[
  {
    "tf": "4H",
    "fold": "historical_2021-01",
    "kind": "market",
    "samples": 770,
    "trades": 16,
    "cutoff": "2021-01-01",
    "max_label_end": "2020-10-29 04:00:00",
    "abstain": true,
    "model": null
  },
  {
    "tf": "4H",
    "fold": "historical_2021-01",
    "kind": "state",
    "samples": 770,
    "trades": 16,
    "cutoff": "2021-01-01",
    "max_label_end": "2020-10-29 04:00:00",
    "abstain": true,
    "model": null
  },
  {
    "tf": "4H",
    "fold": "historical_2021-01",
    "kind": "combined",
    "samples": 770,
    "trades": 16,
    "cutoff": "2021-01-01",
    "max_label_end": "2020-10-29 04:00:00",
    "abstain": true,
    "model": null
  },
  {
    "tf": "4H",
    "fold": "historical_2021-01",
    "kind": "tree_market",
    "samples": 770,
    "trades": 16,
    "cutoff": "2021-01-01",
    "max_label_end": "2020-10-29 04:00:00",
    "abstain": true,
    "model": null
  },
  {
    "tf": "4H",
    "fold": "historical_2021-01",
    "kind": "tree_combined",
    "samples": 770,
    "trades": 16,
    "cutoff": "2021-01-01",
    "max_label_end": "2020-10-29 04:00:00",
    "abstain": true,
    "model": null
  },
  {
    "tf": "4H",
    "fold": "historical_2022-01",
    "kind": "market",
    "samples": 842,
    "trades": 20,
    "cutoff": "2022-01-01",
    "max_label_end": "2021-08-17 12:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        0.7192693360303369,
        0.05154295294148029,
        0.00882633073129728,
        0.012352840549553155,
        0.11289050513765458,
        -0.1563428026684845,
        0.0600974223037555
      ],
      "scale": [
        0.266683456879821,
        0.38704690383830365,
        0.028995542481501945,
        0.006064064906274092,
        0.8931511939619745,
        0.6378093114950623,
        0.36994639862190254
      ],
      "coefficients": [
        0.0015773850457758995,
        0.0008497756887104129,
        0.0009196902429597523,
        0.0014402917166635625,
        -0.0010925072466290116,
        0.0004905377125752746,
        -0.002326850426362432
      ],
      "intercept": 0.004949686824547989,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "4H",
    "fold": "historical_2022-01",
    "kind": "state",
    "samples": 842,
    "trades": 20,
    "cutoff": "2022-01-01",
    "max_label_end": "2021-08-17 12:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.21549999999999994,
        0.05307446016013386,
        -0.018428965630164013,
        0.0020833333333333333,
        0.018283728935888487,
        0.008184486476921144,
        0.0004969643205579431
      ],
      "scale": [
        0.25269497422782283,
        0.07326382569612039,
        0.012543426420248015,
        0.013010412496663327,
        0.04443422480528048,
        0.01741276093144601,
        0.0005473226439613115
      ],
      "coefficients": [
        0.0001655316072364278,
        0.00041112034525429234,
        0.002566569683404866,
        -0.002247634957859672,
        0.00016601582380155664,
        -0.0003064841306229309,
        -0.00030724371042810644
      ],
      "intercept": 0.004949686824547989,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "4H",
    "fold": "historical_2022-01",
    "kind": "combined",
    "samples": 842,
    "trades": 20,
    "cutoff": "2022-01-01",
    "max_label_end": "2021-08-17 12:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        0.7192693360303369,
        0.05154295294148029,
        0.00882633073129728,
        0.012352840549553155,
        0.11289050513765458,
        -0.1563428026684845,
        0.0600974223037555,
        0.21549999999999994,
        0.05307446016013386,
        -0.018428965630164013,
        0.0020833333333333333,
        0.018283728935888487,
        0.008184486476921144,
        0.0004969643205579431,
        0.04251820758999361,
        -0.002561240287113014
      ],
      "scale": [
        0.266683456879821,
        0.38704690383830365,
        0.028995542481501945,
        0.006064064906274092,
        0.8931511939619745,
        0.6378093114950623,
        0.36994639862190254,
        0.25269497422782283,
        0.07326382569612039,
        0.012543426420248015,
        0.013010412496663327,
        0.04443422480528048,
        0.01741276093144601,
        0.0005473226439613115,
        0.05859144566098895,
        0.020270208172674654
      ],
      "coefficients": [
        0.0014832680328721534,
        0.0010147946972217264,
        0.000446036919016891,
        0.0018500813068296818,
        -0.0011990517913563594,
        0.00044399136423750444,
        -0.001716285622644275,
        0.00039334954165871867,
        -0.00012572553681715204,
        0.002338129289061396,
        -0.00202527808176257,
        0.00024129326057882104,
        -0.000516784174866021,
        -0.00024366375093528444,
        -0.00018020054579448422,
        -0.000306409211107419
      ],
      "intercept": 0.004949686824547989,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "4H",
    "fold": "historical_2022-01",
    "kind": "tree_market",
    "samples": 842,
    "trades": 20,
    "cutoff": "2022-01-01",
    "max_label_end": "2021-08-17 12:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        0.7192693360303369,
        0.05154295294148029,
        0.00882633073129728,
        0.012352840549553155,
        0.11289050513765458,
        -0.1563428026684845,
        0.0600974223037555
      ],
      "scale": [
        0.266683456879821,
        0.38704690383830365,
        0.028995542481501945,
        0.006064064906274092,
        0.8931511939619745,
        0.6378093114950623,
        0.36994639862190254
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.004949686824547989,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          -1
        ],
        "feature": [
          3,
          3,
          -2,
          -2,
          -2
        ],
        "threshold": [
          1.3364067673683167,
          0.28700050711631775,
          -2.0,
          -2.0,
          -2.0
        ],
        "value": [
          0.004949686824547979,
          0.002665889613037714,
          0.007860744144554828,
          -0.016158817692077804,
          0.024301863195766576
        ]
      }
    }
  },
  {
    "tf": "4H",
    "fold": "historical_2022-01",
    "kind": "tree_combined",
    "samples": 842,
    "trades": 20,
    "cutoff": "2022-01-01",
    "max_label_end": "2021-08-17 12:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        0.7192693360303369,
        0.05154295294148029,
        0.00882633073129728,
        0.012352840549553155,
        0.11289050513765458,
        -0.1563428026684845,
        0.0600974223037555,
        0.21549999999999994,
        0.05307446016013386,
        -0.018428965630164013,
        0.0020833333333333333,
        0.018283728935888487,
        0.008184486476921144,
        0.0004969643205579431,
        0.04251820758999361,
        -0.002561240287113014
      ],
      "scale": [
        0.266683456879821,
        0.38704690383830365,
        0.028995542481501945,
        0.006064064906274092,
        0.8931511939619745,
        0.6378093114950623,
        0.36994639862190254,
        0.25269497422782283,
        0.07326382569612039,
        0.012543426420248015,
        0.013010412496663327,
        0.04443422480528048,
        0.01741276093144601,
        0.0005473226439613115,
        0.05859144566098895,
        0.020270208172674654
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.004949686824547989,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          9,
          0,
          -2,
          -2,
          3,
          -2,
          -2
        ],
        "threshold": [
          0.7515759468078613,
          -0.999535322189331,
          -2.0,
          -2.0,
          0.15134668350219727,
          -2.0,
          -2.0
        ],
        "value": [
          0.004949686824547979,
          0.0002444921940733934,
          -0.01993833588560512,
          0.003603643400028984,
          0.016989560586474963,
          0.008144116924247671,
          0.032725000473867304
        ]
      }
    }
  },
  {
    "tf": "4H",
    "fold": "historical_2023-01",
    "kind": "market",
    "samples": 955,
    "trades": 25,
    "cutoff": "2023-01-01",
    "max_label_end": "2022-12-31 20:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        0.6813949716771361,
        0.05695440835599103,
        0.005482705236189559,
        0.011599358214760071,
        -0.07574820195048394,
        -0.15257090490764055,
        0.07222800999307655
      ],
      "scale": [
        0.31211938039726655,
        0.4369405308630073,
        0.02953896453046402,
        0.005881548573341084,
        0.8992738587897638,
        0.6270557461144074,
        0.3720509753384892
      ],
      "coefficients": [
        0.0025422433420877522,
        0.00047055305834189974,
        0.0015837772358696443,
        0.0019606911922530916,
        3.328417065458944e-05,
        -0.00038187129594081855,
        -0.0018922823690087083
      ],
      "intercept": 0.0029281437764710153,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "4H",
    "fold": "historical_2023-01",
    "kind": "state",
    "samples": 955,
    "trades": 25,
    "cutoff": "2023-01-01",
    "max_label_end": "2022-12-31 20:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.19600000000000026,
        0.04503501856025532,
        -0.018720191493167587,
        0.015,
        0.015665396821635376,
        0.007356172069224367,
        0.0005152577123251385
      ],
      "scale": [
        0.2347594513539338,
        0.07299328169428898,
        0.012837918163949899,
        0.06315032037102386,
        0.04059037080972876,
        0.016197949245114234,
        0.0005755127058145883
      ],
      "coefficients": [
        0.00047711767793956315,
        0.0009448369365478183,
        0.002128139233525946,
        -0.003341710941076671,
        9.704077897890537e-05,
        -0.00032869332690772324,
        -0.00013910550712733645
      ],
      "intercept": 0.0029281437764710153,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "4H",
    "fold": "historical_2023-01",
    "kind": "combined",
    "samples": 955,
    "trades": 25,
    "cutoff": "2023-01-01",
    "max_label_end": "2022-12-31 20:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        0.6813949716771361,
        0.05695440835599103,
        0.005482705236189559,
        0.011599358214760071,
        -0.07574820195048394,
        -0.15257090490764055,
        0.07222800999307655,
        0.19600000000000026,
        0.04503501856025532,
        -0.018720191493167587,
        0.015,
        0.015665396821635376,
        0.007356172069224367,
        0.0005152577123251385,
        0.03657079886735692,
        0.0015575925725976499
      ],
      "scale": [
        0.31211938039726655,
        0.4369405308630073,
        0.02953896453046402,
        0.005881548573341084,
        0.8992738587897638,
        0.6270557461144074,
        0.3720509753384892,
        0.2347594513539338,
        0.07299328169428898,
        0.012837918163949899,
        0.06315032037102386,
        0.04059037080972876,
        0.016197949245114234,
        0.0005755127058145883,
        0.05752421800148043,
        0.021036631949474593
      ],
      "coefficients": [
        0.0021259053534273278,
        0.0005842858237915841,
        0.0010021195403980185,
        0.002085338412188155,
        -0.00032533067920685155,
        9.649465180620466e-06,
        -0.0017126240169773347,
        0.000561751818739788,
        7.405416344642989e-05,
        0.001973185064921374,
        -0.002759609256020476,
        0.00016588228827211498,
        -0.0006167135179694111,
        -0.00015052486885838373,
        -0.00015224801831193884,
        -0.00029259898171530104
      ],
      "intercept": 0.0029281437764710153,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "4H",
    "fold": "historical_2023-01",
    "kind": "tree_market",
    "samples": 955,
    "trades": 25,
    "cutoff": "2023-01-01",
    "max_label_end": "2022-12-31 20:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        0.6813949716771361,
        0.05695440835599103,
        0.005482705236189559,
        0.011599358214760071,
        -0.07574820195048394,
        -0.15257090490764055,
        0.07222800999307655
      ],
      "scale": [
        0.31211938039726655,
        0.4369405308630073,
        0.02953896453046402,
        0.005881548573341084,
        0.8992738587897638,
        0.6270557461144074,
        0.3720509753384892
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.0029281437764710153,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          2,
          0,
          -2,
          -2,
          0,
          -2,
          -2
        ],
        "threshold": [
          -0.22522974759340286,
          -0.010492846369743347,
          -2.0,
          -2.0,
          0.6239925026893616,
          -2.0,
          -2.0
        ],
        "value": [
          0.0029281437764710205,
          -0.005459181477209926,
          -0.015575157845661606,
          0.0017460920130343593,
          0.009265015780817846,
          0.013676505929925404,
          -0.0014804322616210805
        ]
      }
    }
  },
  {
    "tf": "4H",
    "fold": "historical_2023-01",
    "kind": "tree_combined",
    "samples": 955,
    "trades": 25,
    "cutoff": "2023-01-01",
    "max_label_end": "2022-12-31 20:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        0.6813949716771361,
        0.05695440835599103,
        0.005482705236189559,
        0.011599358214760071,
        -0.07574820195048394,
        -0.15257090490764055,
        0.07222800999307655,
        0.19600000000000026,
        0.04503501856025532,
        -0.018720191493167587,
        0.015,
        0.015665396821635376,
        0.007356172069224367,
        0.0005152577123251385,
        0.03657079886735692,
        0.0015575925725976499
      ],
      "scale": [
        0.31211938039726655,
        0.4369405308630073,
        0.02953896453046402,
        0.005881548573341084,
        0.8992738587897638,
        0.6270557461144074,
        0.3720509753384892,
        0.2347594513539338,
        0.07299328169428898,
        0.012837918163949899,
        0.06315032037102386,
        0.04059037080972876,
        0.016197949245114234,
        0.0005755127058145883,
        0.05752421800148043,
        0.021036631949474593
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.0029281437764710153,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          11,
          7,
          -2,
          -2,
          9,
          -2,
          -2
        ],
        "threshold": [
          -0.38940347731113434,
          -0.5580179989337921,
          -2.0,
          -2.0,
          0.5299399495124817,
          -2.0,
          -2.0
        ],
        "value": [
          0.0029281437764710205,
          -0.01020435104485359,
          -0.019250144775688004,
          -0.00026928347611421206,
          0.008352024559937228,
          0.0020154202799863557,
          0.01689061403918528
        ]
      }
    }
  },
  {
    "tf": "4H",
    "fold": "historical_2024-01",
    "kind": "market",
    "samples": 1561,
    "trades": 35,
    "cutoff": "2024-01-01",
    "max_label_end": "2023-12-30 08:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        0.6673145975059885,
        0.05077769765383403,
        0.004515582207691926,
        0.010278531646915378,
        0.2042598087184981,
        -0.11420584955997186,
        0.01321358407323242
      ],
      "scale": [
        0.31194621276492157,
        0.4207053520001122,
        0.026871718664457426,
        0.005529909079609106,
        0.8885861735344734,
        0.5961913773475473,
        0.3787978995287326
      ],
      "coefficients": [
        0.002434584972385646,
        0.00043032428283138033,
        0.0013154289482654824,
        0.0019142324661737483,
        0.00015922683310798245,
        -6.477643177050884e-06,
        -0.001811233368620448
      ],
      "intercept": 0.002546878003758486,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "4H",
    "fold": "historical_2024-01",
    "kind": "state",
    "samples": 1561,
    "trades": 35,
    "cutoff": "2024-01-01",
    "max_label_end": "2023-12-30 08:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.22800000000000012,
        0.044023946281900636,
        -0.018605206932384277,
        0.04232348111658456,
        0.022757655756451278,
        0.007761544727099665,
        0.0005131319753530921
      ],
      "scale": [
        0.3108801637134094,
        0.07631144659137307,
        0.012922006436937392,
        0.14633094660624546,
        0.08703167437337293,
        0.020226384403054347,
        0.0005775970677823443
      ],
      "coefficients": [
        0.00033825242610520184,
        0.0010906462777393164,
        0.0017412724898557452,
        -0.00103778524575703,
        -0.00013716468670157768,
        -0.0002944979605127268,
        -0.0001921116054404117
      ],
      "intercept": 0.002546878003758486,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "4H",
    "fold": "historical_2024-01",
    "kind": "combined",
    "samples": 1561,
    "trades": 35,
    "cutoff": "2024-01-01",
    "max_label_end": "2023-12-30 08:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        0.6673145975059885,
        0.05077769765383403,
        0.004515582207691926,
        0.010278531646915378,
        0.2042598087184981,
        -0.11420584955997186,
        0.01321358407323242,
        0.22800000000000012,
        0.044023946281900636,
        -0.018605206932384277,
        0.04232348111658456,
        0.022757655756451278,
        0.007761544727099665,
        0.0005131319753530921,
        0.035334015237343745,
        -0.003222393491202609
      ],
      "scale": [
        0.31194621276492157,
        0.4207053520001122,
        0.026871718664457426,
        0.005529909079609106,
        0.8885861735344734,
        0.5961913773475473,
        0.3787978995287326,
        0.3108801637134094,
        0.07631144659137307,
        0.012922006436937392,
        0.14633094660624546,
        0.08703167437337293,
        0.020226384403054347,
        0.0005775970677823443,
        0.060600083190346765,
        0.0207792714607975
      ],
      "coefficients": [
        0.002340662111299764,
        0.0004455807010662195,
        0.0009554387248356275,
        0.002052186462137381,
        -0.0001221676725862555,
        8.522384578847953e-05,
        -0.0017100907279338172,
        0.0004528402257956744,
        0.0001631805457291183,
        0.001590684973163691,
        -0.0006351828303235309,
        7.100943125508577e-05,
        -0.0005168870349703004,
        -0.00015762756663859553,
        -0.0001337287714239864,
        -0.0007770949456083604
      ],
      "intercept": 0.002546878003758486,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "4H",
    "fold": "historical_2024-01",
    "kind": "tree_market",
    "samples": 1561,
    "trades": 35,
    "cutoff": "2024-01-01",
    "max_label_end": "2023-12-30 08:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        0.6673145975059885,
        0.05077769765383403,
        0.004515582207691926,
        0.010278531646915378,
        0.2042598087184981,
        -0.11420584955997186,
        0.01321358407323242
      ],
      "scale": [
        0.31194621276492157,
        0.4207053520001122,
        0.026871718664457426,
        0.005529909079609106,
        0.8885861735344734,
        0.5961913773475473,
        0.3787978995287326
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.002546878003758486,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          2,
          -2,
          -2,
          3,
          -2,
          -2
        ],
        "threshold": [
          -0.02963092178106308,
          -0.24255702644586563,
          -2.0,
          -2.0,
          0.5040869414806366,
          -2.0,
          -2.0
        ],
        "value": [
          0.002546878003758428,
          -0.006919412251452109,
          -0.012856067653200985,
          0.0026802880091038967,
          0.006854587055550804,
          0.004467056006611882,
          0.014572196784807912
        ]
      }
    }
  },
  {
    "tf": "4H",
    "fold": "historical_2024-01",
    "kind": "tree_combined",
    "samples": 1561,
    "trades": 35,
    "cutoff": "2024-01-01",
    "max_label_end": "2023-12-30 08:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        0.6673145975059885,
        0.05077769765383403,
        0.004515582207691926,
        0.010278531646915378,
        0.2042598087184981,
        -0.11420584955997186,
        0.01321358407323242,
        0.22800000000000012,
        0.044023946281900636,
        -0.018605206932384277,
        0.04232348111658456,
        0.022757655756451278,
        0.007761544727099665,
        0.0005131319753530921,
        0.035334015237343745,
        -0.003222393491202609
      ],
      "scale": [
        0.31194621276492157,
        0.4207053520001122,
        0.026871718664457426,
        0.005529909079609106,
        0.8885861735344734,
        0.5961913773475473,
        0.3787978995287326,
        0.3108801637134094,
        0.07631144659137307,
        0.012922006436937392,
        0.14633094660624546,
        0.08703167437337293,
        0.020226384403054347,
        0.0005775970677823443,
        0.060600083190346765,
        0.0207792714607975
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.002546878003758486,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          11,
          11,
          -2,
          -2,
          9,
          -2,
          -2
        ],
        "threshold": [
          -0.26319022476673126,
          -0.27686360478401184,
          -2.0,
          -2.0,
          0.6296785473823547,
          -2.0,
          -2.0
        ],
        "value": [
          0.002546878003758428,
          -0.008288761670055484,
          0.003077304076020369,
          -0.016532838362574253,
          0.006553195290313304,
          0.0020943543935408133,
          0.013490235854252016
        ]
      }
    }
  },
  {
    "tf": "4H",
    "fold": "historical_2024-10",
    "kind": "market",
    "samples": 2170,
    "trades": 45,
    "cutoff": "2024-10-01",
    "max_label_end": "2024-09-30 20:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        0.6679060897568813,
        0.04795873493669949,
        0.004616378354221268,
        0.010286342556034046,
        0.38109096233660983,
        -0.09205094500117797,
        -0.0027654333386480765
      ],
      "scale": [
        0.30126042436194334,
        0.40651334033718883,
        0.02529880588391642,
        0.005218272427835161,
        0.8506258680530254,
        0.5988546243940739,
        0.3726298422866778
      ],
      "coefficients": [
        0.0021159230775632067,
        0.00045712418791941917,
        0.00116939801844792,
        0.0017757101948847251,
        1.7660808830956476e-05,
        0.0003666887286794036,
        -0.001482581734219017
      ],
      "intercept": 0.0022700365378983066,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "4H",
    "fold": "historical_2024-10",
    "kind": "state",
    "samples": 2170,
    "trades": 45,
    "cutoff": "2024-10-01",
    "max_label_end": "2024-09-30 20:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.24611111111111125,
        0.049191975021443714,
        -0.018225154105163892,
        0.033650132684821935,
        0.027031982703529998,
        0.00830016113300327,
        0.0004958894334638618
      ],
      "scale": [
        0.315203735799131,
        0.07668318411811646,
        0.012795827105228074,
        0.13184394319654272,
        0.08674424202520281,
        0.020043075409032045,
        0.0005711957393521748
      ],
      "coefficients": [
        0.0003319176106239867,
        0.0008277881388723574,
        0.00146480971368244,
        -0.0008856428746635695,
        -0.00013824430393565812,
        -0.0003576563830704873,
        -0.00030540204279554475
      ],
      "intercept": 0.0022700365378983066,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "4H",
    "fold": "historical_2024-10",
    "kind": "combined",
    "samples": 2170,
    "trades": 45,
    "cutoff": "2024-10-01",
    "max_label_end": "2024-09-30 20:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        0.6679060897568813,
        0.04795873493669949,
        0.004616378354221268,
        0.010286342556034046,
        0.38109096233660983,
        -0.09205094500117797,
        -0.0027654333386480765,
        0.24611111111111125,
        0.049191975021443714,
        -0.018225154105163892,
        0.033650132684821935,
        0.027031982703529998,
        0.00830016113300327,
        0.0004958894334638618,
        0.03762323854275072,
        -0.006260743650911475
      ],
      "scale": [
        0.30126042436194334,
        0.40651334033718883,
        0.02529880588391642,
        0.005218272427835161,
        0.8506258680530254,
        0.5988546243940739,
        0.3726298422866778,
        0.315203735799131,
        0.07668318411811646,
        0.012795827105228074,
        0.13184394319654272,
        0.08674424202520281,
        0.020043075409032045,
        0.0005711957393521748,
        0.06021611344290273,
        0.020037305401888295
      ],
      "coefficients": [
        0.002044972789332673,
        0.00045203891288316114,
        0.0008845829697648648,
        0.0019134118312165022,
        -0.00022314786062619082,
        0.00047264289916779134,
        -0.0014079162835017461,
        0.0005535085708708988,
        8.068202375778339e-05,
        0.0013302048295290253,
        -0.0005364869643038192,
        2.0927635951469574e-05,
        -0.0005841325307519523,
        -0.0002761342466219266,
        -0.00016530086188823285,
        -0.0005921424953094391
      ],
      "intercept": 0.0022700365378983066,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "4H",
    "fold": "historical_2024-10",
    "kind": "tree_market",
    "samples": 2170,
    "trades": 45,
    "cutoff": "2024-10-01",
    "max_label_end": "2024-09-30 20:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        0.6679060897568813,
        0.04795873493669949,
        0.004616378354221268,
        0.010286342556034046,
        0.38109096233660983,
        -0.09205094500117797,
        -0.0027654333386480765
      ],
      "scale": [
        0.30126042436194334,
        0.40651334033718883,
        0.02529880588391642,
        0.005218272427835161,
        0.8506258680530254,
        0.5988546243940739,
        0.3726298422866778
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.0022700365378983066,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          2,
          -2,
          -2,
          3,
          -2,
          -2
        ],
        "threshold": [
          -0.04944096505641937,
          -0.2485886588692665,
          -2.0,
          -2.0,
          0.5326943397521973,
          -2.0,
          -2.0
        ],
        "value": [
          0.002270036537898334,
          -0.0056283081030060085,
          -0.010764037168395158,
          0.0006411789927268257,
          0.005929523538181618,
          0.003879293658220877,
          0.013444188208124276
        ]
      }
    }
  },
  {
    "tf": "4H",
    "fold": "historical_2024-10",
    "kind": "tree_combined",
    "samples": 2170,
    "trades": 45,
    "cutoff": "2024-10-01",
    "max_label_end": "2024-09-30 20:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        0.6679060897568813,
        0.04795873493669949,
        0.004616378354221268,
        0.010286342556034046,
        0.38109096233660983,
        -0.09205094500117797,
        -0.0027654333386480765,
        0.24611111111111125,
        0.049191975021443714,
        -0.018225154105163892,
        0.033650132684821935,
        0.027031982703529998,
        0.00830016113300327,
        0.0004958894334638618,
        0.03762323854275072,
        -0.006260743650911475
      ],
      "scale": [
        0.30126042436194334,
        0.40651334033718883,
        0.02529880588391642,
        0.005218272427835161,
        0.8506258680530254,
        0.5988546243940739,
