
      "rule": "L:SPY->QQQ:-",
      "family": "leadlag",
      "window": "validation",
      "n_days": 1511,
      "gross_mean_daily_bp": -18.061,
      "turnover_per_day": 391.89,
      "half_spread_bp": 27.321,
      "net": {
        "0.0": {
          "mean_daily_bp": -18.061,
          "ci95_bp": [
            -26.896,
            -8.206
          ],
          "positive": false
        },
        "0.1": {
          "mean_daily_bp": -1088.752,
          "ci95_bp": [
            -1095.7,
            -1082.122
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -2694.789,
          "ci95_bp": [
            -2705.78,
            -2684.685
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -5371.517,
          "ci95_bp": [
            -5396.69,
            -5347.569
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -10724.973,
          "ci95_bp": [
            -10781.323,
            -10671.156
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -21431.886,
          "ci95_bp": [
            -21553.764,
            -21317.205
          ],
          "positive": false
        }
      },
      "kappa_star": -0.0017
    },
    {
      "rule": "L:SPY->XLF:+",
      "family": "leadlag",
      "window": "validation",
      "n_days": 1511,
      "gross_mean_daily_bp": 30.287,
      "turnover_per_day": 391.59,
      "half_spread_bp": 29.205,
      "net": {
        "0.0": {
          "mean_daily_bp": 30.287,
          "ci95_bp": [
            21.599,
            40.102
          ],
          "positive": true
        },
        "0.1": {
          "mean_daily_bp": -1113.358,
          "ci95_bp": [
            -1127.748,
            -1099.278
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -2828.827,
          "ci95_bp": [
            -2854.653,
            -2807.22
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -5687.941,
          "ci95_bp": [
            -5731.004,
            -5652.903
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -11406.169,
          "ci95_bp": [
            -11481.865,
            -11336.688
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -22842.625,
          "ci95_bp": [
            -22988.106,
            -22707.646
          ],
          "positive": false
        }
      },
      "kappa_star": 0.0026
    },
    {
      "rule": "L:SPY->XLK:+",
      "family": "leadlag",
      "window": "validation",
      "n_days": 1511,
      "gross_mean_daily_bp": 34.523,
      "turnover_per_day": 391.39,
      "half_spread_bp": 34.138,
      "net": {
        "0.0": {
          "mean_daily_bp": 34.523,
          "ci95_bp": [
            25.02,
            43.835
          ],
          "positive": true
        },
        "0.1": {
          "mean_daily_bp": -1301.594,
          "ci95_bp": [
            -1318.578,
            -1287.856
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -3305.769,
          "ci95_bp": [
            -3334.588,
            -3281.645
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -6646.061,
          "ci95_bp": [
            -6695.334,
            -6602.605
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -13326.646,
          "ci95_bp": [
            -13414.278,
            -13243.635
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -26687.814,
          "ci95_bp": [
            -26855.414,
            -26527.76
          ],
          "positive": false
        }
      },
      "kappa_star": 0.0026
    },
    {
      "rule": "L:SPY->XLI:-",
      "family": "leadlag",
      "window": "validation",
      "n_days": 1511,
      "gross_mean_daily_bp": -25.855,
      "turnover_per_day": 391.35,
      "half_spread_bp": 9.429,
      "net": {
        "0.0": {
          "mean_daily_bp": -25.855,
          "ci95_bp": [
            -37.034,
            -16.949
          ],
          "positive": false
        },
        "0.1": {
          "mean_daily_bp": -394.855,
          "ci95_bp": [
            -405.47,
            -386.496
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -948.355,
          "ci95_bp": [
            -959.002,
            -940.209
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -1870.854,
          "ci95_bp": [
            -1882.91,
            -1860.781
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -3715.853,
          "ci95_bp": [
            -3735.1,
            -3698.871
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -7405.851,
          "ci95_bp": [
            -7445.301,
