{
 "base_take_rate_fit": 0.11842105263157894,
 "rule": null,
 "leaf_take_rate": null,
 "leaf_takes": null,
 "leaf_n": null,
 "tree": {
  "lodo_auc": 0.5735903814262022,
  "holdout_auc": 0.6222222222222222
 },
 "tree_text": "|--- basis_chg15 <= 21.05\n|   |--- dist_round50 <= 22.50\n|   |   |--- class: 0\n|   |--- dist_round50 >  22.50\n|   |   |--- class: 0\n|--- basis_chg15 >  21.05\n|   |--- tod <= 91.50\n|   |   |--- class: 1\n|   |--- tod >  91.50\n|   |   |--- class: 0\n",
 "logit": {
  "lodo_auc": 0.5368988391376451,
  "holdout_auc": 0.4664021164021165
 },
 "logit_coef": {
  "tod": -0.102,
  "prem_dd": -0.196,
  "prem_chg15": -1.039,
  "prem_chg5": -0.237,
  "spot_pos": 0.369,
  "spot_mv15": 0.171,
  "dist_round50": 0.151,
  "dist_round100": -0.026,
  "vix": 0.269,
  "gap": -0.414,
  "oi_chg15": -0.472,
  "pcr_chg15": 0.316,
  "basis": 0.139,
  "basis_chg15": 0.604,
  "prior_trades": -0.373,
  "expiry_day": 0.206,
  "dte": -0.536
 }
}