        0.3726298422866778,
        0.315203735799131,
        0.07668318411811646,
        0.012795827105228074,
        0.13184394319654272,
        0.08674424202520281,
        0.020043075409032045,
        0.0005711957393521748,
        0.06021611344290273,
        0.020037305401888295
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.0022700365378983066,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          11,
          11,
          -2,
          -2,
          9,
          -2,
          -2
        ],
        "threshold": [
          -0.31333738565444946,
          -0.32554495334625244,
          -2.0,
          -2.0,
          0.6063846051692963,
          -2.0,
          -2.0
        ],
        "value": [
          0.002270036537898334,
          -0.008191712964885607,
          0.0017180471309143144,
          -0.016428703362133413,
          0.005480660613048635,
          0.002142032663789974,
          0.011062889231840954
        ]
      }
    }
  },
  {
    "tf": "4H",
    "fold": "historical_2025-10",
    "kind": "market",
    "samples": 2877,
    "trades": 54,
    "cutoff": "2025-10-01",
    "max_label_end": "2025-09-30 20:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        0.6694140577955363,
        0.04655551121807307,
        0.004864686434104065,
        0.010039247827906233,
        0.4842424686138451,
        -0.08120601195024214,
        -0.014717071663548176
      ],
      "scale": [
        0.29886219817917126,
        0.40000315442815465,
        0.024234134112222597,
        0.005437618988729397,
        0.8100441175663207,
        0.5958588767600029,
        0.3667413996207091
      ],
      "coefficients": [
        0.0017420419451551546,
        0.0006490557414836586,
        0.0009525706827004269,
        0.0017102694873912755,
        9.924378455632439e-05,
        0.0004087757261643183,
        -0.0014205656013299567
      ],
      "intercept": 0.0024309052934299007,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "4H",
    "fold": "historical_2025-10",
    "kind": "state",
    "samples": 2877,
    "trades": 54,
    "cutoff": "2025-10-01",
    "max_label_end": "2025-09-30 20:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.2713888888888891,
        0.04972044799967616,
        -0.017544062297514148,
        0.036529431558339265,
        0.03230274902408126,
        0.008472131857976559,
        0.00046808177031901026
      ],
      "scale": [
        0.36665940649377926,
        0.07745972442946097,
        0.012660475837027268,
        0.1397052826173705,
        0.10726391492854079,
        0.020956735135344656,
        0.0005587822714783256
      ],
      "coefficients": [
        7.841327534943335e-05,
        0.0006078076055164761,
        0.0012975639448507554,
        -0.0006596736232271755,
        -0.00010717734751783355,
        -0.00030171620576806805,
        -0.0003418729774766566
      ],
      "intercept": 0.0024309052934299007,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "4H",
    "fold": "historical_2025-10",
    "kind": "combined",
    "samples": 2877,
    "trades": 54,
    "cutoff": "2025-10-01",
    "max_label_end": "2025-09-30 20:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        0.6694140577955363,
        0.04655551121807307,
        0.004864686434104065,
        0.010039247827906233,
        0.4842424686138451,
        -0.08120601195024214,
        -0.014717071663548176,
        0.2713888888888891,
        0.04972044799967616,
        -0.017544062297514148,
        0.036529431558339265,
        0.03230274902408126,
        0.008472131857976559,
        0.00046808177031901026,
        0.037558987538290504,
        -0.007573720252303841
      ],
      "scale": [
        0.29886219817917126,
        0.40000315442815465,
        0.024234134112222597,
        0.005437618988729397,
        0.8100441175663207,
        0.5958588767600029,
        0.3667413996207091,
        0.36665940649377926,
        0.07745972442946097,
        0.012660475837027268,
        0.1397052826173705,
        0.10726391492854079,
        0.020956735135344656,
        0.0005587822714783256,
        0.060652725731943434,
        0.019097681438631317
      ],
      "coefficients": [
        0.0017362158170971893,
        0.0006264015889653169,
        0.0006971371986203591,
        0.0018237183186813224,
        -0.00014319917424156684,
        0.0004766819241099059,
        -0.001350171212867742,
        0.00031753927006202893,
        -3.824514288402128e-07,
        0.0012076494038466975,
        -0.00042755123886857984,
        4.3263388826024555e-05,
        -0.00047179601190298117,
        -0.00032672353984267545,
        -0.00014395086403327657,
        -0.0005601110783604895
      ],
      "intercept": 0.0024309052934299007,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "4H",
    "fold": "historical_2025-10",
    "kind": "tree_market",
    "samples": 2877,
    "trades": 54,
    "cutoff": "2025-10-01",
    "max_label_end": "2025-09-30 20:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        0.6694140577955363,
        0.04655551121807307,
        0.004864686434104065,
        0.010039247827906233,
        0.4842424686138451,
        -0.08120601195024214,
        -0.014717071663548176
      ],
      "scale": [
        0.29886219817917126,
        0.40000315442815465,
        0.024234134112222597,
        0.005437618988729397,
        0.8100441175663207,
        0.5958588767600029,
        0.3667413996207091
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.0024309052934299007,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          2,
          -2,
          -2,
          3,
          -2,
          -2
        ],
        "threshold": [
          -0.05488340184092522,
          -0.2708102911710739,
          -2.0,
          -2.0,
          0.5566478371620178,
          -2.0,
          -2.0
        ],
        "value": [
          0.002430905293429922,
          -0.004297569973016991,
          -0.009008694274170321,
          0.0006846668990720698,
          0.005455003296636552,
          0.0036272687516206653,
          0.013386065124454498
        ]
      }
    }
  },
  {
    "tf": "4H",
    "fold": "historical_2025-10",
    "kind": "tree_combined",
    "samples": 2877,
    "trades": 54,
    "cutoff": "2025-10-01",
    "max_label_end": "2025-09-30 20:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        0.6694140577955363,
        0.04655551121807307,
        0.004864686434104065,
        0.010039247827906233,
        0.4842424686138451,
        -0.08120601195024214,
        -0.014717071663548176,
        0.2713888888888891,
        0.04972044799967616,
        -0.017544062297514148,
        0.036529431558339265,
        0.03230274902408126,
        0.008472131857976559,
        0.00046808177031901026,
        0.037558987538290504,
        -0.007573720252303841
      ],
      "scale": [
        0.29886219817917126,
        0.40000315442815465,
        0.024234134112222597,
        0.005437618988729397,
        0.8100441175663207,
        0.5958588767600029,
        0.3667413996207091,
        0.36665940649377926,
        0.07745972442946097,
        0.012660475837027268,
        0.1397052826173705,
        0.10726391492854079,
        0.020956735135344656,
        0.0005587822714783256,
        0.060652725731943434,
        0.019097681438631317
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.0024309052934299007,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          11,
          11,
          -2,
          -2,
          15,
          -2,
          -2
        ],
        "threshold": [
          -0.30253399908542633,
          -0.3124062418937683,
          -2.0,
          -2.0,
          0.3963019698858261,
          -2.0,
          -2.0
        ],
        "value": [
          0.002430905293429922,
          -0.006816386509262883,
          0.0016922441043450737,
          -0.014576583834224808,
          0.005104363489331017,
          0.002579643145784896,
          0.011558440962735464
        ]
      }
    }
  },
  {
    "tf": "4H",
    "fold": "later_2026",
    "kind": "market",
    "samples": 3066,
    "trades": 58,
    "cutoff": "2026-03-01",
    "max_label_end": "2026-01-29 12:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        0.6663419084948585,
        0.047997910489613826,
        0.004218297245232001,
        0.009962977372720288,
        0.5198119535370197,
        -0.08569597860780478,
        -0.005175215648710001
      ],
      "scale": [
        0.2983028898164424,
        0.394576695840416,
        0.02374053104188298,
        0.00527487421431714,
        0.7924634432511041,
        0.5871908579722028,
        0.34737324899377187
      ],
      "coefficients": [
        0.0016855477453581898,
        0.0004380936216297943,
        0.0009515019785427981,
        0.0016886774421883163,
        -9.795000739767429e-05,
        0.0003718932955084276,
        -0.001319164373994795
      ],
      "intercept": 0.0016713579019726596,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "4H",
    "fold": "later_2026",
    "kind": "state",
    "samples": 3066,
    "trades": 58,
    "cutoff": "2026-03-01",
    "max_label_end": "2026-01-29 12:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.26931034482758687,
        0.046937794429300655,
        -0.01819646937805209,
        0.034297516738223906,
        0.03055901408781117,
        0.008020283918402982,
        0.0004989739314357921
      ],
      "scale": [
        0.3578376730276065,
        0.07627009487679776,
        0.012956173571290358,
        0.13519426663282882,
        0.10380515753303754,
        0.020309893046047044,
        0.0005818986601027493
      ],
      "coefficients": [
        0.00013697378490516672,
        0.0007239132073955705,
        0.0012173310259168775,
        -0.0005794190561360989,
        -0.00011917586716143357,
        -0.00024338175934638935,
        -0.00023696203530719078
      ],
      "intercept": 0.0016713579019726596,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "4H",
    "fold": "later_2026",
    "kind": "combined",
    "samples": 3066,
    "trades": 58,
    "cutoff": "2026-03-01",
    "max_label_end": "2026-01-29 12:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        0.6663419084948585,
        0.047997910489613826,
        0.004218297245232001,
        0.009962977372720288,
        0.5198119535370197,
        -0.08569597860780478,
        -0.005175215648710001,
        0.26931034482758687,
        0.046937794429300655,
        -0.01819646937805209,
        0.034297516738223906,
        0.03055901408781117,
        0.008020283918402982,
        0.0004989739314357921,
        0.03553391126627153,
        -0.008913737129063189
      ],
      "scale": [
        0.2983028898164424,
        0.394576695840416,
        0.02374053104188298,
        0.00527487421431714,
        0.7924634432511041,
        0.5871908579722028,
        0.34737324899377187,
        0.3578376730276065,
        0.07627009487679776,
        0.012956173571290358,
        0.13519426663282882,
        0.10380515753303754,
        0.020309893046047044,
        0.0005818986601027493,
        0.05962152997341843,
        0.01940856712171267
      ],
      "coefficients": [
        0.001659032007892381,
        0.00042080423480861845,
        0.0006888350638232046,
        0.0017740015807931125,
        -0.00028850692343833573,
        0.0004225276661962808,
        -0.001265595348067618,
        0.000354703345154998,
        0.00012309180702009477,
        0.0011508578933621452,
        -0.0003547995916658169,
        9.625424888113735e-06,
        -0.00043511512753566104,
        -0.00023813288908865784,
        -2.3352225488990794e-05,
        -0.0004424371838864535
      ],
      "intercept": 0.0016713579019726596,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "4H",
    "fold": "later_2026",
    "kind": "tree_market",
    "samples": 3066,
    "trades": 58,
    "cutoff": "2026-03-01",
    "max_label_end": "2026-01-29 12:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        0.6663419084948585,
        0.047997910489613826,
        0.004218297245232001,
        0.009962977372720288,
        0.5198119535370197,
        -0.08569597860780478,
        -0.005175215648710001
      ],
      "scale": [
        0.2983028898164424,
        0.394576695840416,
        0.02374053104188298,
        0.00527487421431714,
        0.7924634432511041,
        0.5871908579722028,
        0.34737324899377187
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.0016713579019726596,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          2,
          -2,
          -2,
          3,
          -2,
          -2
        ],
        "threshold": [
          -0.04468754678964615,
          -0.24921362847089767,
          -2.0,
          -2.0,
          0.5882811844348907,
          -2.0,
          -2.0
        ],
        "value": [
          0.001671357901972694,
          -0.004375584139935781,
          -0.008091933833591646,
          -0.0003591403503989926,
          0.004475443528086724,
          0.002571005316947948,
          0.013386065124454527
        ]
      }
    }
  },
  {
    "tf": "4H",
    "fold": "later_2026",
    "kind": "tree_combined",
    "samples": 3066,
    "trades": 58,
    "cutoff": "2026-03-01",
    "max_label_end": "2026-01-29 12:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        0.6663419084948585,
        0.047997910489613826,
        0.004218297245232001,
        0.009962977372720288,
        0.5198119535370197,
        -0.08569597860780478,
        -0.005175215648710001,
        0.26931034482758687,
        0.046937794429300655,
        -0.01819646937805209,
        0.034297516738223906,
        0.03055901408781117,
        0.008020283918402982,
        0.0004989739314357921,
        0.03553391126627153,
        -0.008913737129063189
      ],
      "scale": [
        0.2983028898164424,
        0.394576695840416,
        0.02374053104188298,
        0.00527487421431714,
        0.7924634432511041,
        0.5871908579722028,
        0.34737324899377187,
        0.3578376730276065,
        0.07627009487679776,
        0.012956173571290358,
        0.13519426663282882,
        0.10380515753303754,
        0.020309893046047044,
        0.0005818986601027493,
        0.05962152997341843,
        0.01940856712171267
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.0016713579019726596,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          11,
          11,
          -2,
          -2,
          15,
          -2,
          -2
        ],
        "threshold": [
          -0.29581618309020996,
          -0.3070889711380005,
          -2.0,
          -2.0,
          0.45899656414985657,
          -2.0,
          -2.0
        ],
        "value": [
          0.001671357901972694,
          -0.0062157673452139664,
          0.002439034172116761,
          -0.01369861883254941,
          0.004197228041921748,
          0.0016731620203246764,
          0.011013192807021727
        ]
      }
    }
  },
  {
    "tf": "6H",
    "fold": "historical_2021-01",
    "kind": "market",
    "samples": 1637,
    "trades": 18,
    "cutoff": "2021-01-01",
    "max_label_end": "2020-12-31 18:00:00",
    "abstain": true,
    "model": null
  },
  {
    "tf": "6H",
    "fold": "historical_2021-01",
    "kind": "state",
    "samples": 1637,
    "trades": 18,
    "cutoff": "2021-01-01",
    "max_label_end": "2020-12-31 18:00:00",
    "abstain": true,
    "model": null
  },
  {
    "tf": "6H",
    "fold": "historical_2021-01",
    "kind": "combined",
    "samples": 1637,
    "trades": 18,
    "cutoff": "2021-01-01",
    "max_label_end": "2020-12-31 18:00:00",
    "abstain": true,
    "model": null
  },
  {
    "tf": "6H",
    "fold": "historical_2021-01",
    "kind": "tree_market",
    "samples": 1637,
    "trades": 18,
    "cutoff": "2021-01-01",
    "max_label_end": "2020-12-31 18:00:00",
    "abstain": true,
    "model": null
  },
  {
    "tf": "6H",
    "fold": "historical_2021-01",
    "kind": "tree_combined",
    "samples": 1637,
    "trades": 18,
    "cutoff": "2021-01-01",
    "max_label_end": "2020-12-31 18:00:00",
    "abstain": true,
    "model": null
  },
  {
    "tf": "6H",
    "fold": "historical_2022-01",
    "kind": "market",
    "samples": 2268,
    "trades": 27,
    "cutoff": "2022-01-01",
    "max_label_end": "2021-12-02 12:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.550838784831995,
        -0.047754561296519935,
        0.012267190370126005,
        0.01865668433391319,
        0.707557234812925,
        0.10561071793566178,
        0.039886556697348384
      ],
      "scale": [
        0.3093151933264103,
        0.33151259376716713,
        0.0566493352740777,
        0.009448011518936745,
        0.6286797855068906,
        0.660361761738969,
        0.31756128320741317
      ],
      "coefficients": [
        0.002922262498579619,
        0.00048768297937889555,
        -0.0030988144382890115,
        -0.0025452784528308165,
        0.001099490762142941,
        0.0005851034169374275,
        0.0007414341640247272
      ],
      "intercept": 0.0004392059038890734,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "6H",
    "fold": "historical_2022-01",
    "kind": "state",
    "samples": 2268,
    "trades": 27,
    "cutoff": "2022-01-01",
    "max_label_end": "2021-12-02 12:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.4249999999999999,
        0.06351874789192045,
        -0.04801638134577303,
        0.1946056162913218,
        0.05624135024728982,
        0.019332910388911953,
        0.004232228152678829
      ],
      "scale": [
        0.59284337864645,
        0.12368621206567293,
        0.04389368149444895,
        0.2940408476245675,
        0.156628379972847,
        0.059986682217741207,
        0.0064378083553025215
      ],
      "coefficients": [
        0.000998810450475838,
        -0.0019571836123819797,
        0.002459777769734816,
        -0.0036732642843013605,
        0.00025772876307275964,
        -0.0005150295436255058,
        -0.001300424876021967
      ],
      "intercept": 0.0004392059038890734,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "6H",
    "fold": "historical_2022-01",
    "kind": "combined",
    "samples": 2268,
    "trades": 27,
    "cutoff": "2022-01-01",
    "max_label_end": "2021-12-02 12:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.550838784831995,
        -0.047754561296519935,
        0.012267190370126005,
        0.01865668433391319,
        0.707557234812925,
        0.10561071793566178,
        0.039886556697348384,
        0.4249999999999999,
        0.06351874789192045,
        -0.04801638134577303,
        0.1946056162913218,
        0.05624135024728982,
        0.019332910388911953,
        0.004232228152678829,
        -0.030962691267529777,
        -0.02518815639706579
      ],
      "scale": [
        0.3093151933264103,
        0.33151259376716713,
        0.0566493352740777,
        0.009448011518936745,
        0.6286797855068906,
        0.660361761738969,
        0.31756128320741317,
        0.59284337864645,
        0.12368621206567293,
        0.04389368149444895,
        0.2940408476245675,
        0.156628379972847,
        0.059986682217741207,
        0.0064378083553025215,
        0.08263605501185335,
        0.05190505479301919
      ],
      "coefficients": [
        0.002702330005854115,
        0.0008298550091078444,
        -0.0033963415599047382,
        -0.0016019881849350306,
        0.0016552245052235313,
        0.0009525506335366305,
        0.0005513579079474854,
        0.0009363042740350189,
        -0.001584675388154028,
        0.0020421550941844445,
        -0.0038559178094395526,
        0.0001747354556957648,
        -0.00042585573325673587,
        -0.0009665860598577662,
        7.726257080342171e-05,
        0.0015270613221446097
      ],
      "intercept": 0.0004392059038890734,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "6H",
    "fold": "historical_2022-01",
    "kind": "tree_market",
    "samples": 2268,
    "trades": 27,
    "cutoff": "2022-01-01",
    "max_label_end": "2021-12-02 12:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.550838784831995,
        -0.047754561296519935,
        0.012267190370126005,
        0.01865668433391319,
        0.707557234812925,
        0.10561071793566178,
        0.039886556697348384
      ],
      "scale": [
        0.3093151933264103,
        0.33151259376716713,
        0.0566493352740777,
        0.009448011518936745,
        0.6286797855068906,
        0.660361761738969,
        0.31756128320741317
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.0004392059038890734,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          -1
        ],
        "feature": [
          3,
          0,
          -2,
          -2,
          -2
        ],
        "threshold": [
          1.1030828952789307,
          0.7652524411678314,
          -2.0,
          -2.0,
          -2.0
        ],
        "value": [
          0.00043920590388905683,
          0.003968437921969253,
          4.924492543609694e-05,
          0.02078005126924207,
          -0.01937860549635691
        ]
      }
    }
  },
  {
    "tf": "6H",
    "fold": "historical_2022-01",
    "kind": "tree_combined",
    "samples": 2268,
    "trades": 27,
    "cutoff": "2022-01-01",
    "max_label_end": "2021-12-02 12:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.550838784831995,
        -0.047754561296519935,
        0.012267190370126005,
        0.01865668433391319,
        0.707557234812925,
        0.10561071793566178,
        0.039886556697348384,
        0.4249999999999999,
        0.06351874789192045,
        -0.04801638134577303,
        0.1946056162913218,
        0.05624135024728982,
        0.019332910388911953,
        0.004232228152678829,
        -0.030962691267529777,
        -0.02518815639706579
      ],
      "scale": [
        0.3093151933264103,
        0.33151259376716713,
        0.0566493352740777,
        0.009448011518936745,
        0.6286797855068906,
        0.660361761738969,
        0.31756128320741317,
        0.59284337864645,
        0.12368621206567293,
        0.04389368149444895,
        0.2940408476245675,
        0.156628379972847,
        0.059986682217741207,
        0.0064378083553025215,
        0.08263605501185335,
        0.05190505479301919
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.0004392059038890734,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          -1
        ],
        "feature": [
          9,
          7,
          -2,
          -2,
          -2
        ],
        "threshold": [
          0.9518814980983734,
          -0.47230012714862823,
          -2.0,
          -2.0,
          -2.0
        ],
        "value": [
          0.00043920590388905683,
          -0.0025723315450112538,
          -0.011296201974899231,
          0.005177625395067016,
          0.025291937029276793
        ]
      }
    }
  },
  {
    "tf": "6H",
    "fold": "historical_2023-01",
    "kind": "market",
    "samples": 2391,
    "trades": 28,
    "cutoff": "2023-01-01",
    "max_label_end": "2022-04-01 06:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.5577299806313225,
        -0.04653760651983326,
        0.011923794546488883,
        0.01858614135954896,
        0.687804174452275,
        0.09655711906906443,
        0.04078491718696087
      ],
      "scale": [
        0.3085245287904729,
        0.32855702411703414,
        0.05598028867449848,
        0.009344515501048528,
        0.629541275601096,
        0.6640492119485929,
        0.31899847164811496
      ],
      "coefficients": [
        0.0027753050860661746,
        0.0005114339254919292,
        -0.0030105756788821507,
        -0.0025538941701758796,
        0.001077400345294139,
        0.00039992188195848375,
        0.0007826737406196071
      ],
      "intercept": 0.00046592192059467775,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "6H",
    "fold": "historical_2023-01",
    "kind": "state",
    "samples": 2391,
    "trades": 28,
    "cutoff": "2023-01-01",
    "max_label_end": "2022-04-01 06:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.431964285714285,
        0.05987619847487182,
        -0.049304197262492265,
        0.18925239596500534,
        0.05393742360598408,
        0.018848540156556966,
        0.00442623111110373
      ],
      "scale": [
        0.5871310989003378,
        0.12354505660994583,
        0.0446690859924956,
        0.29171010198336916,
        0.15451711833055512,
        0.05896707318580879,
        0.006604755462252905
      ],
      "coefficients": [
        0.001017192412359409,
        -0.0019751481250718382,
        0.0023309086439820353,
        -0.003638902891938736,
        0.0001952218987551687,
        -0.0004580406401207767,
        -0.0010949010533044797
      ],
      "intercept": 0.00046592192059467775,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "6H",
    "fold": "historical_2023-01",
    "kind": "combined",
    "samples": 2391,
    "trades": 28,
    "cutoff": "2023-01-01",
    "max_label_end": "2022-04-01 06:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.5577299806313225,
        -0.04653760651983326,
        0.011923794546488883,
        0.01858614135954896,
        0.687804174452275,
        0.09655711906906443,
        0.04078491718696087,
        0.431964285714285,
        0.05987619847487182,
        -0.049304197262492265,
        0.18925239596500534,
        0.05393742360598408,
        0.018848540156556966,
        0.00442623111110373,
        -0.02874291436907802,
        -0.02437395310023039
      ],
      "scale": [
        0.3085245287904729,
        0.32855702411703414,
        0.05598028867449848,
        0.009344515501048528,
        0.629541275601096,
        0.6640492119485929,
        0.31899847164811496,
        0.5871310989003378,
        0.12354505660994583,
        0.0446690859924956,
        0.29171010198336916,
        0.15451711833055512,
        0.05896707318580879,
        0.006604755462252905,
        0.08249744370891315,
        0.051168662460492724
      ],
      "coefficients": [
        0.0025737160814606865,
        0.000820563860353458,
        -0.00328421882348165,
        -0.0016825074410686048,
        0.0017283490550397457,
        0.0007656790291366493,
        0.0006253256053306718,
        0.0009413293517388003,
        -0.0015921462130045632,
        0.00189213756773597,
        -0.0038180027349438224,
        0.0001136330617168022,
        -0.00035842689303481863,
        -0.0007476154726630549,
        0.00017694957308922525,
        0.0015427966127670649
      ],
      "intercept": 0.00046592192059467775,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "6H",
    "fold": "historical_2023-01",
    "kind": "tree_market",
    "samples": 2391,
    "trades": 28,
    "cutoff": "2023-01-01",
    "max_label_end": "2022-04-01 06:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.5577299806313225,
        -0.04653760651983326,
        0.011923794546488883,
        0.01858614135954896,
        0.687804174452275,
        0.09655711906906443,
        0.04078491718696087
      ],
      "scale": [
        0.3085245287904729,
        0.32855702411703414,
        0.05598028867449848,
        0.009344515501048528,
        0.629541275601096,
        0.6640492119485929,
        0.31899847164811496
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.00046592192059467775,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          -1
        ],
        "feature": [
          3,
          0,
          -2,
          -2,
          -2
        ],
        "threshold": [
          1.1228492856025696,
          0.7895495295524597,
          -2.0,
          -2.0,
          -2.0
        ],
        "value": [
          0.0004659219205946823,
          0.0038521607675731278,
          0.00014171193612407516,
          0.020396678280361537,
          -0.01937860549635693
        ]
      }
    }
  },
  {
    "tf": "6H",
    "fold": "historical_2023-01",
    "kind": "tree_combined",
    "samples": 2391,
    "trades": 28,
    "cutoff": "2023-01-01",
    "max_label_end": "2022-04-01 06:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.5577299806313225,