            -7367.307
          ],
          "positive": false
        }
      },
      "kappa_star": -0.007
    },
    {
      "rule": "L:SPY->XLY:+",
      "family": "leadlag",
      "window": "validation",
      "n_days": 1511,
      "gross_mean_daily_bp": 40.913,
      "turnover_per_day": 391.09,
      "half_spread_bp": 17.629,
      "net": {
        "0.0": {
          "mean_daily_bp": 40.913,
          "ci95_bp": [
            29.892,
            53.505
          ],
          "positive": true
        },
        "0.1": {
          "mean_daily_bp": -648.525,
          "ci95_bp": [
            -663.001,
            -634.321
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -1682.684,
          "ci95_bp": [
            -1703.087,
            -1666.254
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -3406.281,
          "ci95_bp": [
            -3437.708,
            -3380.957
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -6853.475,
          "ci95_bp": [
            -6906.042,
            -6810.66
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -13747.864,
          "ci95_bp": [
            -13841.232,
            -13665.993
          ],
          "positive": false
        }
      },
      "kappa_star": 0.0059
    },
    {
      "rule": "L:SPY->XLP:+",
      "family": "leadlag",
      "window": "validation",
      "n_days": 1511,
      "gross_mean_daily_bp": 20.941,
      "turnover_per_day": 391.2,
      "half_spread_bp": 18.481,
      "net": {
        "0.0": {
          "mean_daily_bp": 20.941,
          "ci95_bp": [
            15.244,
            27.064
          ],
          "positive": true
        },
        "0.1": {
          "mean_daily_bp": -702.036,
          "ci95_bp": [
            -711.888,
            -693.37
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -1786.5,
          "ci95_bp": [
            -1801.736,
            -1771.869
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -3593.942,
          "ci95_bp": [
            -3619.342,
            -3569.139
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -7208.824,
          "ci95_bp": [
            -7254.623,
            -7163.819
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -14438.589,
          "ci95_bp": [
            -14527.645,
            -14352.397
          ],
          "positive": false
        }
      },
      "kappa_star": 0.0029
    },
    {
      "rule": "L:SPY->ATRO:+",
      "family": "leadlag",
      "window": "validation",
      "n_days": 1438,
      "gross_mean_daily_bp": 194.5,
      "turnover_per_day": 145.77,
      "half_spread_bp": 87.644,
      "net": {
        "0.0": {
          "mean_daily_bp": 194.5,
          "ci95_bp": [
            144.492,
            270.921
          ],
          "positive": true
        },
        "0.1": {
          "mean_daily_bp": -1083.127,
          "ci95_bp": [
            -1149.26,
            -1010.433
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -2999.567,
          "ci95_bp": [
            -3221.995,
            -2768.771
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -6193.634,
          "ci95_bp": [
            -6688.147,
            -5695.264
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -12581.768,
          "ci95_bp": [
            -13646.532,
            -11546.814
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -25358.036,
          "ci95_bp": [
            -27533.741,
            -23267.567
          ],
          "positive": false
        }
      },
      "kappa_star": 0.0152
    },
    {
      "rule": "L:SPY->AXDX:+",
      "family": "leadlag",
      "window": "validation",
      "n_days": 1498,
      "gross_mean_daily_bp": 237.258,
      "turnover_per_day": 181.79,
      "half_spread_bp": 84.537,
      "net": {
        "0.0": {
          "mean_daily_bp": 237.258,
          "ci95_bp": [
            187.335,
            292.557
          ],
          "positive": true
        },
        "0.1": {
          "mean_daily_bp": -1299.528,
          "ci95_bp": [
            -1377.885,
            -1232.035
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -3604.706,
          "ci95_bp": [
            -3823.768,
            -3410.709
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -7446.669,
          "ci95_bp": [
            -7927.449,
            -7038.086
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -15130.597,
          "ci95_bp": [
            -16127.058,
