{
  "pair": "AUDJPY",
  "n_arrivals": 1581,
  "n_eligible": 1468,
  "absorb_base": 0.4659,
  "halflife_bars": 120,
  "train_frac": 0.7,
  "momentum_lag1": {
    "p_abs_given_prev_abs": 0.6138,
    "p_abs_given_prev_sweep": 0.3333
  },
  "model_train": {
    "n": 1027,
    "momentum_coef": 1.2496,
    "pressure_coef_per_sd": 0.0373,
    "pressure_OR_per_sd": 1.038,
    "partial_LR_chi2": 0.323,
    "partial_p": 0.56994
  },
  "held_out": {
    "n": 441,
    "logloss_base": 0.68988,
    "logloss_momentum_only": 0.66637,
    "logloss_with_pressure": 0.6667,
    "momentum_beats_base_oos": true,
    "pressure_helps_oos": false
  },
  "momentum_durability": {
    "recent revisit (<= 240 bars)": {
      "gap": 0.277,
      "n_prev_abs": 679,
      "n_prev_sweep": 745
    },
    "distant revisit (> 240 bars)": {
      "gap": 0.391,
      "n_prev_abs": 15,
      "n_prev_sweep": 29
    }
  }
}