        -0.04653760651983326,
        0.011923794546488883,
        0.01858614135954896,
        0.687804174452275,
        0.09655711906906443,
        0.04078491718696087,
        0.431964285714285,
        0.05987619847487182,
        -0.049304197262492265,
        0.18925239596500534,
        0.05393742360598408,
        0.018848540156556966,
        0.00442623111110373,
        -0.02874291436907802,
        -0.02437395310023039
      ],
      "scale": [
        0.3085245287904729,
        0.32855702411703414,
        0.05598028867449848,
        0.009344515501048528,
        0.629541275601096,
        0.6640492119485929,
        0.31899847164811496,
        0.5871310989003378,
        0.12354505660994583,
        0.0446690859924956,
        0.29171010198336916,
        0.15451711833055512,
        0.05896707318580879,
        0.006604755462252905,
        0.08249744370891315,
        0.051168662460492724
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.00046592192059467775,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          -1
        ],
        "feature": [
          9,
          7,
          -2,
          -2,
          -2
        ],
        "threshold": [
          0.9641880691051483,
          -0.4887567460536957,
          -2.0,
          -2.0,
          -2.0
        ],
        "value": [
          0.0004659219205946823,
          -0.0024235113550049683,
          -0.011517063174195903,
          0.005204112790535281,
          0.024995589176927728
        ]
      }
    }
  },
  {
    "tf": "6H",
    "fold": "historical_2024-01",
    "kind": "market",
    "samples": 3508,
    "trades": 39,
    "cutoff": "2024-01-01",
    "max_label_end": "2023-12-25 12:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.5296410794484574,
        -0.04328307536466795,
        0.010172050531988558,
        0.016258115831775218,
        0.6511392361289635,
        0.1029046249803022,
        -0.009276360024579851
      ],
      "scale": [
        0.3324542396004464,
        0.33842604619676736,
        0.04902416675160411,
        0.008980915197491106,
        0.6485021177601211,
        0.6316331848250839,
        0.3455273157759305
      ],
      "coefficients": [
        0.0027949839117590142,
        0.00028667944279085506,
        -0.002486609155823608,
        -0.002256448502056503,
        0.001143318372397294,
        0.00012079472780304416,
        0.0003341002747201876
      ],
      "intercept": 0.00136340835813291,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "6H",
    "fold": "historical_2024-01",
    "kind": "state",
    "samples": 3508,
    "trades": 39,
    "cutoff": "2024-01-01",
    "max_label_end": "2023-12-25 12:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.4547435897435898,
        0.05273979042634273,
        -0.04611217837142611,
        0.17893589348973643,
        0.045729786412959356,
        0.015266482484920973,
        0.0039305508402868675
      ],
      "scale": [
        0.5812212114564842,
        0.111736283232916,
        0.042476085579166066,
        0.2868058307034777,
        0.14047646094149108,
        0.05080235391912746,
        0.006250698493644481
      ],
      "coefficients": [
        0.0007060298621769909,
        -0.0015671319079958131,
        0.0019705764659472295,
        -0.002910355493902438,
        0.00017207162011153215,
        -0.00045131623103861,
        -0.000892608885961273
      ],
      "intercept": 0.00136340835813291,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "6H",
    "fold": "historical_2024-01",
    "kind": "combined",
    "samples": 3508,
    "trades": 39,
    "cutoff": "2024-01-01",
    "max_label_end": "2023-12-25 12:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.5296410794484574,
        -0.04328307536466795,
        0.010172050531988558,
        0.016258115831775218,
        0.6511392361289635,
        0.1029046249803022,
        -0.009276360024579851,
        0.4547435897435898,
        0.05273979042634273,
        -0.04611217837142611,
        0.17893589348973643,
        0.045729786412959356,
        0.015266482484920973,
        0.0039305508402868675,
        -0.023515355904208925,
        -0.02077656156386197
      ],
      "scale": [
        0.3324542396004464,
        0.33842604619676736,
        0.04902416675160411,
        0.008980915197491106,
        0.6485021177601211,
        0.6316331848250839,
        0.3455273157759305,
        0.5812212114564842,
        0.111736283232916,
        0.042476085579166066,
        0.2868058307034777,
        0.14047646094149108,
        0.05080235391912746,
        0.006250698493644481,
        0.07384826281602985,
        0.04935180429429207
      ],
      "coefficients": [
        0.002693044134555444,
        0.0004577075450083515,
        -0.002667067838641187,
        -0.0015140884728166157,
        0.0016867709082443757,
        0.00036593249221118616,
        0.0002118791175512254,
        0.0006017237048154435,
        -0.0012910052334883025,
        0.0014955137760208688,
        -0.003022355056939596,
        0.00014669903447563025,
        -0.00032921546363534,
        -0.0005372259179762165,
        0.00010590394482136982,
        0.0013541977520492847
      ],
      "intercept": 0.00136340835813291,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "6H",
    "fold": "historical_2024-01",
    "kind": "tree_market",
    "samples": 3508,
    "trades": 39,
    "cutoff": "2024-01-01",
    "max_label_end": "2023-12-25 12:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.5296410794484574,
        -0.04328307536466795,
        0.010172050531988558,
        0.016258115831775218,
        0.6511392361289635,
        0.1029046249803022,
        -0.009276360024579851
      ],
      "scale": [
        0.3324542396004464,
        0.33842604619676736,
        0.04902416675160411,
        0.008980915197491106,
        0.6485021177601211,
        0.6316331848250839,
        0.3455273157759305
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.00136340835813291,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          -1
        ],
        "feature": [
          3,
          0,
          -2,
          -2,
          -2
        ],
        "threshold": [
          1.4275280237197876,
          0.6482290625572205,
          -2.0,
          -2.0,
          -2.0
        ],
        "value": [
          0.0013634083581329066,
          0.0037921926449233155,
          0.00047856402147796124,
          0.016036954751460848,
          -0.019355672619696104
        ]
      }
    }
  },
  {
    "tf": "6H",
    "fold": "historical_2024-01",
    "kind": "tree_combined",
    "samples": 3508,
    "trades": 39,
    "cutoff": "2024-01-01",
    "max_label_end": "2023-12-25 12:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.5296410794484574,
        -0.04328307536466795,
        0.010172050531988558,
        0.016258115831775218,
        0.6511392361289635,
        0.1029046249803022,
        -0.009276360024579851,
        0.4547435897435898,
        0.05273979042634273,
        -0.04611217837142611,
        0.17893589348973643,
        0.045729786412959356,
        0.015266482484920973,
        0.0039305508402868675,
        -0.023515355904208925,
        -0.02077656156386197
      ],
      "scale": [
        0.3324542396004464,
        0.33842604619676736,
        0.04902416675160411,
        0.008980915197491106,
        0.6485021177601211,
        0.6316331848250839,
        0.3455273157759305,
        0.5812212114564842,
        0.111736283232916,
        0.042476085579166066,
        0.2868058307034777,
        0.14047646094149108,
        0.05080235391912746,
        0.006250698493644481,
        0.07384826281602985,
        0.04935180429429207
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.00136340835813291,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          -1
        ],
        "feature": [
          3,
          9,
          -2,
          -2,
          -2
        ],
        "threshold": [
          1.4275280237197876,
          0.9383676648139954,
          -2.0,
          -2.0,
          -2.0
        ],
        "value": [
          0.0013634083581329066,
          0.0037921926449233003,
          0.0012852202611192748,
          0.0229037075269219,
          -0.01935567261969612
        ]
      }
    }
  },
  {
    "tf": "6H",
    "fold": "historical_2024-10",
    "kind": "market",
    "samples": 4110,
    "trades": 50,
    "cutoff": "2024-10-01",
    "max_label_end": "2024-09-30 06:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.5417809609406499,
        -0.0433511804892741,
        0.007815157755082508,
        0.015547016785420977,
        0.7278886041806079,
        0.07633749481569668,
        -0.0275892568189493
      ],
      "scale": [
        0.3211273277481404,
        0.3418855299710869,
        0.04520502589345642,
        0.008365054118679324,
        0.5906921999870135,
        0.6339041336239707,
        0.34747692646729583
      ],
      "coefficients": [
        0.002651327758073675,
        -4.3941852535014824e-05,
        -0.002197704542505636,
        -0.0015047698350935728,
        0.0006398971433228283,
        0.0006834031681067007,
        0.0005454231838125086
      ],
      "intercept": 0.0002475517847577072,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "6H",
    "fold": "historical_2024-10",
    "kind": "state",
    "samples": 4110,
    "trades": 50,
    "cutoff": "2024-10-01",
    "max_label_end": "2024-09-30 06:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.415999999999999,
        0.049258989643476615,
        -0.04472875059354865,
        0.1926956090000123,
        0.04165073015823558,
        0.013689352030841765,
        0.0037920655005206365
      ],
      "scale": [
        0.5401345511382634,
        0.10612682964333552,
        0.04232498518441285,
        0.29316337352690597,
        0.1270035427020564,
        0.04532156469473139,
        0.006260364176814673
      ],
      "coefficients": [
        0.0008190562499856225,
        -0.00111874933132703,
        0.0014445809774366264,
        -0.0027382809765160087,
        0.00010224694366601084,
        -0.0004740511088905134,
        -0.0008061082178041215
      ],
      "intercept": 0.0002475517847577072,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "6H",
    "fold": "historical_2024-10",
    "kind": "combined",
    "samples": 4110,
    "trades": 50,
    "cutoff": "2024-10-01",
    "max_label_end": "2024-09-30 06:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.5417809609406499,
        -0.0433511804892741,
        0.007815157755082508,
        0.015547016785420977,
        0.7278886041806079,
        0.07633749481569668,
        -0.0275892568189493,
        0.415999999999999,
        0.049258989643476615,
        -0.04472875059354865,
        0.1926956090000123,
        0.04165073015823558,
        0.013689352030841765,
        0.0037920655005206365,
        -0.023050321230188686,
        -0.024966969483648464
      ],
      "scale": [
        0.3211273277481404,
        0.3418855299710869,
        0.04520502589345642,
        0.008365054118679324,
        0.5906921999870135,
        0.6339041336239707,
        0.34747692646729583,
        0.5401345511382634,
        0.10612682964333552,
        0.04232498518441285,
        0.29316337352690597,
        0.1270035427020564,
        0.04532156469473139,
        0.006260364176814673,
        0.069880980403855,
        0.04836686712992992
      ],
      "coefficients": [
        0.0026003657054840773,
        0.0001425310430993994,
        -0.0024519874372775684,
        -0.0009461888611342909,
        0.0011549141333943135,
        0.0008981720313670237,
        0.00043500438058842916,
        0.0008986564992032558,
        -0.0008864905120270548,
        0.0011718262124726124,
        -0.0028682776247919194,
        9.414140290559573e-05,
        -0.0003679523500823637,
        -0.0006041068150765719,
        0.00010193887160339358,
        0.0012813992955137707
      ],
      "intercept": 0.0002475517847577072,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "6H",
    "fold": "historical_2024-10",
    "kind": "tree_market",
    "samples": 4110,
    "trades": 50,
    "cutoff": "2024-10-01",
    "max_label_end": "2024-09-30 06:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.5417809609406499,
        -0.0433511804892741,
        0.007815157755082508,
        0.015547016785420977,
        0.7278886041806079,
        0.07633749481569668,
        -0.0275892568189493
      ],
      "scale": [
        0.3211273277481404,
        0.3418855299710869,
        0.04520502589345642,
        0.008365054118679324,
        0.5906921999870135,
        0.6339041336239707,
        0.34747692646729583
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.0002475517847577072,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          -1
        ],
        "feature": [
          0,
          3,
          -2,
          -2,
          -2
        ],
        "threshold": [
          1.4423742294311523,
          1.1604068875312805,
          -2.0,
          -2.0,
          -2.0
        ],
        "value": [
          0.00024755178475770976,
          -0.0013371954413835918,
          0.00023098769695220666,
          -0.012465292203306274,
          0.01335588871028177
        ]
      }
    }
  },
  {
    "tf": "6H",
    "fold": "historical_2024-10",
    "kind": "tree_combined",
    "samples": 4110,
    "trades": 50,
    "cutoff": "2024-10-01",
    "max_label_end": "2024-09-30 06:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.5417809609406499,
        -0.0433511804892741,
        0.007815157755082508,
        0.015547016785420977,
        0.7278886041806079,
        0.07633749481569668,
        -0.0275892568189493,
        0.415999999999999,
        0.049258989643476615,
        -0.04472875059354865,
        0.1926956090000123,
        0.04165073015823558,
        0.013689352030841765,
        0.0037920655005206365,
        -0.023050321230188686,
        -0.024966969483648464
      ],
      "scale": [
        0.3211273277481404,
        0.3418855299710869,
        0.04520502589345642,
        0.008365054118679324,
        0.5906921999870135,
        0.6339041336239707,
        0.34747692646729583,
        0.5401345511382634,
        0.10612682964333552,
        0.04232498518441285,
        0.29316337352690597,
        0.1270035427020564,
        0.04532156469473139,
        0.006260364176814673,
        0.069880980403855,
        0.04836686712992992
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.0002475517847577072,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          -1
        ],
        "feature": [
          10,
          8,
          -2,
          -2,
          -2
        ],
        "threshold": [
          1.4746193289756775,
          0.912487268447876,
          -2.0,
          -2.0,
          -2.0
        ],
        "value": [
          0.00024755178475770976,
          0.002470668583380588,
          0.004683202593869217,
          -0.00996370859447117,
          -0.013401913001224236
        ]
      }
    }
  },
  {
    "tf": "6H",
    "fold": "historical_2025-10",
    "kind": "market",
    "samples": 5248,
    "trades": 56,
    "cutoff": "2025-10-01",
    "max_label_end": "2025-09-30 18:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.5484245197247611,
        -0.04096965801735293,
        0.00695648937103784,
        0.01491471683055591,
        0.756603836150255,
        0.052285431736693595,
        -0.02859956554919075
      ],
      "scale": [
        0.3179199165930078,
        0.33817900980558113,
        0.043276625811929335,
        0.008226997958778683,
        0.5646613230090287,
        0.631053974995467,
        0.3470943326414576
      ],
      "coefficients": [
        0.0022962559887449,
        -1.5882746093875895e-05,
        -0.0020092263330846677,
        -0.00132769203114606,
        0.0005869392472270342,
        0.0007002657726213615,
        0.0004182807182700077
      ],
      "intercept": 0.0001810357231090633,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "6H",
    "fold": "historical_2025-10",
    "kind": "state",
    "samples": 5248,
    "trades": 56,
    "cutoff": "2025-10-01",
    "max_label_end": "2025-09-30 18:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.4735714285714279,
        0.05143624306078568,
        -0.04504830911156029,
        0.18059135307277502,
        0.050547549686015304,
        0.01426852610878917,
        0.003784999891251587
      ],
      "scale": [
        0.6044411879247341,
        0.10780927144072983,
        0.04190047419112199,
        0.2876344383393986,
        0.14634696636290975,
        0.04440189706666333,
        0.006143893405864763
      ],
      "coefficients": [
        0.000805153471455926,
        -0.0009328504749898538,
        0.001237752488543961,
        -0.0025464943833953192,
        0.00010492098101986698,
        -0.00048065602873416857,
        -0.0006218158912376678
      ],
      "intercept": 0.0001810357231090633,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "6H",
    "fold": "historical_2025-10",
    "kind": "combined",
    "samples": 5248,
    "trades": 56,
    "cutoff": "2025-10-01",
    "max_label_end": "2025-09-30 18:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.5484245197247611,
        -0.04096965801735293,
        0.00695648937103784,
        0.01491471683055591,
        0.756603836150255,
        0.052285431736693595,
        -0.02859956554919075,
        0.4735714285714279,
        0.05143624306078568,
        -0.04504830911156029,
        0.18059135307277502,
        0.050547549686015304,
        0.01426852610878917,
        0.003784999891251587,
        -0.02507007003915106,
        -0.02735313917120204
      ],
      "scale": [
        0.3179199165930078,
        0.33817900980558113,
        0.043276625811929335,
        0.008226997958778683,
        0.5646613230090287,
        0.631053974995467,
        0.3470943326414576,
        0.6044411879247341,
        0.10780927144072983,
        0.04190047419112199,
        0.2876344383393986,
        0.14634696636290975,
        0.04440189706666333,
        0.006143893405864763,
        0.07141446657095181,
        0.04785503741701228
      ],
      "coefficients": [
        0.0022515938428569696,
        0.00013031060728086748,
        -0.002239528378601279,
        -0.000825033204333569,
        0.0010137957757421741,
        0.000896703823787291,
        0.00031999436022816814,
        0.000906808498089699,
        -0.0007344231063116528,
        0.0010053338922318823,
        -0.0026534797126552758,
        9.379161689172406e-05,
        -0.0003884376662360997,
        -0.0004390799131990355,
        8.411556039707844e-05,
        0.0011294483183530643
      ],
      "intercept": 0.0001810357231090633,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "6H",
    "fold": "historical_2025-10",
    "kind": "tree_market",
    "samples": 5248,
    "trades": 56,
    "cutoff": "2025-10-01",
    "max_label_end": "2025-09-30 18:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.5484245197247611,
        -0.04096965801735293,
        0.00695648937103784,
        0.01491471683055591,
        0.756603836150255,
        0.052285431736693595,
        -0.02859956554919075
      ],
      "scale": [
        0.3179199165930078,
        0.33817900980558113,
        0.043276625811929335,
        0.008226997958778683,
        0.5646613230090287,
        0.631053974995467,
        0.3470943326414576
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.0001810357231090633,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          -1
        ],
        "feature": [
          0,
          3,
          -2,
          -2,
          -2
        ],
        "threshold": [
          1.4778228402137756,
          1.1458503007888794,
          -2.0,
          -2.0,
          -2.0
        ],
        "value": [
          0.0001810357231090613,
          -0.0012072900541175845,
          0.0002730434705230958,
          -0.011426249643784357,
          0.01244492265300559
        ]
      }
    }
  },
  {
    "tf": "6H",
    "fold": "historical_2025-10",
    "kind": "tree_combined",
    "samples": 5248,
    "trades": 56,
    "cutoff": "2025-10-01",
    "max_label_end": "2025-09-30 18:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.5484245197247611,
        -0.04096965801735293,
        0.00695648937103784,
        0.01491471683055591,
        0.756603836150255,
        0.052285431736693595,
        -0.02859956554919075,
        0.4735714285714279,
        0.05143624306078568,
        -0.04504830911156029,
        0.18059135307277502,
        0.050547549686015304,
        0.01426852610878917,
        0.003784999891251587,
        -0.02507007003915106,
        -0.02735313917120204
      ],
      "scale": [
        0.3179199165930078,
        0.33817900980558113,
        0.043276625811929335,
        0.008226997958778683,
        0.5646613230090287,
        0.631053974995467,
        0.3470943326414576,
        0.6044411879247341,
        0.10780927144072983,
        0.04190047419112199,
        0.2876344383393986,
        0.14634696636290975,
        0.04440189706666333,
        0.006143893405864763,
        0.07141446657095181,
        0.04785503741701228
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.0001810357231090633,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          -1
        ],
        "feature": [
          10,
          8,
          -2,
          -2,
          -2
        ],
        "threshold": [
          1.5450466871261597,
          0.8781452476978302,
          -2.0,
          -2.0,
          -2.0
        ],
        "value": [
          0.0001810357231090613,
          0.0021889149307192735,
          0.0041399570290792985,
          -0.008042432064071698,
          -0.013107360676424337
        ]
      }
    }
  },
  {
    "tf": "6H",
    "fold": "later_2026",
    "kind": "market",
    "samples": 5444,
    "trades": 59,
    "cutoff": "2026-03-01",
    "max_label_end": "2026-01-19 00:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.5564589472403866,
        -0.04337969448285714,
        0.006388425466469011,
        0.014668789908757196,
        0.7689799122782021,
        0.024942342950648712,
        -0.02802688645824245
      ],
      "scale": [
        0.3164830909547125,
        0.33995407447737763,
        0.04240141003747367,
        0.008089716339044355,
        0.5527107796831805,
        0.6350523999133839,
        0.3446980866956596
      ],
      "coefficients": [
        0.002321095750597653,
        -0.00017114710183072492,
        -0.0019284819514535465,
        -0.0011748701865346395,
        0.00046615443901421515,
        0.0008639585130001231,
        0.0004867733568011622
      ],
      "intercept": -0.00029146376811200136,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "6H",
    "fold": "later_2026",
    "kind": "state",
    "samples": 5444,
    "trades": 59,
    "cutoff": "2026-03-01",
    "max_label_end": "2026-01-19 00:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.46635593220339006,
        0.04860131019037311,
        -0.043546248571739665,
        0.19185179869411198,
        0.04753003549685174,
        0.013573881814861164,
        0.003651950788942284
      ],
      "scale": [
        0.6302604590116864,
        0.10588576137819587,
        0.04190077593876458,
        0.29280615469077437,
        0.14397654754235067,
        0.04336406382223029,
        0.006122529260781017
      ],
      "coefficients": [
        0.0007204857817162047,
        -0.0007824263899277323,
        0.001052932275735928,
        -0.0028084279805147116,
        0.0001560188335377115,
        -0.0004647603744288389,
        -0.0005792573384931923
      ],
      "intercept": -0.00029146376811200136,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "6H",
    "fold": "later_2026",
    "kind": "combined",
    "samples": 5444,
    "trades": 59,
    "cutoff": "2026-03-01",
    "max_label_end": "2026-01-19 00:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.5564589472403866,
        -0.04337969448285714,
        0.006388425466469011,
        0.014668789908757196,
        0.7689799122782021,
        0.024942342950648712,
        -0.02802688645824245,
        0.46635593220339006,
        0.04860131019037311,
        -0.043546248571739665,
        0.19185179869411198,
        0.04753003549685174,
        0.013573881814861164,
        0.003651950788942284,
        -0.023694492540416837,
        -0.02675083303512816
      ],
      "scale": [
        0.3164830909547125,
        0.33995407447737763,
        0.04240141003747367,
        0.008089716339044355,
        0.5527107796831805,
        0.6350523999133839,
        0.3446980866956596,
        0.6302604590116864,
        0.10588576137819587,
        0.04190077593876458,
        0.29280615469077437,
        0.14397654754235067,
        0.04336406382223029,
        0.006122529260781017,
        0.06991116589103538,
        0.047197568888220076
      ],
      "coefficients": [
        0.0022576252802039036,
        1.2030268577023797e-05,
        -0.002169703196997287,
        -0.000719188218962011,
        0.0008871980683463708,
        0.0010182561502523558,
        0.000343765120533151,
        0.0008261691891157701,
        -0.0006154124342014229,
        0.0008667296704956274,
        -0.002880751296006822,
        0.00015345880656374245,
        -0.0003879719338747687,
        -0.0004271513604369453,
        3.0107504959415568e-05,
        0.0010810144538410745
      ],
      "intercept": -0.00029146376811200136,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "6H",
    "fold": "later_2026",
    "kind": "tree_market",
    "samples": 5444,
    "trades": 59,
    "cutoff": "2026-03-01",
    "max_label_end": "2026-01-19 00:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.5564589472403866,
        -0.04337969448285714,
        0.006388425466469011,
        0.014668789908757196,
        0.7689799122782021,
        0.024942342950648712,
        -0.02802688645824245
      ],
      "scale": [
        0.3164830909547125,
        0.33995407447737763,
        0.04240141003747367,
        0.008089716339044355,
        0.5527107796831805,
        0.6350523999133839,
        0.3446980866956596
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.00029146376811200136,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          -1
        ],
        "feature": [
          0,
          3,
          -2,
          -2,
          -2
        ],
        "threshold": [
          1.4809025526046753,
          1.1956952214241028,
          -2.0,
          -2.0,
          -2.0
        ],
        "value": [
          -0.000291463768112008,
          -0.0016546454266451952,
          -0.0003232918354165365,
          -0.011427803246918434,
          0.011810817334407805
        ]
      }
    }
  },
  {
    "tf": "6H",
    "fold": "later_2026",
    "kind": "tree_combined",
    "samples": 5444,
    "trades": 59,
    "cutoff": "2026-03-01",
    "max_label_end": "2026-01-19 00:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.5564589472403866,
        -0.04337969448285714,
        0.006388425466469011,
        0.014668789908757196,
        0.7689799122782021,
        0.024942342950648712,
        -0.02802688645824245,
        0.46635593220339006,
        0.04860131019037311,
        -0.043546248571739665,
        0.19185179869411198,
        0.04753003549685174,
        0.013573881814861164,
        0.003651950788942284,
        -0.023694492540416837,
        -0.02675083303512816
      ],
      "scale": [
        0.3164830909547125,
        0.33995407447737763,
        0.04240141003747367,
        0.008089716339044355,
        0.5527107796831805,
        0.6350523999133839,
        0.3446980866956596,
        0.6302604590116864,
        0.10588576137819587,
        0.04190077593876458,
        0.29280615469077437,
        0.14397654754235067,
        0.04336406382223029,
        0.006122529260781017,
        0.06991116589103538,
        0.047197568888220076
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.00029146376811200136,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          10,