            -14278.316
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -30498.451,
          "ci95_bp": [
            -32526.277,
            -28758.776
          ],
          "positive": false
        }
      },
      "kappa_star": 0.0154
    },
    {
      "rule": "L:SPY->BKE:+",
      "family": "leadlag",
      "window": "validation",
      "n_days": 1497,
      "gross_mean_daily_bp": 171.856,
      "turnover_per_day": 282.07,
      "half_spread_bp": 17.524,
      "net": {
        "0.0": {
          "mean_daily_bp": 171.856,
          "ci95_bp": [
            134.179,
            217.969
          ],
          "positive": true
        },
        "0.1": {
          "mean_daily_bp": -322.449,
          "ci95_bp": [
            -356.701,
            -278.8
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -1063.907,
          "ci95_bp": [
            -1103.658,
            -1013.286
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -2299.669,
          "ci95_bp": [
            -2359.221,
            -2229.609
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -4771.194,
          "ci95_bp": [
            -4876.622,
            -4636.202
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -9714.243,
          "ci95_bp": [
            -9920.293,
            -9442.176
          ],
          "positive": false
        }
      },
      "kappa_star": 0.0348
    },
    {
      "rule": "L:SPY->CECO:+",
      "family": "leadlag",
      "window": "validation",
      "n_days": 1115,
      "gross_mean_daily_bp": 111.464,
      "turnover_per_day": 111.91,
      "half_spread_bp": 15.346,
      "net": {
        "0.0": {
          "mean_daily_bp": 111.464,
          "ci95_bp": [
            90.649,
            129.555
          ],
          "positive": true
        },
        "0.1": {
          "mean_daily_bp": -60.279,
          "ci95_bp": [
            -82.842,
            -38.259
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -317.892,
          "ci95_bp": [
            -360.564,
            -279.672
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -747.248,
          "ci95_bp": [
            -828.308,
            -677.759
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -1605.96,
          "ci95_bp": [
            -1765.877,
            -1461.573
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -3323.384,
          "ci95_bp": [
            -3645.344,
            -3026.451
          ],
          "positive": false
        }
      },
      "kappa_star": 0.0649
    },
    {
      "rule": "L:SPY->HTD:+",
      "family": "leadlag",
      "window": "validation",
      "n_days": 785,
      "gross_mean_daily_bp": 29.673,
      "turnover_per_day": 86.44,
      "half_spread_bp": 37.295,
      "net": {
        "0.0": {
          "mean_daily_bp": 29.673,
          "ci95_bp": [
            15.453,
            53.343
          ],
          "positive": true
        },
        "0.1": {
          "mean_daily_bp": -292.715,
          "ci95_bp": [
            -313.398,
            -271.593
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -776.296,
          "ci95_bp": [
            -821.147,
            -733.512
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -1582.265,
          "ci95_bp": [
            -1677.054,
            -1491.172
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -3194.203,
          "ci95_bp": [
            -3393.647,
            -3012.47
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -6418.078,
          "ci95_bp": [
            -6819.761,
            -6050.575
          ],
          "positive": false
        }
      },
      "kappa_star": 0.0092
    },
    {
      "rule": "L:ES[contin_adj_ratio]->SPY:-",
      "family": "leadlag",
      "window": "validation",
      "n_days": 1511,
      "gross_mean_daily_bp": -9.073,
      "turnover_per_day": 389.71,
      "half_spread_bp": 24.535,
      "net": {
        "0.0": {
          "mean_daily_bp": -9.073,
          "ci95_bp": [
            -15.665,
            -1.932
          ],
          "positive": false
        },
        "0.1": {
          "mean_daily_bp": -965.232,
          "ci95_bp": [
            -970.355,
            -960.487
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -2399.471,
          "ci95_bp": [
            -2407.466,
            -2391.916
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -4789.869,
          "ci95_bp": [
            -4809.45,
            -4773.457
