{
  "project": "Open Market Rank Pattern Lab Multivariate",
  "protocol_version": "2026-08-13.1",
  "protocol_sha256": "2873d77a3188a155ea4ca9bdb4e2467ae5dabc23942395dd2f4bb94ebf7752d3",
  "generated_at": "2026-08-12T22:53:47.881794+00:00",
  "purpose": "Preregistered expanding-window OOS test of whether OHLCV, volatility regime and strictly lagged cross-market context improve price-shape probability forecasts.",
  "data": {
    "provider": "Yahoo Finance via yfinance",
    "raw_history_publicly_redistributed": false,
    "context_tickers": {
      "spx": "^GSPC",
      "dxy": "DX-Y.NYB",
      "vix": "^VIX"
    },
    "context_exact_date_allowed": false,
    "context_tolerance_calendar_days": 7
  },
  "summary": {
    "candidate_cells": 153,
    "valid_cells": 108,
    "candidate_hypotheses": 306,
    "tested_hypotheses": 216,
    "family_bh_fdr_10_discoveries": 2,
    "family_bh_fdr_05_discoveries": 1,
    "family_holm_05_discoveries": 1,
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        "positive_skill_cells": 56,
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        "raw_p_lt_0_05": 18,
        "bh_fdr_10_discoveries": 2,
        "bh_fdr_05_discoveries": 1,
        "holm_05_discoveries": 1,
        "multivar_net_beats_benchmark_cells": 48
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      "matched": {
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        "positive_skill_cells": 34,
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        "raw_p_lt_0_05": 1,
        "bh_fdr_10_discoveries": 0,
        "bh_fdr_05_discoveries": 0,
        "holm_05_discoveries": 0,
        "multivar_net_beats_benchmark_cells": 47
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    },
    "best_hypotheses": [
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      "source_observations": 24770,
      "fully_featured_observations": 9160,
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      "volume_channel": false,
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      "data_quality": {
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        "raw_max_calendar_gap_days": 12,
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      "cells": [
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  "event_rows_private": 9378,
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}