          8,
          -2,
          -2,
          7,
          -2,
          -2
        ],
        "threshold": [
          0.9100954234600067,
          0.9208710491657257,
          -2.0,
          -2.0,
          -0.5733437836170197,
          -2.0,
          -2.0
        ],
        "value": [
          -0.000291463768112008,
          0.0026758313052010836,
          0.004895232801151095,
          -0.008641215459021233,
          -0.011502972919635378,
          -0.018942017145653474,
          -0.004471000701700505
        ]
      }
    }
  },
  {
    "tf": "8H",
    "fold": "historical_2021-01",
    "kind": "market",
    "samples": 1776,
    "trades": 19,
    "cutoff": "2021-01-01",
    "max_label_end": "2020-12-31 16:00:00",
    "abstain": true,
    "model": null
  },
  {
    "tf": "8H",
    "fold": "historical_2021-01",
    "kind": "state",
    "samples": 1776,
    "trades": 19,
    "cutoff": "2021-01-01",
    "max_label_end": "2020-12-31 16:00:00",
    "abstain": true,
    "model": null
  },
  {
    "tf": "8H",
    "fold": "historical_2021-01",
    "kind": "combined",
    "samples": 1776,
    "trades": 19,
    "cutoff": "2021-01-01",
    "max_label_end": "2020-12-31 16:00:00",
    "abstain": true,
    "model": null
  },
  {
    "tf": "8H",
    "fold": "historical_2021-01",
    "kind": "tree_market",
    "samples": 1776,
    "trades": 19,
    "cutoff": "2021-01-01",
    "max_label_end": "2020-12-31 16:00:00",
    "abstain": true,
    "model": null
  },
  {
    "tf": "8H",
    "fold": "historical_2021-01",
    "kind": "tree_combined",
    "samples": 1776,
    "trades": 19,
    "cutoff": "2021-01-01",
    "max_label_end": "2020-12-31 16:00:00",
    "abstain": true,
    "model": null
  },
  {
    "tf": "8H",
    "fold": "historical_2022-01",
    "kind": "market",
    "samples": 2465,
    "trades": 28,
    "cutoff": "2022-01-01",
    "max_label_end": "2021-11-14 08:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.4624204461899791,
        -0.03271849157209233,
        0.009085887777589782,
        0.02233016923935962,
        0.7253026604394723,
        0.16788664523885477,
        0.02844002463439027
      ],
      "scale": [
        0.40490509428786375,
        0.3054665976055314,
        0.05129571713139702,
        0.010918720507709,
        0.5915472990706011,
        0.5969574996336027,
        0.4284647115059589
      ],
      "coefficients": [
        0.001542841033549192,
        -0.00010466090469985984,
        -0.002321128789338531,
        0.0016296003706714939,
        -0.0012499043873749574,
        0.002544439162598857,
        -0.000407118572360897
      ],
      "intercept": 0.005622649630970296,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "8H",
    "fold": "historical_2022-01",
    "kind": "state",
    "samples": 2465,
    "trades": 28,
    "cutoff": "2022-01-01",
    "max_label_end": "2021-11-14 08:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.4451785714285716,
        0.08908353340008142,
        -0.05971455835546034,
        0.16163830109251015,
        0.07219980468439449,
        0.037648285109460576,
        0.0066195724728513065
      ],
      "scale": [
        0.6125667827676754,
        0.17237287833768172,
        0.05526069121232238,
        0.27774444046066704,
        0.23979058130324787,
        0.09505906187687718,
        0.010781238326497657
      ],
      "coefficients": [
        -0.00032969859319760466,
        -0.0006721610552726119,
        -0.0006691635187861102,
        -0.003109674600263368,
        0.0008164339812060398,
        -0.0022667992060986133,
        0.0005774818244431092
      ],
      "intercept": 0.005622649630970296,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "8H",
    "fold": "historical_2022-01",
    "kind": "combined",
    "samples": 2465,
    "trades": 28,
    "cutoff": "2022-01-01",
    "max_label_end": "2021-11-14 08:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.4624204461899791,
        -0.03271849157209233,
        0.009085887777589782,
        0.02233016923935962,
        0.7253026604394723,
        0.16788664523885477,
        0.02844002463439027,
        0.4451785714285716,
        0.08908353340008142,
        -0.05971455835546034,
        0.16163830109251015,
        0.07219980468439449,
        0.037648285109460576,
        0.0066195724728513065,
        -0.015838262184101295,
        -0.03162769779087166
      ],
      "scale": [
        0.40490509428786375,
        0.3054665976055314,
        0.05129571713139702,
        0.010918720507709,
        0.5915472990706011,
        0.5969574996336027,
        0.4284647115059589,
        0.6125667827676754,
        0.17237287833768172,
        0.05526069121232238,
        0.27774444046066704,
        0.23979058130324787,
        0.09505906187687718,
        0.010781238326497657,
        0.0985756487784173,
        0.06194456881657607
      ],
      "coefficients": [
        0.0014924448399946976,
        -0.00022780841174416483,
        -0.002153393553412675,
        0.0021856959511907872,
        -0.0008389730908834999,
        0.0029802474939962403,
        -0.0005038259698839613,
        0.0006687291787537402,
        -0.0008096996876249893,
        -7.412785656213588e-05,
        -0.0035244630635113535,
        0.000750106262628153,
        -0.0026249057312858234,
        0.00022282825717239425,
        0.0013013461527672987,
        -0.0007530318325005373
      ],
      "intercept": 0.005622649630970296,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "8H",
    "fold": "historical_2022-01",
    "kind": "tree_market",
    "samples": 2465,
    "trades": 28,
    "cutoff": "2022-01-01",
    "max_label_end": "2021-11-14 08:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.4624204461899791,
        -0.03271849157209233,
        0.009085887777589782,
        0.02233016923935962,
        0.7253026604394723,
        0.16788664523885477,
        0.02844002463439027
      ],
      "scale": [
        0.40490509428786375,
        0.3054665976055314,
        0.05129571713139702,
        0.010918720507709,
        0.5915472990706011,
        0.5969574996336027,
        0.4284647115059589
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.005622649630970296,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          5,
          2,
          -2,
          -2,
          1,
          -2,
          -2
        ],
        "threshold": [
          0.3369770348072052,
          0.39670784771442413,
          -2.0,
          -2.0,
          0.43958695232868195,
          -2.0,
          -2.0
        ],
        "value": [
          0.0056226496309703874,
          -0.0002138892523129297,
          0.0026695451709401056,
          -0.010163552400263726,
          0.013570768864028755,
          0.01856479860378447,
          -0.0013992530442192735
        ]
      }
    }
  },
  {
    "tf": "8H",
    "fold": "historical_2022-01",
    "kind": "tree_combined",
    "samples": 2465,
    "trades": 28,
    "cutoff": "2022-01-01",
    "max_label_end": "2021-11-14 08:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.4624204461899791,
        -0.03271849157209233,
        0.009085887777589782,
        0.02233016923935962,
        0.7253026604394723,
        0.16788664523885477,
        0.02844002463439027,
        0.4451785714285716,
        0.08908353340008142,
        -0.05971455835546034,
        0.16163830109251015,
        0.07219980468439449,
        0.037648285109460576,
        0.0066195724728513065,
        -0.015838262184101295,
        -0.03162769779087166
      ],
      "scale": [
        0.40490509428786375,
        0.3054665976055314,
        0.05129571713139702,
        0.010918720507709,
        0.5915472990706011,
        0.5969574996336027,
        0.4284647115059589,
        0.6125667827676754,
        0.17237287833768172,
        0.05526069121232238,
        0.27774444046066704,
        0.23979058130324787,
        0.09505906187687718,
        0.010781238326497657,
        0.0985756487784173,
        0.06194456881657607
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.005622649630970296,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          10,
          5,
          -2,
          -2,
          14,
          -2,
          -2
        ],
        "threshold": [
          -0.431949719786644,
          0.2970922589302063,
          -2.0,
          -2.0,
          0.12065943703055382,
          -2.0,
          -2.0
        ],
        "value": [
          0.0056226496309703874,
          0.010849848200363343,
          0.0033064728087958246,
          0.02345611846305313,
          -0.005319582355582762,
          -0.017510348543734414,
          0.0030402330006734277
        ]
      }
    }
  },
  {
    "tf": "8H",
    "fold": "historical_2023-01",
    "kind": "market",
    "samples": 3009,
    "trades": 30,
    "cutoff": "2023-01-01",
    "max_label_end": "2022-11-09 08:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.48262995123700597,
        -0.0308483764456309,
        0.008456590603537963,
        0.021951368492478113,
        0.6420816462567412,
        0.14262999593360703,
        0.0262733139814201
      ],
      "scale": [
        0.4028517718738127,
        0.29906230032996545,
        0.0505322029712086,
        0.010767123728343011,
        0.6699540902813892,
        0.6065138615527929,
        0.4290709634880492
      ],
      "coefficients": [
        0.0014644910105075125,
        -7.276435881695238e-05,
        -0.002204369397097196,
        0.0016403764231713994,
        -0.0007580697398523913,
        0.0024437106845668502,
        -0.0004574836631004406
      ],
      "intercept": 0.005199702111399769,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "8H",
    "fold": "historical_2023-01",
    "kind": "state",
    "samples": 3009,
    "trades": 30,
    "cutoff": "2023-01-01",
    "max_label_end": "2022-11-09 08:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.5065000000000008,
        0.07616141118430841,
        -0.06487542399114672,
        0.151629499429718,
        0.0566413536785082,
        0.036372664389272155,
        0.007816441203361956
      ],
      "scale": [
        0.6681229718813408,
        0.1748488027859692,
        0.06006347113954444,
        0.27181408594133344,
        0.24390776192107433,
        0.09207050404248983,
        0.012505315465071677
      ],
      "coefficients": [
        -0.0006941109721723559,
        -0.0004267624471197917,
        -0.000604833833873339,
        -0.0028531015167043475,
        0.001046160498652137,
        -0.0022247381947572923,
        0.0005143004927783808
      ],
      "intercept": 0.005199702111399769,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "8H",
    "fold": "historical_2023-01",
    "kind": "combined",
    "samples": 3009,
    "trades": 30,
    "cutoff": "2023-01-01",
    "max_label_end": "2022-11-09 08:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.48262995123700597,
        -0.0308483764456309,
        0.008456590603537963,
        0.021951368492478113,
        0.6420816462567412,
        0.14262999593360703,
        0.0262733139814201,
        0.5065000000000008,
        0.07616141118430841,
        -0.06487542399114672,
        0.151629499429718,
        0.0566413536785082,
        0.036372664389272155,
        0.007816441203361956,
        -0.009095972396594945,
        -0.02281550173937676
      ],
      "scale": [
        0.4028517718738127,
        0.29906230032996545,
        0.0505322029712086,
        0.010767123728343011,
        0.6699540902813892,
        0.6065138615527929,
        0.4290709634880492,
        0.6681229718813408,
        0.1748488027859692,
        0.06006347113954444,
        0.27181408594133344,
        0.24390776192107433,
        0.09207050404248983,
        0.012505315465071677,
        0.10037787702753824,
        0.07324706774830612
      ],
      "coefficients": [
        0.0014696930473527365,
        -0.00018658801988860496,
        -0.0020395939330406358,
        0.0021293419072436056,
        -0.0003377761715362474,
        0.002816229524482784,
        -0.0005486453604492934,
        0.0004030043597095975,
        -0.000676517299521019,
        -0.0001321804637425366,
        -0.0033190523701401306,
        0.000948007373048217,
        -0.0025756491743378082,
        0.00031149706006168223,
        0.001164241251653687,
        -0.000894865723003023
      ],
      "intercept": 0.005199702111399769,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "8H",
    "fold": "historical_2023-01",
    "kind": "tree_market",
    "samples": 3009,
    "trades": 30,
    "cutoff": "2023-01-01",
    "max_label_end": "2022-11-09 08:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.48262995123700597,
        -0.0308483764456309,
        0.008456590603537963,
        0.021951368492478113,
        0.6420816462567412,
        0.14262999593360703,
        0.0262733139814201
      ],
      "scale": [
        0.4028517718738127,
        0.29906230032996545,
        0.0505322029712086,
        0.010767123728343011,
        0.6699540902813892,
        0.6065138615527929,
        0.4290709634880492
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.005199702111399769,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          5,
          2,
          -2,
          -2,
          1,
          -2,
          -2
        ],
        "threshold": [
          0.3733098953962326,
          0.4151552766561508,
          -2.0,
          -2.0,
          0.4427472651004791,
          -2.0,
          -2.0
        ],
        "value": [
          0.005199702111399772,
          -0.0004162575723938897,
          0.0022614588625233393,
          -0.010057953804966702,
          0.013129712852183919,
          0.01778618819504625,
          -0.001349202534881069
        ]
      }
    }
  },
  {
    "tf": "8H",
    "fold": "historical_2023-01",
    "kind": "tree_combined",
    "samples": 3009,
    "trades": 30,
    "cutoff": "2023-01-01",
    "max_label_end": "2022-11-09 08:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.48262995123700597,
        -0.0308483764456309,
        0.008456590603537963,
        0.021951368492478113,
        0.6420816462567412,
        0.14262999593360703,
        0.0262733139814201,
        0.5065000000000008,
        0.07616141118430841,
        -0.06487542399114672,
        0.151629499429718,
        0.0566413536785082,
        0.036372664389272155,
        0.007816441203361956,
        -0.009095972396594945,
        -0.02281550173937676
      ],
      "scale": [
        0.4028517718738127,
        0.29906230032996545,
        0.0505322029712086,
        0.010767123728343011,
        0.6699540902813892,
        0.6065138615527929,
        0.4290709634880492,
        0.6681229718813408,
        0.1748488027859692,
        0.06006347113954444,
        0.27181408594133344,
        0.24390776192107433,
        0.09207050404248983,
        0.012505315465071677,
        0.10037787702753824,
        0.07324706774830612
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.005199702111399769,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          10,
          5,
          -2,
          -2,
          14,
          -2,
          -2
        ],
        "threshold": [
          -0.40455162525177,
          0.5434207618236542,
          -2.0,
          -2.0,
          0.05132398568093777,
          -2.0,
          -2.0
        ],
        "value": [
          0.005199702111399772,
          0.00976842685416722,
          0.0033142005992221808,
          0.02320351697838754,
          -0.005296994979811248,
          -0.01730473317035347,
          0.003040233000673429
        ]
      }
    }
  },
  {
    "tf": "8H",
    "fold": "historical_2024-01",
    "kind": "market",
    "samples": 3925,
    "trades": 42,
    "cutoff": "2024-01-01",
    "max_label_end": "2023-12-31 16:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.47049428127739473,
        -0.030316686401784913,
        0.007113311605292117,
        0.019253793876291943,
        0.5001417807655141,
        0.1089212359148956,
        -0.020396493892993445
      ],
      "scale": [
        0.4002681957404013,
        0.310024274927953,
        0.045173255792345046,
        0.010398036146304693,
        0.7412363128777707,
        0.6141915525341498,
        0.4299826648672251
      ],
      "coefficients": [
        0.0016670614645402462,
        0.00016543519342544793,
        -0.001640617035765445,
        0.0014853425023252694,
        -0.0012273200706581751,
        0.0017418282719894145,
        -0.00021742145768590242
      ],
      "intercept": 0.004771120385768598,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "8H",
    "fold": "historical_2024-01",
    "kind": "state",
    "samples": 3925,
    "trades": 42,
    "cutoff": "2024-01-01",
    "max_label_end": "2023-12-31 16:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.47226190476190477,
        0.06232796309006408,
        -0.05697049438570255,
        0.14407504756396702,
        0.047784976584396975,
        0.0282823329398463,
        0.0062465415225341405
      ],
      "scale": [
        0.6120769050986177,
        0.1561971765330277,
        0.05478051014715713,
        0.2670024863633276,
        0.21371096097897543,
        0.07941302065415778,
        0.011070194246652029
      ],
      "coefficients": [
        -0.00044444022112303914,
        -0.00020224660477854094,
        -0.0006883725128280957,
        -0.002429111214643057,
        0.0008375086101968624,
        -0.0018665288410606147,
        0.0005983526755048985
      ],
      "intercept": 0.004771120385768598,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "8H",
    "fold": "historical_2024-01",
    "kind": "combined",
    "samples": 3925,
    "trades": 42,
    "cutoff": "2024-01-01",
    "max_label_end": "2023-12-31 16:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.47049428127739473,
        -0.030316686401784913,
        0.007113311605292117,
        0.019253793876291943,
        0.5001417807655141,
        0.1089212359148956,
        -0.020396493892993445,
        0.47226190476190477,
        0.06232796309006408,
        -0.05697049438570255,
        0.14407504756396702,
        0.047784976584396975,
        0.0282823329398463,
        0.0062465415225341405,
        -0.00570528136509914,
        -0.016396741193907875
      ],
      "scale": [
        0.4002681957404013,
        0.310024274927953,
        0.045173255792345046,
        0.010398036146304693,
        0.7412363128777707,
        0.6141915525341498,
        0.4299826648672251,
        0.6120769050986177,
        0.1561971765330277,
        0.05478051014715713,
        0.2670024863633276,
        0.21371096097897543,
        0.07941302065415778,
        0.011070194246652029,
        0.08769637563648296,
        0.06566076277018587
      ],
      "coefficients": [
        0.0016986240279238131,
        6.182473435547588e-05,
        -0.0014403451578161772,
        0.0018196738765318486,
        -0.0011025892556403856,
        0.0019462800310224232,
        -0.00031528970593854336,
        0.0001903729371117474,
        -0.0004818052803975767,
        -0.0003495756462922772,
        -0.0026095277414733458,
        0.0007830402746142796,
        -0.002097550634023189,
        0.0004103490091060843,
        0.001077175752594485,
        -0.0009283963851780361
      ],
      "intercept": 0.004771120385768598,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "8H",
    "fold": "historical_2024-01",
    "kind": "tree_market",
    "samples": 3925,
    "trades": 42,
    "cutoff": "2024-01-01",
    "max_label_end": "2023-12-31 16:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.47049428127739473,
        -0.030316686401784913,
        0.007113311605292117,
        0.019253793876291943,
        0.5001417807655141,
        0.1089212359148956,
        -0.020396493892993445
      ],
      "scale": [
        0.4002681957404013,
        0.310024274927953,
        0.045173255792345046,
        0.010398036146304693,
        0.7412363128777707,
        0.6141915525341498,
        0.4299826648672251
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.004771120385768598,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          5,
          0,
          -2,
          -2,
          1,
          -2,
          -2
        ],
        "threshold": [
          0.5915108621120453,
          0.07931052893400192,
          -2.0,
          -2.0,
          0.27964986860752106,
          -2.0,
          -2.0
        ],
        "value": [
          0.004771120385768546,
          0.000779221865158908,
          -0.0021684753764892764,
          0.006795152164619686,
          0.011637573645782022,
          0.015977597576983305,
          0.001956888216626542
        ]
      }
    }
  },
  {
    "tf": "8H",
    "fold": "historical_2024-01",
    "kind": "tree_combined",
    "samples": 3925,
    "trades": 42,
    "cutoff": "2024-01-01",
    "max_label_end": "2023-12-31 16:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.47049428127739473,
        -0.030316686401784913,
        0.007113311605292117,
        0.019253793876291943,
        0.5001417807655141,
        0.1089212359148956,
        -0.020396493892993445,
        0.47226190476190477,
        0.06232796309006408,
        -0.05697049438570255,
        0.14407504756396702,
        0.047784976584396975,
        0.0282823329398463,
        0.0062465415225341405,
        -0.00570528136509914,
        -0.016396741193907875
      ],
      "scale": [
        0.4002681957404013,
        0.310024274927953,
        0.045173255792345046,
        0.010398036146304693,
        0.7412363128777707,
        0.6141915525341498,
        0.4299826648672251,
        0.6120769050986177,
        0.1561971765330277,
        0.05478051014715713,
        0.2670024863633276,
        0.21371096097897543,
        0.07941302065415778,
        0.011070194246652029,
        0.08769637563648296,
        0.06566076277018587
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.004771120385768598,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          10,
          5,
          -2,
          -2,
          14,
          -2,
          -2
        ],
        "threshold": [
          -0.38354843109846115,
          0.5915108621120453,
          -2.0,
          -2.0,
          0.020081806927919388,
          -2.0,
          -2.0
        ],
        "value": [
          0.004771120385768546,
          0.008573896160344744,
          0.003718304888188261,
          0.018725320776237935,
          -0.004623308487073011,
          -0.01462105417706718,
          0.0017094861745838334
        ]
      }
    }
  },
  {
    "tf": "8H",
    "fold": "historical_2024-10",
    "kind": "market",
    "samples": 4417,
    "trades": 52,
    "cutoff": "2024-10-01",
    "max_label_end": "2024-09-30 16:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.46764371569795005,
        -0.032716965286043245,
        0.006175016147209898,
        0.018373338346588965,
        0.5919259296257385,
        0.11213028027905282,
        -0.035169685710945926
      ],
      "scale": [
        0.41080170860244875,
        0.3157429994431169,
        0.042965499411417696,
        0.009652782651332613,
        0.6952682751245769,
        0.6103187875742638,
        0.42194372562988647
      ],
      "coefficients": [
        0.001544371575286222,
        0.00028014245542472093,
        -0.0014043129854133774,
        0.0013889154416358435,
        -0.0012175169068574597,
        0.0013589012775175125,
        1.645204584307189e-05
      ],
      "intercept": 0.0043573312573018915,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "8H",
    "fold": "historical_2024-10",
    "kind": "state",
    "samples": 4417,
    "trades": 52,
    "cutoff": "2024-10-01",
    "max_label_end": "2024-09-30 16:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.4297115384615384,
        0.05793742263365042,
        -0.05251496624959069,
        0.14882776329648872,
        0.042776748591582446,
        0.0246810966067911,
        0.005424153291243743
      ],
      "scale": [
        0.5635313167828996,
        0.14602859879270524,
        0.05163653368544493,
        0.27006425383688926,
        0.19380273728196895,
        0.07251310089995643,
        0.010189027924618826
      ],
      "coefficients": [
        -0.0003586935465217181,
        -0.00010355804219728248,
        -0.0006532624954888057,
        -0.0027682491340698823,
        0.0007374358962983336,
        -0.0016487570837834349,
        0.0006075968851944739
      ],
      "intercept": 0.0043573312573018915,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "8H",
    "fold": "historical_2024-10",
    "kind": "combined",
    "samples": 4417,
    "trades": 52,
    "cutoff": "2024-10-01",
    "max_label_end": "2024-09-30 16:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.46764371569795005,
        -0.032716965286043245,
        0.006175016147209898,
        0.018373338346588965,
        0.5919259296257385,
        0.11213028027905282,
        -0.035169685710945926,
        0.4297115384615384,
        0.05793742263365042,
        -0.05251496624959069,
        0.14882776329648872,
        0.042776748591582446,
        0.0246810966067911,
        0.005424153291243743,
        -0.004195889360478923,
        -0.01971932710264253
      ],
      "scale": [
        0.41080170860244875,
        0.3157429994431169,
        0.042965499411417696,
        0.009652782651332613,
        0.6952682751245769,
        0.6103187875742638,
        0.42194372562988647,
        0.5635313167828996,
        0.14602859879270524,
        0.05163653368544493,
        0.27006425383688926,
        0.19380273728196895,
        0.07251310089995643,
        0.010189027924618826,
        0.08147736482277268,
        0.06073867171210875
      ],
      "coefficients": [
        0.0014365392738370072,
        0.00021427381932573103,
        -0.0012740604860635447,
        0.0016832199085140863,
        -0.0010982348677823388,
        0.0015409646540646936,
        -3.153739146842926e-05,
        0.00012565592116167408,
        -0.0003094664885764587,
        -0.0002677640784351518,
        -0.002880518495592186,
        0.0006878376676128354,
        -0.0018529821202402162,
        0.00039329246171776976,
        0.0009574852444446829,
        -0.0008272186975287661
      ],
      "intercept": 0.0043573312573018915,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "8H",
    "fold": "historical_2024-10",
    "kind": "tree_market",
    "samples": 4417,
    "trades": 52,
    "cutoff": "2024-10-01",
    "max_label_end": "2024-09-30 16:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.46764371569795005,
        -0.032716965286043245,
        0.006175016147209898,
        0.018373338346588965,
        0.5919259296257385,
        0.11213028027905282,
        -0.035169685710945926
      ],
      "scale": [
        0.41080170860244875,
        0.3157429994431169,
        0.042965499411417696,
        0.009652782651332613,
        0.6952682751245769,
        0.6103187875742638,
        0.42194372562988647
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.0043573312573018915,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          5,
          0,
          -2,
          -2,
          1,
          -2,
          -2
        ],
        "threshold": [
          0.5379908382892609,
          0.07033786922693253,
          -2.0,
          -2.0,
          0.39050789177417755,
          -2.0,
          -2.0
        ],
        "value": [
          0.0043573312573019305,
          0.0005883388989309165,
          -0.002220432310774454,
          0.006273334166150326,
          0.01075732806487399,
          0.013981044956548793,
          0.0022658250901671467
        ]
      }
    }
  },
  {
    "tf": "8H",
    "fold": "historical_2024-10",
    "kind": "tree_combined",
    "samples": 4417,
    "trades": 52,
    "cutoff": "2024-10-01",
    "max_label_end": "2024-09-30 16:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.46764371569795005,
        -0.032716965286043245,
        0.006175016147209898,
        0.018373338346588965,
        0.5919259296257385,
        0.11213028027905282,
        -0.035169685710945926,