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -9570.664,
          "ci95_bp": [
            -9614.148,
            -9532.417
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -19132.255,
          "ci95_bp": [
            -19225.242,
            -19051.028
          ],
          "positive": false
        }
      },
      "kappa_star": -0.0009
    },
    {
      "rule": "L:ES[contin_adj_absolute]->SPY:-",
      "family": "leadlag",
      "window": "validation",
      "n_days": 1511,
      "gross_mean_daily_bp": -9.073,
      "turnover_per_day": 389.71,
      "half_spread_bp": 24.535,
      "net": {
        "0.0": {
          "mean_daily_bp": -9.073,
          "ci95_bp": [
            -15.665,
            -1.932
          ],
          "positive": false
        },
        "0.1": {
          "mean_daily_bp": -965.232,
          "ci95_bp": [
            -970.355,
            -960.487
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -2399.471,
          "ci95_bp": [
            -2407.466,
            -2391.916
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -4789.869,
          "ci95_bp": [
            -4809.45,
            -4773.457
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -9570.664,
          "ci95_bp": [
            -9614.148,
            -9532.417
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -19132.255,
          "ci95_bp": [
            -19225.242,
            -19051.028
          ],
          "positive": false
        }
      },
      "kappa_star": -0.0009
    },
    {
      "rule": "L:ES[contin_UNadj]->SPY:-",
      "family": "leadlag",
      "window": "validation",
      "n_days": 1511,
      "gross_mean_daily_bp": -9.073,
      "turnover_per_day": 389.71,
      "half_spread_bp": 24.535,
      "net": {
        "0.0": {
          "mean_daily_bp": -9.073,
          "ci95_bp": [
            -15.665,
            -1.932
          ],
          "positive": false
        },
        "0.1": {
          "mean_daily_bp": -965.232,
          "ci95_bp": [
            -970.355,
            -960.487
          ],
          "positive": false
        },
        "0.25": {
          "mean_daily_bp": -2399.471,
          "ci95_bp": [
            -2407.466,
            -2391.916
          ],
          "positive": false
        },
        "0.5": {
          "mean_daily_bp": -4789.869,
          "ci95_bp": [
            -4809.45,
            -4773.457
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -9570.664,
          "ci95_bp": [
            -9614.148,
            -9532.417
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -19132.255,
          "ci95_bp": [
            -19225.242,
            -19051.028
          ],
          "positive": false
        }
      },
      "kappa_star": -0.0009
    }
  ],
  "xcorr": {
    "ES->SPY": {
      "fresh_xcorr": {
        "-3": -0.00524,
        "-2": -0.01206,
        "-1": 0.00289,
        "0": 0.9868,
        "1": 0.00911,
        "2": -0.01155,
        "3": -0.00435
      },
      "raw_xcorr": {
        "-3": -0.00556,
        "-2": -0.01202,
        "-1": 0.00258,
        "0": 0.97389,
        "1": 0.01093,
        "2": -0.01364,
        "3": -0.0088
      },
      "p_fresh_+1": 0.19900497512437812,
      "p_fresh_-1": 0.6766169154228856,
      "n_fresh_pairs": 585704
    },
    "SPX->SPY": {
      "fresh_xcorr": {
        "-3": -0.00301,
        "-2": -0.00447,
        "-1": 0.08018,
        "0": 0.964,
        "1": 0.00445,
        "2": -0.01099,
        "3": -0.00586
      },
      "raw_xcorr": {
        "-3": -0.00285,
        "-2": -0.00399,
        "-1": 0.08025,
        "0": 0.96175,
        "1": 0.00539,
        "2": -0.01195,
        "3": -0.00762
      },
      "p_fresh_+1": 0.4079601990049751,
      "p_fresh_-1": 0.009950248756218905,
      "n_fresh_pairs": 585775
    },
    "ES[contin_adj_absolute]->SPY": {
      "fresh_-1": 0.0034,
      "fresh_+1": 0.00954
    },
    "ES[contin_UNadj]->SPY": {
      "fresh_-1": 0.00289,
      "fresh_+1": 0.00911
    }
  },
  "daily_family": [
    {
      "ticker": "AAPL",
      "val_ac1": -0.10762,
      "val_excess_ac1": -0.08128,
      "val_excess_ci95": [
        -0.19526,
        0.04864
      ],
      "val_p_excess": 0.3853820598006645,
      "val_vr30_excess": 0.1788,
      "train_excess_ac1": 0.01692,
      "train_vr30_excess": 0.0788
    },
    {
      "ticker": "MSFT",
      "val_ac1": -0.24871,
      "val_excess_ac1": -0.21026,
      "val_excess_ci95": [
