{
 "base_take_rate_fit": 0.15818181818181817,
 "rule": [
  [
   "tod",
   "<=",
   36.5
  ],
  [
   "basis_chg15",
   ">",
   -8.25
  ]
 ],
 "leaf_take_rate": 0.5230769230769231,
 "leaf_takes": 34,
 "leaf_n": 65,
 "holdout_n": 17,
 "holdout_takes": 1,
 "holdout_base": 0.14285714285714285,
 "holdout_lift": 0.411764705882353,
 "lift_ci90": [
  0.0,
  1.3498529411764704
 ],
 "uses_prior_trades": false,
 "tree": {
  "lodo_auc": 0.4867307167150766,
  "holdout_auc": 0.4609375
 },
 "tree_text": "|--- tod <= 36.50\n|   |--- basis_chg15 <= -8.25\n|   |   |--- class: 0\n|   |--- basis_chg15 >  -8.25\n|   |   |--- class: 1\n|--- tod >  36.50\n|   |--- vix <= 19.04\n|   |   |--- class: 0\n|   |--- vix >  19.04\n|   |   |--- class: 0\n",
 "logit": {
  "lodo_auc": 0.6137384871279263,
  "holdout_auc": 0.5546875
 },
 "logit_coef": {
  "tod": -1.205,
  "prem_dd": -0.22,
  "prem_chg15": 0.025,
  "prem_chg5": 0.231,
  "spot_pos": -0.231,
  "spot_mv15": -0.183,
  "dist_round50": 0.044,
  "dist_round100": 0.159,
  "vix": 0.129,
  "gap": 0.101,
  "oi_chg15": 0.027,
  "pcr_chg15": 0.131,
  "basis": 0.147,
  "basis_chg15": -0.044,
  "prior_trades": 0.798,
  "expiry_day": 0.157,
  "dte": -0.05
 }
}