        0.4297115384615384,
        0.05793742263365042,
        -0.05251496624959069,
        0.14882776329648872,
        0.042776748591582446,
        0.0246810966067911,
        0.005424153291243743,
        -0.004195889360478923,
        -0.01971932710264253
      ],
      "scale": [
        0.41080170860244875,
        0.3157429994431169,
        0.042965499411417696,
        0.009652782651332613,
        0.6952682751245769,
        0.6103187875742638,
        0.42194372562988647,
        0.5635313167828996,
        0.14602859879270524,
        0.05163653368544493,
        0.27006425383688926,
        0.19380273728196895,
        0.07251310089995643,
        0.010189027924618826,
        0.08147736482277268,
        0.06073867171210875
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.0043573312573018915,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          10,
          5,
          -2,
          -2,
          5,
          -2,
          -2
        ],
        "threshold": [
          -0.3967985212802887,
          0.3039211183786392,
          -2.0,
          -2.0,
          0.7460527718067169,
          -2.0,
          -2.0
        ],
        "value": [
          0.0043573312573019305,
          0.00862559023026951,
          0.0036004265591899082,
          0.015857703063774025,
          -0.005714002324328017,
          -0.009869545720699254,
          0.0013886352650690225
        ]
      }
    }
  },
  {
    "tf": "8H",
    "fold": "historical_2025-10",
    "kind": "market",
    "samples": 5239,
    "trades": 60,
    "cutoff": "2025-10-01",
    "max_label_end": "2025-09-23 00:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.4674708104186185,
        -0.029008637252387375,
        0.005964632667430514,
        0.017513162239472854,
        0.6463358056756505,
        0.08326395008101264,
        -0.04258705126227557
      ],
      "scale": [
        0.4100040265020259,
        0.3174898761146358,
        0.041040104332371125,
        0.009352739464854902,
        0.661957503257241,
        0.61192625777757,
        0.42461081309004645
      ],
      "coefficients": [
        0.0012322583405480895,
        0.0004230419609959575,
        -0.0011853553388682678,
        0.00125882600799517,
        -0.0010104369258235734,
        0.0011162990850526167,
        -0.0002270278030278391
      ],
      "intercept": 0.004393449103258512,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "8H",
    "fold": "historical_2025-10",
    "kind": "state",
    "samples": 5239,
    "trades": 60,
    "cutoff": "2025-10-01",
    "max_label_end": "2025-09-23 00:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.441583333333334,
        0.055369748596887834,
        -0.05036211359083452,
        0.14035213150949305,
        0.040645663678374855,
        0.022322515589346333,
        0.004972270743968948
      ],
      "scale": [
        0.5501348256463036,
        0.13876853580572135,
        0.049355123934935165,
        0.2645197469642497,
        0.18169446568432235,
        0.06798060451210503,
        0.009599167525892622
      ],
      "coefficients": [
        -0.0003007167646351762,
        -7.806841065028418e-05,
        -0.0006176696417707803,
        -0.002604628567783624,
        0.0006770601117201794,
        -0.0015335653206392328,
        0.0005789670831071076
      ],
      "intercept": 0.004393449103258512,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "8H",
    "fold": "historical_2025-10",
    "kind": "combined",
    "samples": 5239,
    "trades": 60,
    "cutoff": "2025-10-01",
    "max_label_end": "2025-09-23 00:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.4674708104186185,
        -0.029008637252387375,
        0.005964632667430514,
        0.017513162239472854,
        0.6463358056756505,
        0.08326395008101264,
        -0.04258705126227557,
        0.441583333333334,
        0.055369748596887834,
        -0.05036211359083452,
        0.14035213150949305,
        0.040645663678374855,
        0.022322515589346333,
        0.004972270743968948,
        -0.004151707496648895,
        -0.02193922633014618
      ],
      "scale": [
        0.4100040265020259,
        0.3174898761146358,
        0.041040104332371125,
        0.009352739464854902,
        0.661957503257241,
        0.61192625777757,
        0.42461081309004645,
        0.5501348256463036,
        0.13876853580572135,
        0.049355123934935165,
        0.2645197469642497,
        0.18169446568432235,
        0.06798060451210503,
        0.009599167525892622,
        0.07721822245432686,
        0.057656811641184205
      ],
      "coefficients": [
        0.0011484161189967484,
        0.00034980363497775656,
        -0.0010641275723273645,
        0.0015772110833075401,
        -0.0009535452550777195,
        0.0012968759070457567,
        -0.0002653305911346182,
        0.00014069749060309535,
        -0.0002618944110803186,
        -0.0002388168507144981,
        -0.0027412061691483238,
        0.0006284367848964817,
        -0.0017220031723685296,
        0.0003611047041374282,
        0.0008857438350640037,
        -0.0008048232617684545
      ],
      "intercept": 0.004393449103258512,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "8H",
    "fold": "historical_2025-10",
    "kind": "tree_market",
    "samples": 5239,
    "trades": 60,
    "cutoff": "2025-10-01",
    "max_label_end": "2025-09-23 00:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.4674708104186185,
        -0.029008637252387375,
        0.005964632667430514,
        0.017513162239472854,
        0.6463358056756505,
        0.08326395008101264,
        -0.04258705126227557
      ],
      "scale": [
        0.4100040265020259,
        0.3174898761146358,
        0.041040104332371125,
        0.009352739464854902,
        0.661957503257241,
        0.61192625777757,
        0.42461081309004645
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.004393449103258512,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          5,
          3,
          -2,
          -2,
          2,
          -2,
          -2
        ],
        "threshold": [
          0.5837504863739014,
          -0.9404690265655518,
          -2.0,
          -2.0,
          -0.02170483861118555,
          -2.0,
          -2.0
        ],
        "value": [
          0.0043934491032584025,
          0.001128092474200043,
          0.008355776850728329,
          -0.00031229510475663466,
          0.010380549828157778,
          0.015316975421816221,
          0.00578097568318153
        ]
      }
    }
  },
  {
    "tf": "8H",
    "fold": "historical_2025-10",
    "kind": "tree_combined",
    "samples": 5239,
    "trades": 60,
    "cutoff": "2025-10-01",
    "max_label_end": "2025-09-23 00:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.4674708104186185,
        -0.029008637252387375,
        0.005964632667430514,
        0.017513162239472854,
        0.6463358056756505,
        0.08326395008101264,
        -0.04258705126227557,
        0.441583333333334,
        0.055369748596887834,
        -0.05036211359083452,
        0.14035213150949305,
        0.040645663678374855,
        0.022322515589346333,
        0.004972270743968948,
        -0.004151707496648895,
        -0.02193922633014618
      ],
      "scale": [
        0.4100040265020259,
        0.3174898761146358,
        0.041040104332371125,
        0.009352739464854902,
        0.661957503257241,
        0.61192625777757,
        0.42461081309004645,
        0.5501348256463036,
        0.13876853580572135,
        0.049355123934935165,
        0.2645197469642497,
        0.18169446568432235,
        0.06798060451210503,
        0.009599167525892622,
        0.07721822245432686,
        0.057656811641184205
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.004393449103258512,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          10,
          5,
          -2,
          -2,
          5,
          -2,
          -2
        ],
        "threshold": [
          -0.37307409197092056,
          0.6096898913383484,
          -2.0,
          -2.0,
          0.557811051607132,
          -2.0,
          -2.0
        ],
        "value": [
          0.0043934491032584025,
          0.008288069341980666,
          0.004674396305049553,
          0.016046177226652903,
          -0.005586391262341331,
          -0.00977070105384604,
          -0.00010844419352710117
        ]
      }
    }
  },
  {
    "tf": "8H",
    "fold": "later_2026",
    "kind": "market",
    "samples": 5345,
    "trades": 62,
    "cutoff": "2026-03-01",
    "max_label_end": "2026-01-19 08:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.47453559448156246,
        -0.02953825641113793,
        0.005627341399170671,
        0.017302403174897892,
        0.6577443280731947,
        0.07902603035551371,
        -0.03986918939359994
      ],
      "scale": [
        0.4085753454849739,
        0.31724997814707645,
        0.04059541455311144,
        0.009293838584204253,
        0.6541844383318357,
        0.6196916384691852,
        0.42276878891657854
      ],
      "coefficients": [
        0.001311439004930712,
        0.0004056559185248925,
        -0.0011594848813538787,
        0.001339893841023634,
        -0.0010724742685919962,
        0.0011345542315873488,
        -0.00024182437027052298
      ],
      "intercept": 0.004069179039193521,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "8H",
    "fold": "later_2026",
    "kind": "state",
    "samples": 5345,
    "trades": 62,
    "cutoff": "2026-03-01",
    "max_label_end": "2026-01-19 08:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.4360483870967748,
        0.05332821428505517,
        -0.050528051465125186,
        0.14416083648710967,
        0.039170212903867976,
        0.021646205478671743,
        0.004994675500016691
      ],
      "scale": [
        0.5443959144199955,
        0.1371215046586019,
        0.04941246315611424,
        0.2670588134997244,
        0.17893843377076657,
        0.06697856836312405,
        0.009542810753665283
      ],
      "coefficients": [
        -0.0002558794195001676,
        -4.458633233145537e-05,
        -0.000618072588405683,
        -0.0026186841745795865,
        0.0006681626905878262,
        -0.0014821424074839171,
        0.0006029762316810005
      ],
      "intercept": 0.004069179039193521,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "8H",
    "fold": "later_2026",
    "kind": "combined",
    "samples": 5345,
    "trades": 62,
    "cutoff": "2026-03-01",
    "max_label_end": "2026-01-19 08:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.47453559448156246,
        -0.02953825641113793,
        0.005627341399170671,
        0.017302403174897892,
        0.6577443280731947,
        0.07902603035551371,
        -0.03986918939359994,
        0.4360483870967748,
        0.05332821428505517,
        -0.050528051465125186,
        0.14416083648710967,
        0.039170212903867976,
        0.021646205478671743,
        0.004994675500016691,
        -0.00368136627070562,
        -0.02302203153542683
      ],
      "scale": [
        0.4085753454849739,
        0.31724997814707645,
        0.04059541455311144,
        0.009293838584204253,
        0.6541844383318357,
        0.6196916384691852,
        0.42276878891657854,
        0.5443959144199955,
        0.1371215046586019,
        0.04941246315611424,
        0.2670588134997244,
        0.17893843377076657,
        0.06697856836312405,
        0.009542810753665283,
        0.07611968370739064,
        0.057755187892281436
      ],
      "coefficients": [
        0.0012216540395252966,
        0.00034085100133002613,
        -0.0010520986226902928,
        0.001659789730502633,
        -0.000991406072065905,
        0.0012415203721199484,
        -0.0002650732720205224,
        0.00015087740825898432,
        -0.0002452639539928441,
        -0.00021999718197844933,
        -0.002698820835020683,
        0.0006285856864838162,
        -0.001671229149011552,
        0.0003621268012920725,
        0.0008916124925851694,
        -0.000733333278846119
      ],
      "intercept": 0.004069179039193521,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "8H",
    "fold": "later_2026",
    "kind": "tree_market",
    "samples": 5345,
    "trades": 62,
    "cutoff": "2026-03-01",
    "max_label_end": "2026-01-19 08:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.47453559448156246,
        -0.02953825641113793,
        0.005627341399170671,
        0.017302403174897892,
        0.6577443280731947,
        0.07902603035551371,
        -0.03986918939359994
      ],
      "scale": [
        0.4085753454849739,
        0.31724997814707645,
        0.04059541455311144,
        0.009293838584204253,
        0.6541844383318357,
        0.6196916384691852,
        0.42276878891657854
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.004069179039193521,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          5,
          0,
          -2,
          -2,
          1,
          -2,
          -2
        ],
        "threshold": [
          0.5832742154598236,
          0.33067554235458374,
          -2.0,
          -2.0,
          0.33087125420570374,
          -2.0,
          -2.0
        ],
        "value": [
          0.0040691790391934775,
          0.0008329772968093214,
          -0.0011610414886358933,
          0.006394232911972229,
          0.009991017887829691,
          0.012907628990770526,
          0.0030581966210655935
        ]
      }
    }
  },
  {
    "tf": "8H",
    "fold": "later_2026",
    "kind": "tree_combined",
    "samples": 5345,
    "trades": 62,
    "cutoff": "2026-03-01",
    "max_label_end": "2026-01-19 08:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.47453559448156246,
        -0.02953825641113793,
        0.005627341399170671,
        0.017302403174897892,
        0.6577443280731947,
        0.07902603035551371,
        -0.03986918939359994,
        0.4360483870967748,
        0.05332821428505517,
        -0.050528051465125186,
        0.14416083648710967,
        0.039170212903867976,
        0.021646205478671743,
        0.004994675500016691,
        -0.00368136627070562,
        -0.02302203153542683
      ],
      "scale": [
        0.4085753454849739,
        0.31724997814707645,
        0.04059541455311144,
        0.009293838584204253,
        0.6541844383318357,
        0.6196916384691852,
        0.42276878891657854,
        0.5443959144199955,
        0.1371215046586019,
        0.04941246315611424,
        0.2670588134997244,
        0.17893843377076657,
        0.06697856836312405,
        0.009542810753665283,
        0.07611968370739064,
        0.057755187892281436
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": 0.004069179039193521,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          10,
          3,
          -2,
          -2,
          5,
          -2,
          -2
        ],
        "threshold": [
          -0.3837887719273567,
          0.362079918384552,
          -2.0,
          -2.0,
          0.5576598346233368,
          -2.0,
          -2.0
        ],
        "value": [
          0.0040691790391934775,
          0.008046592655364766,
          0.005427534423466191,
          0.018454714561518298,
          -0.0057484633150783155,
          -0.00965402432820259,
          -0.00020595747021528546
        ]
      }
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2021-01",
    "kind": "market",
    "samples": 1068,
    "trades": 55,
    "cutoff": "2021-01-01",
    "max_label_end": "2020-12-31 12:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.5017038151647399,
        -0.062329616186378396,
        0.01620335694232882,
        0.028818583533929236,
        -0.06921984660740653,
        0.15468199918333111,
        -0.0691563019106111
      ],
      "scale": [
        0.30174734398030606,
        0.34747995848960894,
        0.05801836758381475,
        0.0159930833126087,
        0.924258510444796,
        0.6684625894922597,
        0.5339680313522421
      ],
      "coefficients": [
        0.0038922169713937345,
        0.00343895203269557,
        0.006181451389742714,
        -0.0032452537634960568,
        0.002663736569440764,
        0.003906061671047273,
        0.0008116926907060074
      ],
      "intercept": -0.005563425619358403,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2021-01",
    "kind": "state",
    "samples": 1068,
    "trades": 55,
    "cutoff": "2021-01-01",
    "max_label_end": "2020-12-31 12:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.10209090909090916,
        0.04040520502735495,
        -0.03081690170754797,
        0.14208596524872083,
        0.010691715893170218,
        0.01035200635587181,
        0.001873782810298285
      ],
      "scale": [
        0.12996569795383744,
        0.09337786548518447,
        0.0303990358308551,
        0.25939889101296,
        0.04005522251503342,
        0.02647340929606387,
        0.0023584076159518523
      ],
      "coefficients": [
        0.00028074477427917293,
        0.004363907725482799,
        0.004699249607526261,
        0.002849966696311466,
        -0.0017472992394937143,
        0.001877452386721596,
        0.005877902078429554
      ],
      "intercept": -0.005563425619358403,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2021-01",
    "kind": "combined",
    "samples": 1068,
    "trades": 55,
    "cutoff": "2021-01-01",
    "max_label_end": "2020-12-31 12:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.5017038151647399,
        -0.062329616186378396,
        0.01620335694232882,
        0.028818583533929236,
        -0.06921984660740653,
        0.15468199918333111,
        -0.0691563019106111,
        0.10209090909090916,
        0.04040520502735495,
        -0.03081690170754797,
        0.14208596524872083,
        0.010691715893170218,
        0.01035200635587181,
        0.001873782810298285,
        -0.01137616513065303,
        0.006012883662497927
      ],
      "scale": [
        0.30174734398030606,
        0.34747995848960894,
        0.05801836758381475,
        0.0159930833126087,
        0.924258510444796,
        0.6684625894922597,
        0.5339680313522421,
        0.12996569795383744,
        0.09337786548518447,
        0.0303990358308551,
        0.25939889101296,
        0.04005522251503342,
        0.02647340929606387,
        0.0023584076159518523,
        0.052541518304535004,
        0.0381707753467891
      ],
      "coefficients": [
        0.004214584558625152,
        0.003240867683346288,
        0.006243604559397514,
        -0.0035371402779567247,
        0.0024043973808528084,
        0.00404511735022446,
        0.0006343401692605967,
        0.001272076076313549,
        0.002452526873156632,
        0.0027254978742820967,
        0.0023731849661837523,
        -0.0008498684563657138,
        0.0010319760295222644,
        0.0071295613039113305,
        0.0017961950450119959,
        0.00021332580204537464
      ],
      "intercept": -0.005563425619358403,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2021-01",
    "kind": "tree_market",
    "samples": 1068,
    "trades": 55,
    "cutoff": "2021-01-01",
    "max_label_end": "2020-12-31 12:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.5017038151647399,
        -0.062329616186378396,
        0.01620335694232882,
        0.028818583533929236,
        -0.06921984660740653,
        0.15468199918333111,
        -0.0691563019106111
      ],
      "scale": [
        0.30174734398030606,
        0.34747995848960894,
        0.05801836758381475,
        0.0159930833126087,
        0.924258510444796,
        0.6684625894922597,
        0.5339680313522421
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.005563425619358403,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          3,
          -2,
          -2,
          2,
          -2,
          -2
        ],
        "threshold": [
          0.8189675807952881,
          0.7643105387687683,
          -2.0,
          -2.0,
          0.719512403011322,
          -2.0,
          -2.0
        ],
        "value": [
          -0.005563425619358446,
          -0.014537762140825975,
          -0.00857256438849727,
          -0.037324370025831465,
          0.02187345044397715,
          0.006114721377842365,
          0.0447298123657218
        ]
      }
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2021-01",
    "kind": "tree_combined",
    "samples": 1068,
    "trades": 55,
    "cutoff": "2021-01-01",
    "max_label_end": "2020-12-31 12:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.5017038151647399,
        -0.062329616186378396,
        0.01620335694232882,
        0.028818583533929236,
        -0.06921984660740653,
        0.15468199918333111,
        -0.0691563019106111,
        0.10209090909090916,
        0.04040520502735495,
        -0.03081690170754797,
        0.14208596524872083,
        0.010691715893170218,
        0.01035200635587181,
        0.001873782810298285,
        -0.01137616513065303,
        0.006012883662497927
      ],
      "scale": [
        0.30174734398030606,
        0.34747995848960894,
        0.05801836758381475,
        0.0159930833126087,
        0.924258510444796,
        0.6684625894922597,
        0.5339680313522421,
        0.12996569795383744,
        0.09337786548518447,
        0.0303990358308551,
        0.25939889101296,
        0.04005522251503342,
        0.02647340929606387,
        0.0023584076159518523,
        0.052541518304535004,
        0.0381707753467891
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.005563425619358403,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          3,
          -2,
          -2,
          13,
          -2,
          -2
        ],
        "threshold": [
          0.8189675807952881,
          0.7643105387687683,
          -2.0,
          -2.0,
          -0.6919154226779938,
          -2.0,
          -2.0
        ],
        "value": [
          -0.005563425619358446,
          -0.014537762140825925,
          -0.00857256438849728,
          -0.03732437002583147,
          0.021873450443977146,
          -0.006351482480772717,
          0.05206739800937262
        ]
      }
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2022-01",
    "kind": "market",
    "samples": 1454,
    "trades": 78,
    "cutoff": "2022-01-01",
    "max_label_end": "2021-12-23 00:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.5123958599659636,
        -0.07034596928000947,
        0.01634432604939742,
        0.028888412710504394,
        0.003857730981262765,
        0.06749173841728427,
        0.022853025817072645
      ],
      "scale": [
        0.2960633412199683,
        0.3501252327477762,
        0.057041606932069486,
        0.01442081475086393,
        0.8979153355208811,
        0.674651759084651,
        0.522766360892933
      ],
      "coefficients": [
        0.0035709017394147695,
        0.004619187589321663,
        0.0056273464401113,
        -0.0023277951179086383,
        0.0006859293768580506,
        0.0029198226458966555,
        -0.00045146793416559795
      ],
      "intercept": -0.011023390828884658,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2022-01",
    "kind": "state",
    "samples": 1454,
    "trades": 78,
    "cutoff": "2022-01-01",
    "max_label_end": "2021-12-23 00:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.09820512820512838,
        0.04680862495355969,
        -0.030348834384338698,
        0.1568033823927111,
        0.010621482963423867,
        0.011562644380002122,
        0.0018129214474507278
      ],
      "scale": [
        0.11816702205736865,
        0.09680700909520504,
        0.029864187565756876,
        0.2618898669898238,
        0.03612876286585845,
        0.028500585047213606,
        0.002293058623254628
      ],
      "coefficients": [
        0.0021828234566808706,
        0.0039171243039365245,
        0.0034865841925777884,
        0.0018687506745394967,
        -0.0014222023273413363,
        0.0002104585813449669,
        0.004150483587526518
      ],
      "intercept": -0.011023390828884658,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2022-01",
    "kind": "combined",
    "samples": 1454,
    "trades": 78,
    "cutoff": "2022-01-01",
    "max_label_end": "2021-12-23 00:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.5123958599659636,
        -0.07034596928000947,
        0.01634432604939742,
        0.028888412710504394,
        0.003857730981262765,
        0.06749173841728427,
        0.022853025817072645,
        0.09820512820512838,
        0.04680862495355969,
        -0.030348834384338698,
        0.1568033823927111,
        0.010621482963423867,
        0.011562644380002122,
        0.0018129214474507278,
        -0.015340517570085418,
        0.0031905553928201365
      ],
      "scale": [
        0.2960633412199683,
        0.3501252327477762,
        0.057041606932069486,
        0.01442081475086393,
        0.8979153355208811,
        0.674651759084651,
        0.522766360892933,
        0.11816702205736865,
        0.09680700909520504,
        0.029864187565756876,
        0.2618898669898238,
        0.03612876286585845,
        0.028500585047213606,
        0.002293058623254628,
        0.05458915325298264,
        0.03770660106408851
      ],
      "coefficients": [
        0.004010664795266357,
        0.004318111671447964,
        0.005978462996084791,
        -0.0023749487192172916,
        0.0011543788356768257,
        0.0031873404603374638,
        -0.0006680015666168217,
        0.0026361032827328895,
        0.0022287235593741145,
        0.0015388639291720485,
        0.0018663655553413263,
        -0.0008725655443736645,
        -0.0004516851408636462,
        0.005362395201649581,
        0.0011835789840750552,
        0.0016383828890728237
      ],
      "intercept": -0.011023390828884658,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2022-01",
    "kind": "tree_market",
    "samples": 1454,
    "trades": 78,
    "cutoff": "2022-01-01",
    "max_label_end": "2021-12-23 00:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.5123958599659636,
        -0.07034596928000947,
        0.01634432604939742,
        0.028888412710504394,
        0.003857730981262765,
        0.06749173841728427,
        0.022853025817072645
      ],
      "scale": [
        0.2960633412199683,
        0.3501252327477762,
        0.057041606932069486,
        0.01442081475086393,
        0.8979153355208811,
        0.674651759084651,
        0.522766360892933
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.011023390828884658,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          3,
          -2,
          -2,
          3,
          -2,
          -2
        ],
        "threshold": [
          0.8784925043582916,
          0.8427993059158325,
          -2.0,
          -2.0,
          -0.3730929344892502,
          -2.0,
          -2.0
        ],
        "value": [
          -0.011023390828884767,
          -0.018727743299494892,
          -0.013904046480423803,
          -0.03843195200930904,
          0.014621589401085896,
          -0.004547629413862855,
          0.03049512316889699
        ]
      }
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2022-01",
    "kind": "tree_combined",
    "samples": 1454,
    "trades": 78,
    "cutoff": "2022-01-01",
    "max_label_end": "2021-12-23 00:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.5123958599659636,
        -0.07034596928000947,
        0.01634432604939742,
        0.028888412710504394,
        0.003857730981262765,
        0.06749173841728427,
        0.022853025817072645,
        0.09820512820512838,
        0.04680862495355969,
        -0.030348834384338698,
        0.1568033823927111,
        0.010621482963423867,
        0.011562644380002122,
        0.0018129214474507278,
        -0.015340517570085418,
        0.0031905553928201365
      ],
      "scale": [
        0.2960633412199683,
        0.3501252327477762,
        0.057041606932069486,
        0.01442081475086393,
        0.8979153355208811,
        0.674651759084651,
        0.522766360892933,
        0.11816702205736865,
        0.09680700909520504,