        -0.33998,
        -0.05956
      ],
      "val_p_excess": 0.006644518272425249,
      "val_vr30_excess": -0.1073,
      "train_excess_ac1": -0.04768,
      "train_vr30_excess": -0.1922
    },
    {
      "ticker": "NVDA",
      "val_ac1": -0.10719,
      "val_excess_ac1": -0.0919,
      "val_excess_ci95": [
        -0.19643,
        -0.00589
      ],
      "val_p_excess": 0.046511627906976744,
      "val_vr30_excess": 0.0654,
      "train_excess_ac1": 0.01966,
      "train_vr30_excess": -0.003
    },
    {
      "ticker": "AMZN",
      "val_ac1": -0.04439,
      "val_excess_ac1": -0.02071,
      "val_excess_ci95": [
        -0.07638,
        0.04359
      ],
      "val_p_excess": 0.7441860465116279,
      "val_vr30_excess": -0.2215,
      "train_excess_ac1": -0.00372,
      "train_vr30_excess": -0.1687
    },
    {
      "ticker": "GOOGL",
      "val_ac1": -0.11851,
      "val_excess_ac1": -0.08943,
      "val_excess_ci95": [
        -0.20625,
        0.02948
      ],
      "val_p_excess": 0.2724252491694352,
      "val_vr30_excess": -0.055,
      "train_excess_ac1": 0.09606,
      "train_vr30_excess": -0.3661
    },
    {
      "ticker": "META",
      "val_ac1": -0.08138,
      "val_excess_ac1": -0.05983,
      "val_excess_ci95": [
        -0.15043,
        0.03413
      ],
      "val_p_excess": 0.3853820598006645,
      "val_vr30_excess": -0.1194,
      "train_excess_ac1": 0.01006,
      "train_vr30_excess": 0.132
    },
    {
      "ticker": "TSLA",
      "val_ac1": -0.00067,
      "val_excess_ac1": 0.00234,
      "val_excess_ci95": [
        -0.05109,
        0.05256
      ],
      "val_p_excess": 1.0,
      "val_vr30_excess": 0.1028,
      "train_excess_ac1": 0.02192,
      "train_vr30_excess": -0.0259
    },
    {
      "ticker": "JPM",
      "val_ac1": -0.15313,
      "val_excess_ac1": -0.12768,
      "val_excess_ci95": [
        -0.26873,
        0.04088
      ],
      "val_p_excess": 0.30564784053156147,
      "val_vr30_excess": 0.0488,
      "train_excess_ac1": -0.09261,
      "train_vr30_excess": -0.297
    },
    {
      "ticker": "XOM",
      "val_ac1": -0.05372,
      "val_excess_ac1": -0.03561,
      "val_excess_ci95": [
        -0.10714,
        0.04856
      ],
      "val_p_excess": 0.4717607973421927,
      "val_vr30_excess": 0.2893,
      "train_excess_ac1": -0.13261,
      "train_vr30_excess": -0.2509
    },
    {
      "ticker": "UNH",
      "val_ac1": -0.11953,
      "val_excess_ac1": -0.09824,
      "val_excess_ci95": [
        -0.24273,
        0.0532
      ],
      "val_p_excess": 0.5382059800664452,
      "val_vr30_excess": -0.2085,
      "train_excess_ac1": -0.02116,
      "train_vr30_excess": -0.1221
    },
    {
      "ticker": "SPY",
      "val_ac1": -0.20026,
      "val_excess_ac1": -0.15435,
      "val_excess_ci95": [
        -0.27047,
        0.00785
      ],
      "val_p_excess": 0.09966777408637874,
      "val_vr30_excess": 0.1263,
      "train_excess_ac1": -0.05527,
      "train_vr30_excess": -0.164
    },
    {
      "ticker": "QQQ",
      "val_ac1": -0.19846,
      "val_excess_ac1": -0.15783,
      "val_excess_ci95": [
        -0.28636,
        -0.00267
      ],
      "val_p_excess": 0.03986710963455149,
      "val_vr30_excess": -0.0032,
      "train_excess_ac1": -0.03719,
      "train_vr30_excess": -0.0838
    }
  ],
  "summary": {
    "pool_evaluated": 31,
    "net_pos_ci_at": {
      "0.25": [
        "R:CKX:1day"
      ],
      "1.0": []
    },
    "ckx_validation": {
      "rule": "R:CKX:1day",
      "family": "reversion",
      "window": "validation",
      "n_days": 929,
      "gross_mean_daily_bp": 62.436,
      "turnover_per_day": 1.16,
      "half_spread_bp": 159.573,
      "net": {
        "0.0": {
          "mean_daily_bp": 62.436,
          "ci95_bp": [
            45.394,
            73.29
          ],
          "positive": true
        },
        "0.1": {
          "mean_daily_bp": 43.988,
          "ci95_bp": [
            27.68,
            54.408
          ],
          "positive": true
        },
        "0.25": {
          "mean_daily_bp": 16.316,
          "ci95_bp": [
            1.377,
            26.537
          ],
          "positive": true
        },
        "0.5": {
          "mean_daily_bp": -29.804,
          "ci95_bp": [
            -43.857,
            -19.41
          ],
          "positive": false
        },
        "1.0": {
          "mean_daily_bp": -122.043,
          "ci95_bp": [
