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   "last_bar": "2025-12-31",
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   "last_bar": "2025-12-31",
   "series": "DX-Y.NYB"
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   "last_bar": "2025-12-31",
   "series": "GC=F"
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   "last_bar": "2025-12-31",
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   "series": "^GSPC"
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   "horizons": {
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     "n": 2514,
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   "last_bar": "2025-12-31",
   "series": "^VIX"
  },
  "WTI": {
   "first_bar": "2015-06-01",
   "horizons": {
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     "n": 2514,
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     "n_independent": 2514,
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     "up": 1311
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    "1m": {
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     "n": 2494,
     "n_ex_draw": 2318,
     "n_independent": 118,
     "p_up": 0.537289,
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    },
    "1w": {
     "draws": 179,
     "n": 2510,
     "n_ex_draw": 2331,
     "n_independent": 502,
     "p_up": 0.534263,
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     "up": 1341
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    "6m": {
     "draws": 154,
     "n": 2389,
     "n_ex_draw": 2235,
     "n_independent": 18,
     "p_up": 0.518208,
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   },
   "last_bar": "2025-12-31",
   "series": "CL=F"
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 },
 "band": "0.1 x mean|open->close return, %| of the last 60 bars before the start x sqrt(days of the horizon); no minute bars exist for the history; for 1w and longer the file takes open->close of the start day for the band and the move from the open, the product takes close-to-close for its band (effect on p_up_ex_draw usually up to 1 pp)",
 "method": "daily bars: reference = the open of the start day, end = the close of the horizon's last day (1d, 1w=5, 1m=21, 6m=126 sessions; BTC 1/7/30/182 calendar days); all start days, so the starts of 1w/1m/6m overlap (n_independent = n // days); US10Y: the daily close, not the 15:00 ET bar; BTC: the UTC day's open and close, not the 09:00 ET -> 16:00 ET seal-minute window (minute bars of the history are not kept); GOLD, WTI, BRENT, COPPER and DXY: the window is Yahoo's daily bar of the contract (nearly 24h), NOT 09:30-16:00 ET as in the product, which takes the minute window 09:30-16:00 - a stated difference of the history from the live event; bars are cut at the window's end (no bar after 2025-12-31, BTC included)",
 "rule": "share of starts whose move (open of the start day -> close of the horizon's last day) was above 0, ties (|move| < band) counted by their true sign in p_up; p_up_ex_draw leaves the ties out (the book's outcome rows)",
 "sha256": "2810d11e907bbaa1f311d06622c929c69e60cc81e558fdb78f5baa04113cabb7",
 "window": [
  "2016-01-01",
  "2025-12-31"
 ]
}