        0.029864187565756876,
        0.2618898669898238,
        0.03612876286585845,
        0.028500585047213606,
        0.002293058623254628,
        0.05458915325298264,
        0.03770660106408851
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.011023390828884658,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          7,
          -2,
          -2,
          13,
          -2,
          -2
        ],
        "threshold": [
          0.8784925043582916,
          -0.534879595041275,
          -2.0,
          -2.0,
          -0.6419865489006042,
          -2.0,
          -2.0
        ],
        "value": [
          -0.011023390828884767,
          -0.01872774329949488,
          -0.037728781616692304,
          -0.010245771661102387,
          0.014621589401085948,
          -0.005143306173581213,
          0.04008393005232528
        ]
      }
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2023-01",
    "kind": "market",
    "samples": 1664,
    "trades": 84,
    "cutoff": "2023-01-01",
    "max_label_end": "2022-12-19 12:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.5182432580578401,
        -0.06714612429386149,
        0.015420566076231965,
        0.02835050143230678,
        -0.06784639266025795,
        0.04833123151176203,
        0.015328562513664663
      ],
      "scale": [
        0.2937682416636261,
        0.34410782090644637,
        0.05602609551268949,
        0.014217488859914088,
        0.9030513730093275,
        0.6763255801356923,
        0.5238091797743355
      ],
      "coefficients": [
        0.0033216257991798455,
        0.004548268504329816,
        0.005195772895599286,
        -0.002250586433677119,
        0.0004039615089332968,
        0.0026640824025793855,
        -0.0007071009826966004
      ],
      "intercept": -0.010470847023755106,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2023-01",
    "kind": "state",
    "samples": 1664,
    "trades": 84,
    "cutoff": "2023-01-01",
    "max_label_end": "2022-12-19 12:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.10404761904761903,
        0.043349452157409554,
        -0.03116943100318706,
        0.15073470730872698,
        0.009893285303062514,
        0.010817051549303406,
        0.0018624165838196148
      ],
      "scale": [
        0.1220081871532657,
        0.0945403434886709,
        0.029847665817567304,
        0.2589901438953687,
        0.03497077795146722,
        0.027597210109936158,
        0.002309828260330604
      ],
      "coefficients": [
        0.0021566096792904046,
        0.003469219431130332,
        0.00295153092283543,
        0.0019011310984032037,
        -0.0014091197036791452,
        0.00030408167631546716,
        0.004251613247893037
      ],
      "intercept": -0.010470847023755106,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2023-01",
    "kind": "combined",
    "samples": 1664,
    "trades": 84,
    "cutoff": "2023-01-01",
    "max_label_end": "2022-12-19 12:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.5182432580578401,
        -0.06714612429386149,
        0.015420566076231965,
        0.02835050143230678,
        -0.06784639266025795,
        0.04833123151176203,
        0.015328562513664663,
        0.10404761904761903,
        0.043349452157409554,
        -0.03116943100318706,
        0.15073470730872698,
        0.009893285303062514,
        0.010817051549303406,
        0.0018624165838196148,
        -0.013899247558870462,
        0.005951029082491294
      ],
      "scale": [
        0.2937682416636261,
        0.34410782090644637,
        0.05602609551268949,
        0.014217488859914088,
        0.9030513730093275,
        0.6763255801356923,
        0.5238091797743355,
        0.1220081871532657,
        0.0945403434886709,
        0.029847665817567304,
        0.2589901438953687,
        0.03497077795146722,
        0.027597210109936158,
        0.002309828260330604,
        0.05313147750643341,
        0.03838305354712328
      ],
      "coefficients": [
        0.0038844090737782957,
        0.004216138464415794,
        0.005720711157396712,
        -0.002280257513522191,
        0.0010523571597244091,
        0.0029588996407833687,
        -0.000848315221564893,
        0.0025499050730963565,
        0.001975415198080451,
        0.001137307181495867,
        0.0018879506356439622,
        -0.0008451001633563148,
        -0.00027007319145780844,
        0.005353532092193906,
        0.001343976826528297,
        0.0019714157822326847
      ],
      "intercept": -0.010470847023755106,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2023-01",
    "kind": "tree_market",
    "samples": 1664,
    "trades": 84,
    "cutoff": "2023-01-01",
    "max_label_end": "2022-12-19 12:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.5182432580578401,
        -0.06714612429386149,
        0.015420566076231965,
        0.02835050143230678,
        -0.06784639266025795,
        0.04833123151176203,
        0.015328562513664663
      ],
      "scale": [
        0.2937682416636261,
        0.34410782090644637,
        0.05602609551268949,
        0.014217488859914088,
        0.9030513730093275,
        0.6763255801356923,
        0.5238091797743355
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.010470847023755106,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          1,
          -2,
          -2,
          3,
          -2,
          -2
        ],
        "threshold": [
          0.9050911664962769,
          -1.4078819751739502,
          -2.0,
          -2.0,
          -0.32810065150260925,
          -2.0,
          -2.0
        ],
        "value": [
          -0.010470847023755048,
          -0.017491922731155487,
          -0.041139080778215424,
          -0.013652468803074748,
          0.013798442160635955,
          -0.0029282893107495846,
          0.027451511607759577
        ]
      }
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2023-01",
    "kind": "tree_combined",
    "samples": 1664,
    "trades": 84,
    "cutoff": "2023-01-01",
    "max_label_end": "2022-12-19 12:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.5182432580578401,
        -0.06714612429386149,
        0.015420566076231965,
        0.02835050143230678,
        -0.06784639266025795,
        0.04833123151176203,
        0.015328562513664663,
        0.10404761904761903,
        0.043349452157409554,
        -0.03116943100318706,
        0.15073470730872698,
        0.009893285303062514,
        0.010817051549303406,
        0.0018624165838196148,
        -0.013899247558870462,
        0.005951029082491294
      ],
      "scale": [
        0.2937682416636261,
        0.34410782090644637,
        0.05602609551268949,
        0.014217488859914088,
        0.9030513730093275,
        0.6763255801356923,
        0.5238091797743355,
        0.1220081871532657,
        0.0945403434886709,
        0.029847665817567304,
        0.2589901438953687,
        0.03497077795146722,
        0.027597210109936158,
        0.002309828260330604,
        0.05313147750643341,
        0.03838305354712328
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.010470847023755106,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          7,
          -2,
          -2,
          13,
          -2,
          -2
        ],
        "threshold": [
          0.9050911664962769,
          -0.5659261047840118,
          -2.0,
          -2.0,
          -0.7057555913925171,
          -2.0,
          -2.0
        ],
        "value": [
          -0.010470847023755048,
          -0.017491922731155428,
          -0.03716837039373893,
          -0.009348606922576212,
          0.013798442160635945,
          -0.00630604710458733,
          0.03671453380540272
        ]
      }
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2024-01",
    "kind": "market",
    "samples": 2076,
    "trades": 96,
    "cutoff": "2024-01-01",
    "max_label_end": "2023-12-31 12:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.5199930325191292,
        -0.06445570103291283,
        0.014785546544173524,
        0.02671736073848398,
        -0.09752246725250122,
        0.03993796550455047,
        -0.0018865226280888128
      ],
      "scale": [
        0.29373088663311586,
        0.3377339169533621,
        0.0539832323460819,
        0.01414848777697427,
        0.8834501350049287,
        0.6624857822900041,
        0.5261817154476287
      ],
      "coefficients": [
        0.0033958528170339414,
        0.004070899628313989,
        0.004871231142752697,
        -0.0028619837460269098,
        -0.0001062392861926213,
        0.0027538315364532637,
        -0.0007498716391428478
      ],
      "intercept": -0.008423757903315718,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2024-01",
    "kind": "state",
    "samples": 2076,
    "trades": 96,
    "cutoff": "2024-01-01",
    "max_label_end": "2023-12-31 12:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.11312499999999992,
        0.04635619639293976,
        -0.030627607504278568,
        0.16355648009148846,
        0.011742747143468613,
        0.011717613312529893,
        0.0017673080146180294
      ],
      "scale": [
        0.13819254256089397,
        0.09781981582741343,
        0.028796834429879358,
        0.2684232627588784,
        0.03744081888921223,
        0.028745653766918598,
        0.0022295506200393886
      ],
      "coefficients": [
        0.0020358723544518314,
        0.0033634754548166825,
        0.002829860766554125,
        0.0019451691016358595,
        -0.001134135763202509,
        0.0003119369544102648,
        0.0037712390011938944
      ],
      "intercept": -0.008423757903315718,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2024-01",
    "kind": "combined",
    "samples": 2076,
    "trades": 96,
    "cutoff": "2024-01-01",
    "max_label_end": "2023-12-31 12:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.5199930325191292,
        -0.06445570103291283,
        0.014785546544173524,
        0.02671736073848398,
        -0.09752246725250122,
        0.03993796550455047,
        -0.0018865226280888128,
        0.11312499999999992,
        0.04635619639293976,
        -0.030627607504278568,
        0.16355648009148846,
        0.011742747143468613,
        0.011717613312529893,
        0.0017673080146180294,
        -0.01468462952731784,
        0.006013476158668696
      ],
      "scale": [
        0.29373088663311586,
        0.3377339169533621,
        0.0539832323460819,
        0.01414848777697427,
        0.8834501350049287,
        0.6624857822900041,
        0.5261817154476287,
        0.13819254256089397,
        0.09781981582741343,
        0.028796834429879358,
        0.2684232627588784,
        0.03744081888921223,
        0.028745653766918598,
        0.0022295506200393886,
        0.053599625893122095,
        0.03678868082426818
      ],
      "coefficients": [
        0.003865183478791294,
        0.003764292287451814,
        0.0052925186656448365,
        -0.002930040701192761,
        0.00044263875363568167,
        0.002909896569549641,
        -0.0008481380942595751,
        0.002174765042586077,
        0.0019463198613979083,
        0.0011477882591297154,
        0.001959653187174055,
        -0.0007482430699480817,
        -0.00021506792641013002,
        0.004840113299823085,
        0.000988860390030228,
        0.0018645651925615664
      ],
      "intercept": -0.008423757903315718,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2024-01",
    "kind": "tree_market",
    "samples": 2076,
    "trades": 96,
    "cutoff": "2024-01-01",
    "max_label_end": "2023-12-31 12:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.5199930325191292,
        -0.06445570103291283,
        0.014785546544173524,
        0.02671736073848398,
        -0.09752246725250122,
        0.03993796550455047,
        -0.0018865226280888128
      ],
      "scale": [
        0.29373088663311586,
        0.3377339169533621,
        0.0539832323460819,
        0.01414848777697427,
        0.8834501350049287,
        0.6624857822900041,
        0.5261817154476287
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.008423757903315718,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          3,
          -2,
          -2,
          3,
          -2,
          -2
        ],
        "threshold": [
          0.911163330078125,
          1.0124689936637878,
          -2.0,
          -2.0,
          -0.2268265038728714,
          -2.0,
          -2.0
        ],
        "value": [
          -0.00842375790331573,
          -0.015055370224016585,
          -0.010785806544176648,
          -0.03725752983562495,
          0.014573843030392374,
          0.00032176440182345834,
          0.027649605193417862
        ]
      }
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2024-01",
    "kind": "tree_combined",
    "samples": 2076,
    "trades": 96,
    "cutoff": "2024-01-01",
    "max_label_end": "2023-12-31 12:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.5199930325191292,
        -0.06445570103291283,
        0.014785546544173524,
        0.02671736073848398,
        -0.09752246725250122,
        0.03993796550455047,
        -0.0018865226280888128,
        0.11312499999999992,
        0.04635619639293976,
        -0.030627607504278568,
        0.16355648009148846,
        0.011742747143468613,
        0.011717613312529893,
        0.0017673080146180294,
        -0.01468462952731784,
        0.006013476158668696
      ],
      "scale": [
        0.29373088663311586,
        0.3377339169533621,
        0.0539832323460819,
        0.01414848777697427,
        0.8834501350049287,
        0.6624857822900041,
        0.5261817154476287,
        0.13819254256089397,
        0.09781981582741343,
        0.028796834429879358,
        0.2684232627588784,
        0.03744081888921223,
        0.028745653766918598,
        0.0022295506200393886,
        0.053599625893122095,
        0.03678868082426818
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.008423757903315718,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          7,
          -2,
          -2,
          8,
          -2,
          -2
        ],
        "threshold": [
          0.911163330078125,
          -0.5653344094753265,
          -2.0,
          -2.0,
          0.23353640735149384,
          -2.0,
          -2.0
        ],
        "value": [
          -0.00842375790331573,
          -0.0150553702240166,
          -0.03487733475950764,
          -0.007583189587097743,
          0.01457384303039235,
          -0.0022037037999994916,
          0.03475722403264692
        ]
      }
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2024-10",
    "kind": "market",
    "samples": 2515,
    "trades": 111,
    "cutoff": "2024-10-01",
    "max_label_end": "2024-09-30 12:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.5116226486510883,
        -0.061058904002289534,
        0.012940452431033034,
        0.025712772896055742,
        -0.017195497120023637,
        0.056398451035443754,
        -0.021586522287745255
      ],
      "scale": [
        0.29859910734011463,
        0.33630258372465366,
        0.052150015980612446,
        0.013595256815591825,
        0.8660781116736908,
        0.6534048648957731,
        0.5234135212294871
      ],
      "coefficients": [
        0.0033737349707032177,
        0.0036078768795105754,
        0.004772444184198288,
        -0.002613070171075852,
        -0.00013804441012850706,
        0.0025120196053695695,
        -0.0006038846884063722
      ],
      "intercept": -0.008172783590871847,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2024-10",
    "kind": "state",
    "samples": 2515,
    "trades": 111,
    "cutoff": "2024-10-01",
    "max_label_end": "2024-09-30 12:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.11828828828828812,
        0.04718091312114813,
        -0.030689179391817437,
        0.1721671560426181,
        0.012517233469642864,
        0.011855777783170035,
        0.0017448411391318322
      ],
      "scale": [
        0.14411711458285803,
        0.09813123468205581,
        0.028337526486775077,
        0.27178234365269455,
        0.03873847858800883,
        0.02877547924861836,
        0.002224268604522279
      ],
      "coefficients": [
        0.0018394385318136765,
        0.0035123828919962096,
        0.0028250732872143456,
        0.000872911613760624,
        -0.001058148694996691,
        0.00010335840670027075,
        0.0030618691479737015
      ],
      "intercept": -0.008172783590871847,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2024-10",
    "kind": "combined",
    "samples": 2515,
    "trades": 111,
    "cutoff": "2024-10-01",
    "max_label_end": "2024-09-30 12:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.5116226486510883,
        -0.061058904002289534,
        0.012940452431033034,
        0.025712772896055742,
        -0.017195497120023637,
        0.056398451035443754,
        -0.021586522287745255,
        0.11828828828828812,
        0.04718091312114813,
        -0.030689179391817437,
        0.1721671560426181,
        0.012517233469642864,
        0.011855777783170035,
        0.0017448411391318322,
        -0.014403084753308893,
        0.0033664078169482357
      ],
      "scale": [
        0.29859910734011463,
        0.33630258372465366,
        0.052150015980612446,
        0.013595256815591825,
        0.8660781116736908,
        0.6534048648957731,
        0.5234135212294871,
        0.14411711458285803,
        0.09813123468205581,
        0.028337526486775077,
        0.27178234365269455,
        0.03873847858800883,
        0.02877547924861836,
        0.002224268604522279,
        0.05356343815487004,
        0.03568347676673682
      ],
      "coefficients": [
        0.003638056130720744,
        0.003398902229508811,
        0.004999694946859413,
        -0.0026904028695246287,
        0.00044194152322169595,
        0.002680480061185284,
        -0.0006386922387903714,
        0.001986484555871132,
        0.002109083639747334,
        0.0012398209920761402,
        0.0008705270121144249,
        -0.0007379117441936908,
        -0.0003907998613610629,
        0.00407469697217719,
        0.0006376359664668237,
        0.0018561609608094872
      ],
      "intercept": -0.008172783590871847,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2024-10",
    "kind": "tree_market",
    "samples": 2515,
    "trades": 111,
    "cutoff": "2024-10-01",
    "max_label_end": "2024-09-30 12:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.5116226486510883,
        -0.061058904002289534,
        0.012940452431033034,
        0.025712772896055742,
        -0.017195497120023637,
        0.056398451035443754,
        -0.021586522287745255
      ],
      "scale": [
        0.29859910734011463,
        0.33630258372465366,
        0.052150015980612446,
        0.013595256815591825,
        0.8660781116736908,
        0.6534048648957731,
        0.5234135212294871
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.008172783590871847,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          3,
          -2,
          -2,
          3,
          -2,
          -2
        ],
        "threshold": [
          0.9169035255908966,
          1.1275618076324463,
          -2.0,
          -2.0,
          -0.16216421872377396,
          -2.0,
          -2.0
        ],
        "value": [
          -0.008172783590871915,
          -0.014587957476854303,
          -0.010993924457294604,
          -0.036282144511642314,
          0.013570289110385273,
          0.0019139097349876535,
          0.026232160377877345
        ]
      }
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2024-10",
    "kind": "tree_combined",
    "samples": 2515,
    "trades": 111,
    "cutoff": "2024-10-01",
    "max_label_end": "2024-09-30 12:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.5116226486510883,
        -0.061058904002289534,
        0.012940452431033034,
        0.025712772896055742,
        -0.017195497120023637,
        0.056398451035443754,
        -0.021586522287745255,
        0.11828828828828812,
        0.04718091312114813,
        -0.030689179391817437,
        0.1721671560426181,
        0.012517233469642864,
        0.011855777783170035,
        0.0017448411391318322,
        -0.014403084753308893,
        0.0033664078169482357
      ],
      "scale": [
        0.29859910734011463,
        0.33630258372465366,
        0.052150015980612446,
        0.013595256815591825,
        0.8660781116736908,
        0.6534048648957731,
        0.5234135212294871,
        0.14411711458285803,
        0.09813123468205581,
        0.028337526486775077,
        0.27178234365269455,
        0.03873847858800883,
        0.02877547924861836,
        0.002224268604522279,
        0.05356343815487004,
        0.03568347676673682
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.008172783590871847,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          7,
          -2,
          -2,
          13,
          -2,
          -2
        ],
        "threshold": [
          0.9169035255908966,
          -0.5779208540916443,
          -2.0,
          -2.0,
          -0.6406956613063812,
          -2.0,
          -2.0
        ],
        "value": [
          -0.008172783590871915,
          -0.014587957476854338,
          -0.03244480678655766,
          -0.008159649177143308,
          0.013570289110385231,
          -0.0011787605342166816,
          0.03233513470158768
        ]
      }
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2025-10",
    "kind": "market",
    "samples": 3156,
    "trades": 135,
    "cutoff": "2025-10-01",
    "max_label_end": "2025-09-30 12:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.5013566828796263,
        -0.05665673631974333,
        0.01045137526018467,
        0.024006962343323293,
        0.16129762004998172,
        0.03426946805504792,
        -0.040740429427292904
      ],
      "scale": [
        0.30166940590360813,
        0.3371196703725445,
        0.04907330662428627,
        0.013252749487113084,
        0.8754450687622125,
        0.6642631736661431,
        0.5212010491871776
      ],
      "coefficients": [
        0.0028166206360629455,
        0.003084836307232079,
        0.004482174750666754,
        -0.002693012345348178,
        0.00046898101123824784,
        0.001878153795803151,
        -0.000673717157219546
      ],
      "intercept": -0.007094980549638195,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2025-10",
    "kind": "state",
    "samples": 3156,
    "trades": 135,
    "cutoff": "2025-10-01",
    "max_label_end": "2025-09-30 12:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.12188888888888895,
        0.042467038529009064,
        -0.02989862384983146,
        0.19156552801668228,
        0.012414368386533911,
        0.010632624786706159,
        0.0016409210072064943
      ],
      "scale": [
        0.15311502172074157,
        0.09396369205859142,
        0.02733117815047098,
        0.28189555768486724,
        0.04112302544859017,
        0.02707790289517802,
        0.002150398769139703
      ],
      "coefficients": [
        0.001771783550621883,
        0.0031064772090702818,
        0.002594813313588968,
        0.00085480476641886,
        -0.0009105476163131138,
        -4.9835028521092775e-05,
        0.002353488458983375
      ],
      "intercept": -0.007094980549638195,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2025-10",
    "kind": "combined",
    "samples": 3156,
    "trades": 135,
    "cutoff": "2025-10-01",
    "max_label_end": "2025-09-30 12:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.5013566828796263,
        -0.05665673631974333,
        0.01045137526018467,
        0.024006962343323293,
        0.16129762004998172,
        0.03426946805504792,
        -0.040740429427292904,
        0.12188888888888895,
        0.042467038529009064,
        -0.02989862384983146,
        0.19156552801668228,
        0.012414368386533911,
        0.010632624786706159,
        0.0016409210072064943,
        -0.01316778582383634,
        -0.0017012872139935767
      ],
      "scale": [
        0.30166940590360813,
        0.3371196703725445,
        0.04907330662428627,
        0.013252749487113084,
        0.8754450687622125,
        0.6642631736661431,
        0.5212010491871776,
        0.15311502172074157,
        0.09396369205859142,
        0.02733117815047098,
        0.28189555768486724,
        0.04112302544859017,
        0.02707790289517802,
        0.002150398769139703,
        0.051549566088670305,
        0.03528887362322866
      ],
      "coefficients": [
        0.003032554959890725,
        0.0029164222718418126,
        0.004576406808354031,
        -0.002790535395982796,
        0.0009613316454359646,
        0.002028588873314533,
        -0.0007005795846870972,
        0.0018335833496569516,
        0.0019198843169078055,
        0.0011271403580236893,
        0.0007197003541361963,
        -0.0006263453089697302,
        -0.0004320624096979173,
        0.003397238788932736,
        0.0005059631249294209,
        0.0013888566956636917
      ],
      "intercept": -0.007094980549638195,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2025-10",
    "kind": "tree_market",
    "samples": 3156,
    "trades": 135,
    "cutoff": "2025-10-01",
    "max_label_end": "2025-09-30 12:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.5013566828796263,
        -0.05665673631974333,
        0.01045137526018467,
        0.024006962343323293,
        0.16129762004998172,
        0.03426946805504792,
        -0.040740429427292904
      ],
      "scale": [
        0.30166940590360813,
        0.3371196703725445,
        0.04907330662428627,
        0.013252749487113084,
        0.8754450687622125,
        0.6642631736661431,
        0.5212010491871776
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.007094980549638195,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          3,
          -2,
          -2,
          2,
          -2,
          -2
        ],
        "threshold": [
          0.1167818009853363,
          0.8896663188934326,
          -2.0,
          -2.0,
          0.800121933221817,
          -2.0,
          -2.0
        ],
        "value": [
          -0.0070949805496381265,
          -0.014871808222887672,
          -0.010606015554005999,
          -0.035703551687543654,
          0.005948533501714092,
          0.0009007043467576203,
          0.01837062702829228
        ]
      }
    }
  },
  {
    "tf": "12H",
    "fold": "historical_2025-10",
    "kind": "tree_combined",
    "samples": 3156,
    "trades": 135,
    "cutoff": "2025-10-01",
    "max_label_end": "2025-09-30 12:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.5013566828796263,
        -0.05665673631974333,
        0.01045137526018467,
        0.024006962343323293,
        0.16129762004998172,
        0.03426946805504792,
        -0.040740429427292904,
        0.12188888888888895,
        0.042467038529009064,
        -0.02989862384983146,
        0.19156552801668228,
        0.012414368386533911,
        0.010632624786706159,
        0.0016409210072064943,
        -0.01316778582383634,
        -0.0017012872139935767
      ],
      "scale": [
        0.30166940590360813,
        0.3371196703725445,
        0.04907330662428627,
        0.013252749487113084,
        0.8754450687622125,
        0.6642631736661431,
        0.5212010491871776,
        0.15311502172074157,
        0.09396369205859142,
        0.02733117815047098,
        0.28189555768486724,
        0.04112302544859017,
        0.02707790289517802,
        0.002150398769139703,
        0.051549566088670305,
        0.03528887362322866
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.007094980549638195,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          7,
          -2,
          -2,
          8,
          -2,
          -2
        ],
        "threshold": [
          0.1167818009853363,
          -0.5674746036529541,
          -2.0,
          -2.0,
          0.4919900447130203,
          -2.0,
          -2.0
        ],
        "value": [
          -0.0070949805496381265,
          -0.01487180822288763,
