{
  "first_return_date": "2026-08-25",
  "last_return_date": "2026-08-27",
  "gap": {
    "n": 3,
    "mean_pct": 3.333333333333336,
    "sample_std_pct": 5.773502691896263,
    "naive_t": 0.9999999999999998,
    "positive_fraction": 0.3333333333333333,
    "cumulative_log_pct": 9.531017980432493,
    "compound_pct": 10.000000000000009
  },
  "intraday": {
    "n": 3,
    "mean_pct": -3.3333333333333326,
    "sample_std_pct": 5.773502691896256,
    "naive_t": -1.0,
    "positive_fraction": 0.0,
    "cumulative_log_pct": -10.536051565782628,
    "compound_pct": -10.0
  },
  "close_to_close": {
    "n": 3,
    "mean_pct": 3.700743415417188e-15,
    "sample_std_pct": 10.000000000000004,
    "naive_t": 6.409875621278543e-16,
    "positive_fraction": 0.3333333333333333,
    "cumulative_log_pct": -1.0050335853501347,
    "compound_pct": -0.9999999999999907
  },
  "pearson_gap_intraday": 0.49999999999999994,
  "max_compounding_identity_error": 0.0,
  "assumptions": [
    "Costs excluded; index returns are not tradable strategy returns.",
    "naive_t assumes independent observations; not a significance verdict.",
    "PreviousDate is the previous supplied row, not a verified exchange session.",
    "No intraday gap-fill probability, futures matching or stock verdict analysis."
  ],
  "input_sha256": "a751545f1499048076381894c4caea27b440df480ee80cde43014c821d5fe9fa",
  "input_file": "sample.csv",
  "requested_start": null,
  "requested_end": null
}