{ "generated": "2026-09-20", "cutoff": "2026-09-17", "session": "09:30 to 16:00 America/New_York, complete sessions only", "horizon_rule": "an entry is used for a horizon only if the whole horizon fits inside the same session, so no window is silently shortened", "independence": "minute entries overlap, so uncertainty is estimated by resampling whole sessions rather than treating each entry as independent", "definition": "MAE is the worst move against the position within the horizon, measured from the entry price, entering at the open of a minute", "symbols": { "NQ": { "sessions": 511, "entries": 199290, "first": "2024-06-24", "last": "2026-09-17", "full_horizon_entries": { "1": 199290, "5": 197246, "10": 194691, "15": 192136, "30": 184471 }, "first_touch_entries": 184471, "regime_cuts": { "quiet_below": 240.25, "busy_above": 366.0, "note": "terciles of the previous session's range. 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