          -0.03549341334013464,
          -0.008243347928240084,
          0.005948533501714094,
          -0.0023265126525364617,
          0.028389230469319706
        ]
      }
    }
  },
  {
    "tf": "12H",
    "fold": "later_2026",
    "kind": "market",
    "samples": 3287,
    "trades": 142,
    "cutoff": "2026-03-01",
    "max_label_end": "2026-02-22 00:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.5026875008489424,
        -0.05724198740460944,
        0.009811655270552411,
        0.023766887512775545,
        0.16743083596301106,
        0.05904204092236232,
        -0.04191934151600753
      ],
      "scale": [
        0.3016355808882267,
        0.3363239737407889,
        0.048515121239129204,
        0.013090589966985316,
        0.8761155291215049,
        0.6660745307602033,
        0.5190382455155316
      ],
      "coefficients": [
        0.002672976664065911,
        0.003062886100892044,
        0.004388527612104291,
        -0.0026526319363480697,
        0.0005983200109721611,
        0.0020600356977502274,
        -0.0007073134310380564
      ],
      "intercept": -0.0069428098109957865,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "12H",
    "fold": "later_2026",
    "kind": "state",
    "samples": 3287,
    "trades": 142,
    "cutoff": "2026-03-01",
    "max_label_end": "2026-02-22 00:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.12073943661971819,
        0.040526321735847824,
        -0.029881997913333003,
        0.19712020073573458,
        0.011954622028001351,
        0.01019084675343191,
        0.0016229342289493908
      ],
      "scale": [
        0.15140978408627845,
        0.09245790393467967,
        0.027018520123369957,
        0.2848891866641918,
        0.04023089669484028,
        0.026478644881418465,
        0.002121139219644224
      ],
      "coefficients": [
        0.0017675423418708831,
        0.003015680229382398,
        0.0025702094806229194,
        0.0011054964997662523,
        -0.0009168544916238445,
        -9.122260691535727e-05,
        0.0022020959165366975
      ],
      "intercept": -0.0069428098109957865,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "12H",
    "fold": "later_2026",
    "kind": "combined",
    "samples": 3287,
    "trades": 142,
    "cutoff": "2026-03-01",
    "max_label_end": "2026-02-22 00:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.5026875008489424,
        -0.05724198740460944,
        0.009811655270552411,
        0.023766887512775545,
        0.16743083596301106,
        0.05904204092236232,
        -0.04191934151600753,
        0.12073943661971819,
        0.040526321735847824,
        -0.029881997913333003,
        0.19712020073573458,
        0.011954622028001351,
        0.01019084675343191,
        0.0016229342289493908,
        -0.012275900778108946,
        -0.0019681395688360046
      ],
      "scale": [
        0.3016355808882267,
        0.3363239737407889,
        0.048515121239129204,
        0.013090589966985316,
        0.8761155291215049,
        0.6660745307602033,
        0.5190382455155316,
        0.15140978408627845,
        0.09245790393467967,
        0.027018520123369957,
        0.2848891866641918,
        0.04023089669484028,
        0.026478644881418465,
        0.002121139219644224,
        0.050717314727830407,
        0.034974508808429366
      ],
      "coefficients": [
        0.0028870445564417257,
        0.002891431217618375,
        0.004465419883990922,
        -0.002720034559037696,
        0.0010179672296417568,
        0.0022132040125026065,
        -0.0007309951962980652,
        0.0018195907528533182,
        0.0018475796638707373,
        0.0011327859591244427,
        0.0009236516729580252,
        -0.0006496121743600875,
        -0.0004536698104347687,
        0.0032508752836722986,
        0.0004557106189324061,
        0.0012042054188597323
      ],
      "intercept": -0.0069428098109957865,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "12H",
    "fold": "later_2026",
    "kind": "tree_market",
    "samples": 3287,
    "trades": 142,
    "cutoff": "2026-03-01",
    "max_label_end": "2026-02-22 00:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.5026875008489424,
        -0.05724198740460944,
        0.009811655270552411,
        0.023766887512775545,
        0.16743083596301106,
        0.05904204092236232,
        -0.04191934151600753
      ],
      "scale": [
        0.3016355808882267,
        0.3363239737407889,
        0.048515121239129204,
        0.013090589966985316,
        0.8761155291215049,
        0.6660745307602033,
        0.5190382455155316
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.0069428098109957865,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          3,
          -2,
          -2,
          2,
          -2,
          -2
        ],
        "threshold": [
          0.12120690196752548,
          0.9190265536308289,
          -2.0,
          -2.0,
          0.8225136399269104,
          -2.0,
          -2.0
        ],
        "value": [
          -0.006942809810995845,
          -0.014464025557674438,
          -0.01045052335578127,
          -0.03518806012836644,
          0.0057311079246915005,
          0.0009847072864997827,
          0.017922367268026
        ]
      }
    }
  },
  {
    "tf": "12H",
    "fold": "later_2026",
    "kind": "tree_combined",
    "samples": 3287,
    "trades": 142,
    "cutoff": "2026-03-01",
    "max_label_end": "2026-02-22 00:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.5026875008489424,
        -0.05724198740460944,
        0.009811655270552411,
        0.023766887512775545,
        0.16743083596301106,
        0.05904204092236232,
        -0.04191934151600753,
        0.12073943661971819,
        0.040526321735847824,
        -0.029881997913333003,
        0.19712020073573458,
        0.011954622028001351,
        0.01019084675343191,
        0.0016229342289493908,
        -0.012275900778108946,
        -0.0019681395688360046
      ],
      "scale": [
        0.3016355808882267,
        0.3363239737407889,
        0.048515121239129204,
        0.013090589966985316,
        0.8761155291215049,
        0.6660745307602033,
        0.5190382455155316,
        0.15140978408627845,
        0.09245790393467967,
        0.027018520123369957,
        0.2848891866641918,
        0.04023089669484028,
        0.026478644881418465,
        0.002121139219644224,
        0.050717314727830407,
        0.034974508808429366
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.0069428098109957865,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          7,
          -2,
          -2,
          8,
          -2,
          -2
        ],
        "threshold": [
          0.12120690196752548,
          -0.43418222665786743,
          -2.0,
          -2.0,
          0.4523782730102539,
          -2.0,
          -2.0
        ],
        "value": [
          -0.006942809810995845,
          -0.0144640255576745,
          -0.02977814062957978,
          -0.005485426432853807,
          0.005731107924691484,
          -0.0020536784478963218,
          0.02684840308729585
        ]
      }
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2021-01",
    "kind": "market",
    "samples": 746,
    "trades": 58,
    "cutoff": "2021-01-01",
    "max_label_end": "2020-12-31 00:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.2106648945620491,
        -0.06502027962473869,
        0.030990708834625326,
        0.03961401915328255,
        -0.5519702451318304,
        -0.008889469924960869,
        0.007085777398687133
      ],
      "scale": [
        0.3000705784235075,
        0.3401834694758965,
        0.07098369166970885,
        0.01776035061538825,
        0.6538152824754213,
        0.6266280589085794,
        0.737763538288647
      ],
      "coefficients": [
        0.005369467081947434,
        0.00543476790474148,
        0.0002038443253365658,
        -0.004623530862147429,
        0.0007140078009411014,
        0.004621229327568182,
        0.0043182524753303695
      ],
      "intercept": -0.0029079386453434728,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2021-01",
    "kind": "state",
    "samples": 746,
    "trades": 58,
    "cutoff": "2021-01-01",
    "max_label_end": "2020-12-31 00:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.06931034482758605,
        0.05828344441164632,
        -0.030563225707896113,
        0.17370610719589763,
        0.008142011625195181,
        0.014343335069417394,
        0.0021598489370090374
      ],
      "scale": [
        0.06954355458946983,
        0.10462492617408127,
        0.035010543716675356,
        0.26797305689198253,
        0.028737235940923835,
        0.041563378593562385,
        0.0029023707852672298
      ],
      "coefficients": [
        0.0030120892404058106,
        -0.001116491744731411,
        -0.0056029555571556165,
        0.0013090680280045776,
        0.0008035308196073463,
        -0.0027080827443153477,
        -0.005014480232492998
      ],
      "intercept": -0.0029079386453434728,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2021-01",
    "kind": "combined",
    "samples": 746,
    "trades": 58,
    "cutoff": "2021-01-01",
    "max_label_end": "2020-12-31 00:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.2106648945620491,
        -0.06502027962473869,
        0.030990708834625326,
        0.03961401915328255,
        -0.5519702451318304,
        -0.008889469924960869,
        0.007085777398687133,
        0.06931034482758605,
        0.05828344441164632,
        -0.030563225707896113,
        0.17370610719589763,
        0.008142011625195181,
        0.014343335069417394,
        0.0021598489370090374,
        -0.005243942460831356,
        0.019151124493549013
      ],
      "scale": [
        0.3000705784235075,
        0.3401834694758965,
        0.07098369166970885,
        0.01776035061538825,
        0.6538152824754213,
        0.6266280589085794,
        0.737763538288647,
        0.06954355458946983,
        0.10462492617408127,
        0.035010543716675356,
        0.26797305689198253,
        0.028737235940923835,
        0.041563378593562385,
        0.0029023707852672298,
        0.041084879734720206,
        0.03382973940542901
      ],
      "coefficients": [
        0.005467986419268853,
        0.004641972554170312,
        0.0018290328061421573,
        -0.00394435421530163,
        0.000795099625279441,
        0.005187420699137334,
        0.003909030431935253,
        0.00346328645335631,
        -0.00240778467068483,
        -0.005818631892298892,
        0.0012618066675249692,
        0.00110533808827137,
        -0.0031832091674723157,
        -0.003658152474783555,
        0.0015646344145740303,
        -0.0009220522121809312
      ],
      "intercept": -0.0029079386453434728,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2021-01",
    "kind": "tree_market",
    "samples": 746,
    "trades": 58,
    "cutoff": "2021-01-01",
    "max_label_end": "2020-12-31 00:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.2106648945620491,
        -0.06502027962473869,
        0.030990708834625326,
        0.03961401915328255,
        -0.5519702451318304,
        -0.008889469924960869,
        0.007085777398687133
      ],
      "scale": [
        0.3000705784235075,
        0.3401834694758965,
        0.07098369166970885,
        0.01776035061538825,
        0.6538152824754213,
        0.6266280589085794,
        0.737763538288647
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.0029079386453434728,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          3,
          -2,
          -2,
          5,
          -2,
          -2
        ],
        "threshold": [
          -0.3955947756767273,
          -0.04166529327630997,
          -2.0,
          -2.0,
          -0.752071738243103,
          -2.0,
          -2.0
        ],
        "value": [
          -0.002907938645343479,
          -0.0251450548321572,
          -0.007099369329625853,
          -0.051867182486032885,
          0.013728592374392404,
          -0.018948082047065835,
          0.02456918206345123
        ]
      }
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2021-01",
    "kind": "tree_combined",
    "samples": 746,
    "trades": 58,
    "cutoff": "2021-01-01",
    "max_label_end": "2020-12-31 00:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.2106648945620491,
        -0.06502027962473869,
        0.030990708834625326,
        0.03961401915328255,
        -0.5519702451318304,
        -0.008889469924960869,
        0.007085777398687133,
        0.06931034482758605,
        0.05828344441164632,
        -0.030563225707896113,
        0.17370610719589763,
        0.008142011625195181,
        0.014343335069417394,
        0.0021598489370090374,
        -0.005243942460831356,
        0.019151124493549013
      ],
      "scale": [
        0.3000705784235075,
        0.3401834694758965,
        0.07098369166970885,
        0.01776035061538825,
        0.6538152824754213,
        0.6266280589085794,
        0.737763538288647,
        0.06954355458946983,
        0.10462492617408127,
        0.035010543716675356,
        0.26797305689198253,
        0.028737235940923835,
        0.041563378593562385,
        0.0029023707852672298,
        0.041084879734720206,
        0.03382973940542901
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.0029079386453434728,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          9,
          -2,
          -2,
          5,
          -2,
          -2
        ],
        "threshold": [
          -0.3955947756767273,
          0.5444582104682922,
          -2.0,
          -2.0,
          -0.752071738243103,
          -2.0,
          -2.0
        ],
        "value": [
          -0.002907938645343479,
          -0.0251450548321572,
          -0.007735546170348223,
          -0.07420356140430989,
          0.013728592374392423,
          -0.01894808204706583,
          0.024569182063451225
        ]
      }
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2022-01",
    "kind": "market",
    "samples": 992,
    "trades": 80,
    "cutoff": "2022-01-01",
    "max_label_end": "2021-12-29 00:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.2263203842302441,
        -0.05325249614716672,
        0.02584832435543908,
        0.04012881324021798,
        -0.4337535765300981,
        0.0398285230748806,
        0.09238082134001763
      ],
      "scale": [
        0.3019269861366202,
        0.3524579878922953,
        0.07090765983735403,
        0.01613804341120266,
        0.7496351187914042,
        0.6219291722706727,
        0.7371596592781405
      ],
      "coefficients": [
        0.005634601824286684,
        0.004201873628605165,
        0.004460611121336323,
        -0.004530347363602374,
        -0.0010865337470502626,
        0.001306306999382306,
        0.0014466394316553087
      ],
      "intercept": -0.010808000805047655,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2022-01",
    "kind": "state",
    "samples": 992,
    "trades": 80,
    "cutoff": "2022-01-01",
    "max_label_end": "2021-12-29 00:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.06699999999999993,
        0.060011327634101316,
        -0.03177128396483513,
        0.16547997436944736,
        0.008494659811169779,
        0.01690011583885049,
        0.0022378570111238737
      ],
      "scale": [
        0.06605048574133784,
        0.11532023410678202,
        0.03504914444533113,
        0.2568856082177548,
        0.02808981910517166,
        0.05098118236391237,
        0.0028576089426201453
      ],
      "coefficients": [
        0.004675518113905013,
        0.0010356546390787316,
        -0.003545886077195143,
        0.0008245311344881602,
        5.6024903374404225e-06,
        -0.002522736921598644,
        -0.003497821293410724
      ],
      "intercept": -0.010808000805047655,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2022-01",
    "kind": "combined",
    "samples": 992,
    "trades": 80,
    "cutoff": "2022-01-01",
    "max_label_end": "2021-12-29 00:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.2263203842302441,
        -0.05325249614716672,
        0.02584832435543908,
        0.04012881324021798,
        -0.4337535765300981,
        0.0398285230748806,
        0.09238082134001763,
        0.06699999999999993,
        0.060011327634101316,
        -0.03177128396483513,
        0.16547997436944736,
        0.008494659811169779,
        0.01690011583885049,
        0.0022378570111238737,
        -0.006788114942308649,
        0.015261988692055804
      ],
      "scale": [
        0.3019269861366202,
        0.3524579878922953,
        0.07090765983735403,
        0.01613804341120266,
        0.7496351187914042,
        0.6219291722706727,
        0.7371596592781405,
        0.06605048574133784,
        0.11532023410678202,
        0.03504914444533113,
        0.2568856082177548,
        0.02808981910517166,
        0.05098118236391237,
        0.0028576089426201453,
        0.04581313667435763,
        0.03796834734186637
      ],
      "coefficients": [
        0.0058162970218431295,
        0.0034642546500583816,
        0.005267041797879446,
        -0.003822905539193228,
        -0.0010827921686220742,
        0.0018070083733052209,
        0.0012349871038438503,
        0.00492105698377994,
        -0.0005318892188629499,
        -0.004201373809044784,
        0.000605373266340274,
        0.0004601320072743241,
        -0.002955108411615088,
        -0.002033709735678958,
        0.0017983119347351887,
        -0.00010510404145554454
      ],
      "intercept": -0.010808000805047655,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2022-01",
    "kind": "tree_market",
    "samples": 992,
    "trades": 80,
    "cutoff": "2022-01-01",
    "max_label_end": "2021-12-29 00:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.2263203842302441,
        -0.05325249614716672,
        0.02584832435543908,
        0.04012881324021798,
        -0.4337535765300981,
        0.0398285230748806,
        0.09238082134001763
      ],
      "scale": [
        0.3019269861366202,
        0.3524579878922953,
        0.07090765983735403,
        0.01613804341120266,
        0.7496351187914042,
        0.6219291722706727,
        0.7371596592781405
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.010808000805047655,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          3,
          -2,
          -2,
          5,
          -2,
          -2
        ],
        "threshold": [
          -0.3223395496606827,
          -0.08685066923499107,
          -2.0,
          -2.0,
          -0.8360875844955444,
          -2.0,
          -2.0
        ],
        "value": [
          -0.010808000805047674,
          -0.031992209403901545,
          -0.013622162855246719,
          -0.05764379485474018,
          0.00759326868290249,
          -0.017934706794744158,
          0.01553078390822881
        ]
      }
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2022-01",
    "kind": "tree_combined",
    "samples": 992,
    "trades": 80,
    "cutoff": "2022-01-01",
    "max_label_end": "2021-12-29 00:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.2263203842302441,
        -0.05325249614716672,
        0.02584832435543908,
        0.04012881324021798,
        -0.4337535765300981,
        0.0398285230748806,
        0.09238082134001763,
        0.06699999999999993,
        0.060011327634101316,
        -0.03177128396483513,
        0.16547997436944736,
        0.008494659811169779,
        0.01690011583885049,
        0.0022378570111238737,
        -0.006788114942308649,
        0.015261988692055804
      ],
      "scale": [
        0.3019269861366202,
        0.3524579878922953,
        0.07090765983735403,
        0.01613804341120266,
        0.7496351187914042,
        0.6219291722706727,
        0.7371596592781405,
        0.06605048574133784,
        0.11532023410678202,
        0.03504914444533113,
        0.2568856082177548,
        0.02808981910517166,
        0.05098118236391237,
        0.0028576089426201453,
        0.04581313667435763,
        0.03796834734186637
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.010808000805047655,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          9,
          -2,
          -2,
          14,
          -2,
          -2
        ],
        "threshold": [
          -0.3223395496606827,
          0.5540286302566528,
          -2.0,
          -2.0,
          0.22326485812664032,
          -2.0,
          -2.0
        ],
        "value": [
          -0.010808000805047674,
          -0.03199220940390156,
          -0.01840744659555212,
          -0.07297149820975546,
          0.0075932686829024805,
          -0.004308440143487983,
          0.02993851100356479
        ]
      }
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2023-01",
    "kind": "market",
    "samples": 1187,
    "trades": 96,
    "cutoff": "2023-01-01",
    "max_label_end": "2022-12-19 00:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.23592422950246394,
        -0.06045552590700379,
        0.024027757642587605,
        0.03897338715246178,
        -0.528127980441753,
        0.0483804986192518,
        0.058662610195636344
      ],
      "scale": [
        0.2990420064268504,
        0.3476291909138167,
        0.06852845058603073,
        0.0156558547535228,
        0.716119159083345,
        0.6352315263713256,
        0.7467033775105852
      ],
      "coefficients": [
        0.005066950637197447,
        0.004037662263952336,
        0.0029135548485273765,
        -0.0031254334179686184,
        -0.0003211374248078872,
        0.0007376724655648856,
        0.0009342790796957753
      ],
      "intercept": -0.012444864367303174,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2023-01",
    "kind": "state",
    "samples": 1187,
    "trades": 96,
    "cutoff": "2023-01-01",
    "max_label_end": "2022-12-19 00:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.0668229166666667,
        0.051238079101557664,
        -0.03272387849191436,
        0.17647231213541484,
        0.007347037702133003,
        0.014510807801589271,
        0.0022100483470570568
      ],
      "scale": [
        0.0651372207756974,
        0.10902048913654616,
        0.03375197954940547,
        0.26202823193525854,
        0.025852550411038178,
        0.04687341742246319,
        0.002748541210969996
      ],
      "coefficients": [
        0.0044863100053393855,
        0.0013793281415319222,
        -0.003245270909787161,
        0.0008374487111126193,
        1.4665196264541234e-05,
        -0.002228460764248059,
        -0.00254913420572691
      ],
      "intercept": -0.012444864367303174,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2023-01",
    "kind": "combined",
    "samples": 1187,
    "trades": 96,
    "cutoff": "2023-01-01",
    "max_label_end": "2022-12-19 00:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.23592422950246394,
        -0.06045552590700379,
        0.024027757642587605,
        0.03897338715246178,
        -0.528127980441753,
        0.0483804986192518,
        0.058662610195636344,
        0.0668229166666667,
        0.051238079101557664,
        -0.03272387849191436,
        0.17647231213541484,
        0.007347037702133003,
        0.014510807801589271,
        0.0022100483470570568,
        -0.0057171596176131545,
        0.018966132431264857
      ],
      "scale": [
        0.2990420064268504,
        0.3476291909138167,
        0.06852845058603073,
        0.0156558547535228,
        0.716119159083345,
        0.6352315263713256,
        0.7467033775105852,
        0.0651372207756974,
        0.10902048913654616,
        0.03375197954940547,
        0.26202823193525854,
        0.025852550411038178,
        0.04687341742246319,
        0.002748541210969996,
        0.0428817297933736,
        0.037160324818876746
      ],
      "coefficients": [
        0.0053087277446141916,
        0.0033740164999654897,
        0.00356108094862163,
        -0.0024758947083908973,
        -0.0003449325714907641,
        0.0011489539053434494,
        0.0008094024373254579,
        0.004603637284318627,
        0.00021396092749119687,
        -0.0037900953164308614,
        0.0007270911200795798,
        0.0003421598055284301,
        -0.0025226973445175572,
        -0.0013144520550153384,
        0.0013765272756569547,
        -0.00017103118109591228
      ],
      "intercept": -0.012444864367303174,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2023-01",
    "kind": "tree_market",
    "samples": 1187,
    "trades": 96,
    "cutoff": "2023-01-01",
    "max_label_end": "2022-12-19 00:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.23592422950246394,
        -0.06045552590700379,
        0.024027757642587605,
        0.03897338715246178,
        -0.528127980441753,
        0.0483804986192518,
        0.058662610195636344
      ],
      "scale": [
        0.2990420064268504,
        0.3476291909138167,
        0.06852845058603073,
        0.0156558547535228,
        0.716119159083345,
        0.6352315263713256,
        0.7467033775105852
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.012444864367303174,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          3,
          -2,
          -2,
          5,
          -2,
          -2
        ],
        "threshold": [
          -0.29333391785621643,
          -0.01572407316416502,
          -2.0,
          -2.0,
          -0.83204185962677,
          -2.0,
          -2.0
        ],
        "value": [
          -0.012444864367303075,
          -0.030804565687793415,
          -0.014555107393735375,
          -0.05544226230199197,
          0.004363970721447765,
          -0.018946781548296453,
          0.011342242641498676
        ]
      }
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2023-01",
    "kind": "tree_combined",
    "samples": 1187,
    "trades": 96,
    "cutoff": "2023-01-01",
    "max_label_end": "2022-12-19 00:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.23592422950246394,
        -0.06045552590700379,
        0.024027757642587605,
        0.03897338715246178,
        -0.528127980441753,
        0.0483804986192518,
        0.058662610195636344,
        0.0668229166666667,
        0.051238079101557664,
        -0.03272387849191436,
        0.17647231213541484,
        0.007347037702133003,
        0.014510807801589271,
        0.0022100483470570568,
        -0.0057171596176131545,
        0.018966132431264857
      ],
      "scale": [
        0.2990420064268504,
        0.3476291909138167,
        0.06852845058603073,
        0.0156558547535228,
        0.716119159083345,
        0.6352315263713256,
        0.7467033775105852,
        0.0651372207756974,
        0.10902048913654616,
        0.03375197954940547,
        0.26202823193525854,
        0.025852550411038178,
        0.04687341742246319,
        0.002748541210969996,
        0.0428817297933736,
        0.037160324818876746
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.012444864367303174,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          7,
          -2,
          -2,
          5,
          -2,
          -2
        ],
        "threshold": [
          -0.29333391785621643,
          -0.48855195939540863,
          -2.0,
          -2.0,
          -0.83204185962677,
          -2.0,
          -2.0
        ],
        "value": [
          -0.012444864367303075,
          -0.030804565687793377,
          -0.054159228207689994,
          -0.013324990516317416,
          0.004363970721447757,
          -0.01894678154829646,
          0.011342242641498721
        ]
      }
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2024-01",
    "kind": "market",
    "samples": 1544,
    "trades": 113,
    "cutoff": "2024-01-01",
    "max_label_end": "2023-12-31 00:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.22473697743941223,
        -0.054357853289279966,
        0.021959545970182324,
        0.036246531991087086,
        -0.5801386197290694,
        0.0014988934530900284,
        -0.01683720070511323
      ],
      "scale": [
        0.30116623801412135,
        0.34867543882567426,