            -133.968,
            -112.259
          ],
          "positive": false
        },
        "2.0": {
          "mean_daily_bp": -306.523,
          "ci95_bp": [
            -319.438,
            -293.928
          ],
          "positive": false
        }
      },
      "kappa_star": 0.3384
    },
    "ckx_subperiods": {
      "2016-2018": {
        "n_days": 422,
        "gross_mean_daily_bp": 76.856,
        "turnover_per_day": 1.21,
        "half_spread_bp": 142.52,
        "net": {
          "0.0": {
            "mean_daily_bp": 76.856,
            "ci95_bp": [
              54.903,
              90.074
            ],
            "positive": true
          },
          "0.1": {
            "mean_daily_bp": 59.599,
            "ci95_bp": [
              38.677,
              72.303
            ],
            "positive": true
          },
          "0.25": {
            "mean_daily_bp": 33.712,
            "ci95_bp": [
              13.678,
              45.709
            ],
            "positive": true
          },
          "0.5": {
            "mean_daily_bp": -9.432,
            "ci95_bp": [
              -28.004,
              1.938
            ],
            "positive": false
          },
          "1.0": {
            "mean_daily_bp": -95.721,
            "ci95_bp": [
              -110.73,
              -84.338
            ],
            "positive": false
          },
          "2.0": {
            "mean_daily_bp": -268.298,
            "ci95_bp": [
              -283.765,
              -251.974
            ],
            "positive": false
          }
        },
        "kappa_star": 0.4453
      },
      "2019-2021": {
        "n_days": 505,
        "gross_mean_daily_bp": 50.633,
        "turnover_per_day": 1.11,
        "half_spread_bp": 173.69,
        "net": {
          "0.0": {
            "mean_daily_bp": 50.633,
            "ci95_bp": [
              26.12,
              71.658
            ],
            "positive": true
          },
          "0.1": {
            "mean_daily_bp": 31.372,
            "ci95_bp": [
              7.992,
              51.809
            ],
            "positive": true
          },
          "0.25": {
            "mean_daily_bp": 2.481,
            "ci95_bp": [
              -19.478,
              22.036
            ],
            "positive": true
          },
          "0.5": {
            "mean_daily_bp": -45.671,
            "ci95_bp": [
              -65.791,
              -28.041
            ],
            "positive": false
          },
          "1.0": {
            "mean_daily_bp": -141.974,
            "ci95_bp": [
              -159.788,
              -127.202
            ],
            "positive": false
          },
          "2.0": {
            "mean_daily_bp": -334.58,
            "ci95_bp": [
              -353.802,
              -313.71
            ],
            "positive": false
          }
        },
        "kappa_star": 0.2629
      }
    },
    "es_spy_val_fresh_-1": 0.00289,
    "es_spy_val_p_-1": 0.6766169154228856,
    "spx_spy_val_fresh_-1": 0.08018,
    "daily_family_median_vr30_excess": {
      "train_2008_2015": -0.1431,
      "validation": 0.0228
    }
  },
  "client_stats": {
    "network_requests": 418,
    "cache_hits": 52,
    "rows_fetched": 18806431,
    "seconds_waiting": 0.038940999999249465,
    "errors_retried": 0,
    "refreshes": []
  },
  "manifest": {
    "author": "Simon-Pierre Boucher",
    "contact": "contact@spboucher.ai",
    "project": "anomaly-atlas",
    "data_source": "hfmarketdata.io",
    "collected_utc": "2026-08-12T07:39:18.125579+00:00",
    "chip": {
      "brand": "Apple M5 Max",
      "arch": "arm64",
      "cores_total": 18,
      "cores_performance": 6,
      "cores_efficiency": 12,
      "gpu_cores": 40
    },
    "memory": {
      "unified_bytes": 51539607552,
      "unified_gb": 48.0,
      "pagesize": 16384
    },
    "ssd": {
      "model": "APPLE SSD AP2048Z",
      "size": "2 TB",
      "smart_status": "Verified"
    },
    "os": {
      "product": "macOS",
      "version": "27.0",
      "build": "26A5388g",
      "kernel": "27.0.0"
    },
    "software": {
      "python": "3.14.4",
      "numpy": "2.5.2",
      "pandas": "3.0.5",
      "polars": "1.43.2",
      "duckdb": "1.5.5",
      "statsmodels": "0.14.6",
      "arch": "8.0.0"
    },
    "git": {
      "commit": "881399dca21ef0ca7e30b858a85fc54a3e1fafa1",
      "dirty_tree": true
    }
  }
}