        0.06554216694498868,
        0.016030003542861757,
        0.6922075982775708,
        0.6251751145367411,
        0.7504435505434986
      ],
      "coefficients": [
        0.004733589272861471,
        0.003569686942136234,
        0.002783829232589503,
        -0.0036580828751873063,
        -0.000642971157110276,
        0.0007122179203897809,
        0.0008422069628261906
      ],
      "intercept": -0.010158233784482166,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2024-01",
    "kind": "state",
    "samples": 1544,
    "trades": 113,
    "cutoff": "2024-01-01",
    "max_label_end": "2023-12-31 00:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.07331858407079647,
        0.0521283762995732,
        -0.03268906942197579,
        0.18547389845892634,
        0.007949062400202659,
        0.01458889777487322,
        0.002127517466446544
      ],
      "scale": [
        0.06940362458805548,
        0.10895655170407738,
        0.032541392207030624,
        0.2685553201113246,
        0.02595057493759492,
        0.04504082768615762,
        0.0026558403795197117
      ],
      "coefficients": [
        0.003936879779846439,
        0.0014124477343330267,
        -0.00280114998901523,
        0.0007535859498906615,
        0.00017358988962246958,
        -0.0019614340776188404,
        -0.002509470813013885
      ],
      "intercept": -0.010158233784482166,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2024-01",
    "kind": "combined",
    "samples": 1544,
    "trades": 113,
    "cutoff": "2024-01-01",
    "max_label_end": "2023-12-31 00:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.22473697743941223,
        -0.054357853289279966,
        0.021959545970182324,
        0.036246531991087086,
        -0.5801386197290694,
        0.0014988934530900284,
        -0.01683720070511323,
        0.07331858407079647,
        0.0521283762995732,
        -0.03268906942197579,
        0.18547389845892634,
        0.007949062400202659,
        0.01458889777487322,
        0.002127517466446544,
        -0.004462712286767756,
        0.020362781930627984
      ],
      "scale": [
        0.30116623801412135,
        0.34867543882567426,
        0.06554216694498868,
        0.016030003542861757,
        0.6922075982775708,
        0.6251751145367411,
        0.7504435505434986,
        0.06940362458805548,
        0.10895655170407738,
        0.032541392207030624,
        0.2685553201113246,
        0.02595057493759492,
        0.04504082768615762,
        0.0026558403795197117,
        0.042209289931328664,
        0.03611084780398215
      ],
      "coefficients": [
        0.004790086540886118,
        0.0030243129265901166,
        0.0033358391572576485,
        -0.0030043037603814902,
        -0.0006978729860147806,
        0.0009766659707742304,
        0.0008552694426985078,
        0.0038062720267765635,
        0.0004106227366833121,
        -0.003324320870819813,
        0.0006277190801027958,
        0.0004408098295826909,
        -0.00214986977814968,
        -0.0013202615184570222,
        0.0012725062410722016,
        -0.00015920983246019396
      ],
      "intercept": -0.010158233784482166,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2024-01",
    "kind": "tree_market",
    "samples": 1544,
    "trades": 113,
    "cutoff": "2024-01-01",
    "max_label_end": "2023-12-31 00:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.22473697743941223,
        -0.054357853289279966,
        0.021959545970182324,
        0.036246531991087086,
        -0.5801386197290694,
        0.0014988934530900284,
        -0.01683720070511323
      ],
      "scale": [
        0.30116623801412135,
        0.34867543882567426,
        0.06554216694498868,
        0.016030003542861757,
        0.6922075982775708,
        0.6251751145367411,
        0.7504435505434986
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.010158233784482166,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          3,
          -2,
          -2,
          2,
          -2,
          -2
        ],
        "threshold": [
          -0.3332720994949341,
          0.15475238859653473,
          -2.0,
          -2.0,
          0.32488228380680084,
          -2.0,
          -2.0
        ],
        "value": [
          -0.010158233784482176,
          -0.02713707153101316,
          -0.012029262924970955,
          -0.05544226230199194,
          0.004522732855366614,
          -0.003777877225394702,
          0.018114012208597565
        ]
      }
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2024-01",
    "kind": "tree_combined",
    "samples": 1544,
    "trades": 113,
    "cutoff": "2024-01-01",
    "max_label_end": "2023-12-31 00:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.22473697743941223,
        -0.054357853289279966,
        0.021959545970182324,
        0.036246531991087086,
        -0.5801386197290694,
        0.0014988934530900284,
        -0.01683720070511323,
        0.07331858407079647,
        0.0521283762995732,
        -0.03268906942197579,
        0.18547389845892634,
        0.007949062400202659,
        0.01458889777487322,
        0.002127517466446544,
        -0.004462712286767756,
        0.020362781930627984
      ],
      "scale": [
        0.30116623801412135,
        0.34867543882567426,
        0.06554216694498868,
        0.016030003542861757,
        0.6922075982775708,
        0.6251751145367411,
        0.7504435505434986,
        0.06940362458805548,
        0.10895655170407738,
        0.032541392207030624,
        0.2685553201113246,
        0.02595057493759492,
        0.04504082768615762,
        0.0026558403795197117,
        0.042209289931328664,
        0.03611084780398215
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.010158233784482166,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          3,
          -2,
          -2,
          14,
          -2,
          -2
        ],
        "threshold": [
          -0.3332720994949341,
          0.15475238859653473,
          -2.0,
          -2.0,
          0.18723510205745697,
          -2.0,
          -2.0
        ],
        "value": [
          -0.010158233784482176,
          -0.02713707153101316,
          -0.012029262924970967,
          -0.05544226230199191,
          0.004522732855366619,
          -0.003536669086136962,
          0.018995759095043484
        ]
      }
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2024-10",
    "kind": "market",
    "samples": 1769,
    "trades": 123,
    "cutoff": "2024-10-01",
    "max_label_end": "2024-09-30 00:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.20900589807062617,
        -0.052944585757069416,
        0.020162307843763487,
        0.035470889121853554,
        -0.4985689990699705,
        0.017966904137156695,
        -0.0397485981125008
      ],
      "scale": [
        0.3031000141749081,
        0.3486111765056935,
        0.06499701011573158,
        0.015730935235822606,
        0.7359317292357368,
        0.6189886584953203,
        0.7476452466987188
      ],
      "coefficients": [
        0.004058742395373139,
        0.00342387341978229,
        0.003124868697827728,
        -0.003296552440255561,
        -0.0007678272734467522,
        0.0005751043759012679,
        0.0006637722047040425
      ],
      "intercept": -0.010004259248354942,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2024-10",
    "kind": "state",
    "samples": 1769,
    "trades": 123,
    "cutoff": "2024-10-01",
    "max_label_end": "2024-09-30 00:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.07691056910569118,
        0.05287047614817246,
        -0.032868527711305544,
        0.1746789537412392,
        0.008793475836343585,
        0.015032641608016938,
        0.0021146097818460752
      ],
      "scale": [
        0.07471496058654166,
        0.1106225761763054,
        0.03216006324523037,
        0.2644541822208385,
        0.029393670787870425,
        0.0474104312358203,
        0.0026364172179438126
      ],
      "coefficients": [
        0.003929821635221378,
        0.001619551639798189,
        -0.0024921409455566615,
        0.0007286643895893727,
        0.00023021747993200934,
        -0.001888624268134103,
        -0.0024853632156414847
      ],
      "intercept": -0.010004259248354942,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2024-10",
    "kind": "combined",
    "samples": 1769,
    "trades": 123,
    "cutoff": "2024-10-01",
    "max_label_end": "2024-09-30 00:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.20900589807062617,
        -0.052944585757069416,
        0.020162307843763487,
        0.035470889121853554,
        -0.4985689990699705,
        0.017966904137156695,
        -0.0397485981125008,
        0.07691056910569118,
        0.05287047614817246,
        -0.032868527711305544,
        0.1746789537412392,
        0.008793475836343585,
        0.015032641608016938,
        0.0021146097818460752,
        -0.003898376639906789,
        0.017635052442337363
      ],
      "scale": [
        0.3031000141749081,
        0.3486111765056935,
        0.06499701011573158,
        0.015730935235822606,
        0.7359317292357368,
        0.6189886584953203,
        0.7476452466987188,
        0.07471496058654166,
        0.1106225761763054,
        0.03216006324523037,
        0.2644541822208385,
        0.029393670787870425,
        0.0474104312358203,
        0.0026364172179438126,
        0.04302296805015419,
        0.036368754756629554
      ],
      "coefficients": [
        0.004052029047195515,
        0.0029494562657541423,
        0.003518962439986836,
        -0.002636002143873027,
        -0.0009262620522914761,
        0.0007697777596834336,
        0.0007125662791422615,
        0.0037493943911853355,
        0.0006843674165006871,
        -0.0030046376423976686,
        0.0006242059966112254,
        0.00042239297185180715,
        -0.002074223671668314,
        -0.0014362555812273898,
        0.0010634460890505562,
        3.84400624891782e-05
      ],
      "intercept": -0.010004259248354942,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2024-10",
    "kind": "tree_market",
    "samples": 1769,
    "trades": 123,
    "cutoff": "2024-10-01",
    "max_label_end": "2024-09-30 00:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.20900589807062617,
        -0.052944585757069416,
        0.020162307843763487,
        0.035470889121853554,
        -0.4985689990699705,
        0.017966904137156695,
        -0.0397485981125008
      ],
      "scale": [
        0.3031000141749081,
        0.3486111765056935,
        0.06499701011573158,
        0.015730935235822606,
        0.7359317292357368,
        0.6189886584953203,
        0.7476452466987188
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.010004259248354942,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          3,
          -2,
          -2,
          2,
          -2,
          -2
        ],
        "threshold": [
          -0.3830464333295822,
          0.20700131356716156,
          -2.0,
          -2.0,
          0.5372951328754425,
          -2.0,
          -2.0
        ],
        "value": [
          -0.010004259248354986,
          -0.025935459248326985,
          -0.010938021970852608,
          -0.054932291067215124,
          0.002397722407477853,
          -0.004698429206559539,
          0.019001679104634232
        ]
      }
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2024-10",
    "kind": "tree_combined",
    "samples": 1769,
    "trades": 123,
    "cutoff": "2024-10-01",
    "max_label_end": "2024-09-30 00:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.20900589807062617,
        -0.052944585757069416,
        0.020162307843763487,
        0.035470889121853554,
        -0.4985689990699705,
        0.017966904137156695,
        -0.0397485981125008,
        0.07691056910569118,
        0.05287047614817246,
        -0.032868527711305544,
        0.1746789537412392,
        0.008793475836343585,
        0.015032641608016938,
        0.0021146097818460752,
        -0.003898376639906789,
        0.017635052442337363
      ],
      "scale": [
        0.3031000141749081,
        0.3486111765056935,
        0.06499701011573158,
        0.015730935235822606,
        0.7359317292357368,
        0.6189886584953203,
        0.7476452466987188,
        0.07471496058654166,
        0.1106225761763054,
        0.03216006324523037,
        0.2644541822208385,
        0.029393670787870425,
        0.0474104312358203,
        0.0026364172179438126,
        0.04302296805015419,
        0.036368754756629554
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.010004259248354942,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          3,
          -2,
          -2,
          2,
          -2,
          -2
        ],
        "threshold": [
          -0.3830464333295822,
          0.20700131356716156,
          -2.0,
          -2.0,
          0.5372951328754425,
          -2.0,
          -2.0
        ],
        "value": [
          -0.010004259248354986,
          -0.02593545924832699,
          -0.0109380219708526,
          -0.05493229106721508,
          0.00239772240747786,
          -0.004698429206559527,
          0.019001679104634243
        ]
      }
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2025-10",
    "kind": "market",
    "samples": 2190,
    "trades": 142,
    "cutoff": "2025-10-01",
    "max_label_end": "2025-09-30 00:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.2179247792116753,
        -0.050461410117087914,
        0.01756195425214391,
        0.03354316344114744,
        -0.38240815733254635,
        -0.01840447891611057,
        -0.06022177347871107
      ],
      "scale": [
        0.30511248101100974,
        0.35093047265541555,
        0.06235176925460958,
        0.015679055933412043,
        0.7649097552559128,
        0.6158222189360731,
        0.7476310586494026
      ],
      "coefficients": [
        0.0033678451063122016,
        0.0029640698850991213,
        0.0025596538024271866,
        -0.0034662773814181052,
        -0.0001825218250478965,
        0.000630924387488927,
        0.0007221952371745899
      ],
      "intercept": -0.008529331052860922,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2025-10",
    "kind": "state",
    "samples": 2190,
    "trades": 142,
    "cutoff": "2025-10-01",
    "max_label_end": "2025-09-30 00:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.08211267605633801,
        0.048685640220724746,
        -0.032923561577840384,
        0.19664279488763967,
        0.00923832057319214,
        0.014338113907499514,
        0.002057354284084898
      ],
      "scale": [
        0.08550730402249582,
        0.10939754267714465,
        0.031199252829435753,
        0.2764697639021854,
        0.03570660492208997,
        0.049035937920328565,
        0.0025631875582477733
      ],
      "coefficients": [
        0.0037716826740973423,
        0.0011031133146647638,
        -0.002455780524899907,
        0.0008765491969274903,
        0.0004434800503450478,
        -0.0015504629065984734,
        -0.002169532042748181
      ],
      "intercept": -0.008529331052860922,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2025-10",
    "kind": "combined",
    "samples": 2190,
    "trades": 142,
    "cutoff": "2025-10-01",
    "max_label_end": "2025-09-30 00:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.2179247792116753,
        -0.050461410117087914,
        0.01756195425214391,
        0.03354316344114744,
        -0.38240815733254635,
        -0.01840447891611057,
        -0.06022177347871107,
        0.08211267605633801,
        0.048685640220724746,
        -0.032923561577840384,
        0.19664279488763967,
        0.00923832057319214,
        0.014338113907499514,
        0.002057354284084898,
        -0.0037967112668593765,
        0.013868835956956533
      ],
      "scale": [
        0.30511248101100974,
        0.35093047265541555,
        0.06235176925460958,
        0.015679055933412043,
        0.7649097552559128,
        0.6158222189360731,
        0.7476310586494026,
        0.08550730402249582,
        0.10939754267714465,
        0.031199252829435753,
        0.2764697639021854,
        0.03570660492208997,
        0.049035937920328565,
        0.0025631875582477733,
        0.04183741698535408,
        0.03597025810137678
      ],
      "coefficients": [
        0.003401415035486686,
        0.002522014824147981,
        0.002965435580863246,
        -0.002856820465955755,
        -0.0004952449991905062,
        0.0008671172149700287,
        0.0008095421154267009,
        0.0036347049272137835,
        0.00036905647122743764,
        -0.002925089184089512,
        0.0007733876008116992,
        0.0005979404994696719,
        -0.0016987684749745994,
        -0.0012599616946690115,
        0.0011807585157284277,
        -0.0002758760660170122
      ],
      "intercept": -0.008529331052860922,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2025-10",
    "kind": "tree_market",
    "samples": 2190,
    "trades": 142,
    "cutoff": "2025-10-01",
    "max_label_end": "2025-09-30 00:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.2179247792116753,
        -0.050461410117087914,
        0.01756195425214391,
        0.03354316344114744,
        -0.38240815733254635,
        -0.01840447891611057,
        -0.06022177347871107
      ],
      "scale": [
        0.30511248101100974,
        0.35093047265541555,
        0.06235176925460958,
        0.015679055933412043,
        0.7649097552559128,
        0.6158222189360731,
        0.7476310586494026
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.008529331052860922,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          3,
          -2,
          -2,
          2,
          -2,
          -2
        ],
        "threshold": [
          -0.35128848254680634,
          0.7613915801048279,
          -2.0,
          -2.0,
          0.6017941534519196,
          -2.0,
          -2.0
        ],
        "value": [
          -0.008529331052861074,
          -0.021605803518654685,
          -0.010536568511097607,
          -0.05848403040330098,
          0.0021555651509851236,
          -0.003722698223279045,
          0.0180778616480658
        ]
      }
    }
  },
  {
    "tf": "1D",
    "fold": "historical_2025-10",
    "kind": "tree_combined",
    "samples": 2190,
    "trades": 142,
    "cutoff": "2025-10-01",
    "max_label_end": "2025-09-30 00:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.2179247792116753,
        -0.050461410117087914,
        0.01756195425214391,
        0.03354316344114744,
        -0.38240815733254635,
        -0.01840447891611057,
        -0.06022177347871107,
        0.08211267605633801,
        0.048685640220724746,
        -0.032923561577840384,
        0.19664279488763967,
        0.00923832057319214,
        0.014338113907499514,
        0.002057354284084898,
        -0.0037967112668593765,
        0.013868835956956533
      ],
      "scale": [
        0.30511248101100974,
        0.35093047265541555,
        0.06235176925460958,
        0.015679055933412043,
        0.7649097552559128,
        0.6158222189360731,
        0.7476310586494026,
        0.08550730402249582,
        0.10939754267714465,
        0.031199252829435753,
        0.2764697639021854,
        0.03570660492208997,
        0.049035937920328565,
        0.0025631875582477733,
        0.04183741698535408,
        0.03597025810137678
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.008529331052860922,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          7,
          0,
          -2,
          -2,
          0,
          -2,
          -2
        ],
        "threshold": [
          -0.6679274439811707,
          -0.34649063646793365,
          -2.0,
          -2.0,
          0.15377244353294373,
          -2.0,
          -2.0
        ],
        "value": [
          -0.008529331052861074,
          -0.029332885434027692,
          -0.04922112904783698,
          -0.009380435464949714,
          -0.001740358248405917,
          -0.010107645932540339,
          0.009523553874986943
        ]
      }
    }
  },
  {
    "tf": "1D",
    "fold": "later_2026",
    "kind": "market",
    "samples": 2274,
    "trades": 148,
    "cutoff": "2026-03-01",
    "max_label_end": "2026-02-24 00:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.2198213595866629,
        -0.04963169369461435,
        0.0169419084219595,
        0.03314178180132279,
        -0.37964107416312604,
        -0.013523384322836934,
        -0.054139138529151906
      ],
      "scale": [
        0.3052940988768024,
        0.35185681058795504,
        0.061645779353295314,
        0.01566658503702799,
        0.7621334831222512,
        0.6171011836007616,
        0.74837194321882
      ],
      "coefficients": [
        0.0031233743047296416,
        0.002798483672808014,
        0.0025712456525318604,
        -0.003300219984656857,
        -0.0006419197636967313,
        0.0004826183976755063,
        0.0004996380422787289
      ],
      "intercept": -0.008846321185496142,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "1D",
    "fold": "later_2026",
    "kind": "state",
    "samples": 2274,
    "trades": 148,
    "cutoff": "2026-03-01",
    "max_label_end": "2026-02-24 00:00:00",
    "abstain": false,
    "model": {
      "kind": "state",
      "features": [
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared"
      ],
      "mean": [
        0.08182432432432443,
        0.04667894273214397,
        -0.03294739286074533,
        0.1970200694203504,
        0.008878761004063764,
        0.013815638603063481,
        0.0020490259350780153
      ],
      "scale": [
        0.0843713143645785,
        0.10787360617163369,
        0.031040219695706507,
        0.2780644648473401,
        0.03502914451537827,
        0.048101160388297995,
        0.0025548111559754827
      ],
      "coefficients": [
        0.0037078264823906604,
        0.0011693501128167856,
        -0.0023849267937678872,
        0.0011450464674877337,
        0.0004393757230255193,
        -0.0015073864478073549,
        -0.0020824414937267335
      ],
      "intercept": -0.008846321185496142,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "1D",
    "fold": "later_2026",
    "kind": "combined",
    "samples": 2274,
    "trades": 148,
    "cutoff": "2026-03-01",
    "max_label_end": "2026-02-24 00:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.2198213595866629,
        -0.04963169369461435,
        0.0169419084219595,
        0.03314178180132279,
        -0.37964107416312604,
        -0.013523384322836934,
        -0.054139138529151906,
        0.08182432432432443,
        0.04667894273214397,
        -0.03294739286074533,
        0.1970200694203504,
        0.008878761004063764,
        0.013815638603063481,
        0.0020490259350780153,
        -0.003726218369795618,
        0.01381471408735042
      ],
      "scale": [
        0.3052940988768024,
        0.35185681058795504,
        0.061645779353295314,
        0.01566658503702799,
        0.7621334831222512,
        0.6171011836007616,
        0.74837194321882,
        0.0843713143645785,
        0.10787360617163369,
        0.031040219695706507,
        0.2780644648473401,
        0.03502914451537827,
        0.048101160388297995,
        0.0025548111559754827,
        0.04110123896056882,
        0.03563970128281733
      ],
      "coefficients": [
        0.003175654439873838,
        0.0023439441894581425,
        0.002932722497494206,
        -0.0026951817043866563,
        -0.0009266111935052274,
        0.0007252853824397508,
        0.0005956922980685877,
        0.003611163202440763,
        0.0005026502580424767,
        -0.0028329554829395523,
        0.0010421969702560246,
        0.0006146546731293041,
        -0.001639075427924168,
        -0.0012287468052866758,
        0.0011772257695964149,
        -0.00020943316412909465
      ],
      "intercept": -0.008846321185496142,
      "ridge_penalty": 1.0,
      "model_type": "ridge",
      "tree": null
    }
  },
  {
    "tf": "1D",
    "fold": "later_2026",
    "kind": "tree_market",
    "samples": 2274,
    "trades": 148,
    "cutoff": "2026-03-01",
    "max_label_end": "2026-02-24 00:00:00",
    "abstain": false,
    "model": {
      "kind": "market",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign"
      ],
      "mean": [
        -0.2198213595866629,
        -0.04963169369461435,
        0.0169419084219595,
        0.03314178180132279,
        -0.37964107416312604,
        -0.013523384322836934,
        -0.054139138529151906
      ],
      "scale": [
        0.3052940988768024,
        0.35185681058795504,
        0.061645779353295314,
        0.01566658503702799,
        0.7621334831222512,
        0.6171011836007616,
        0.74837194321882
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.008846321185496142,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          0,
          3,
          -2,
          -2,
          2,
          -2,
          -2
        ],
        "threshold": [
          -0.34486719965934753,
          0.6282918751239777,
          -2.0,
          -2.0,
          0.6187443435192108,
          -2.0,
          -2.0
        ],
        "value": [
          -0.00884632118549615,
          -0.02096024568229878,
          -0.009700142183755086,
          -0.05619896333009836,
          0.0010686614073304233,
          -0.004709171703135792,
          0.0171575085374076
        ]
      }
    }
  },
  {
    "tf": "1D",
    "fold": "later_2026",
    "kind": "tree_combined",
    "samples": 2274,
    "trades": 148,
    "cutoff": "2026-03-01",
    "max_label_end": "2026-02-24 00:00:00",
    "abstain": false,
    "model": {
      "kind": "combined",
      "features": [
        "score",
        "score_change",
        "return_4",
        "volatility_20",
        "mvrv_regime",
        "rvol_norm",
        "fed_net_liq_sign",
        "age",
        "unrealized_return",
        "drawdown_from_high",
        "extension_age",
        "age_times_return",
        "return_squared",
        "drawdown_squared",
        "score_times_return",
        "regime_times_drawdown"
      ],
      "mean": [
        -0.2198213595866629,
        -0.04963169369461435,
        0.0169419084219595,
        0.03314178180132279,
        -0.37964107416312604,
        -0.013523384322836934,
        -0.054139138529151906,
        0.08182432432432443,
        0.04667894273214397,
        -0.03294739286074533,
        0.1970200694203504,
        0.008878761004063764,
        0.013815638603063481,
        0.0020490259350780153,
        -0.003726218369795618,
        0.01381471408735042
      ],
      "scale": [
        0.3052940988768024,
        0.35185681058795504,
        0.061645779353295314,
        0.01566658503702799,
        0.7621334831222512,
        0.6171011836007616,
        0.74837194321882,
        0.0843713143645785,
        0.10787360617163369,
        0.031040219695706507,
        0.2780644648473401,
        0.03502914451537827,
        0.048101160388297995,
        0.0025548111559754827,
        0.04110123896056882,
        0.03563970128281733
      ],
      "coefficients": [
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "intercept": -0.008846321185496142,
      "ridge_penalty": null,
      "model_type": "tree_depth_2",
      "tree": {
        "left": [
          1,
          2,
          -1,
          -1,
          5,
          -1,
          -1
        ],
        "right": [
          4,
          3,
          -1,
          -1,
          6,
          -1,
          -1
        ],
        "feature": [
          7,
          0,
          -2,
          -2,
          0,
          -2,
          -2
        ],
        "threshold": [
          -0.6735028922557831,
          -0.3400721997022629,
          -2.0,
          -2.0,
          0.15989326685667038,
          -2.0,
          -2.0
        ],
        "value": [
          -0.00884632118549615,
          -0.029833228180003068,
          -0.048756544489660956,
          -0.011103641184240454,
          -0.002079892340152148,
          -0.0099882895404714,
          0.008770537029652532
        ]
      }
    }
  }
]