{
  "analysis_date": "2026-04-06T17:00:00",
  "period_days": 84,
  "symbols_analyzed": 25,
  "global_corr_btc": 0.725,
  "global_spy_return_annual_pct": -88.0,
  "global_spy_vol_annual_pct": 74.9,
  "sharpe_annual": -1.18,
  "regime_stats": {
    "BULL": {
      "days": 18,
      "avg_spy": -0.952,
      "avg_btc": -0.232,
      "vol_spy": 2.685,
      "sharpe": -0.354
    },
    "NEUTRAL": {
      "days": 31,
      "avg_spy": 0.661,
      "avg_btc": 0.22,
      "vol_spy": 3.31,
      "sharpe": 0.2
    },
    "BEAR": {
      "days": 35,
      "avg_spy": -0.675,
      "avg_btc": -0.794,
      "vol_spy": 4.802,
      "sharpe": -0.141
    }
  },
  "ratio_thresholds": {
    "green": 0.1,
    "yellow_low": -0.1,
    "red_low": -0.5
  },
  "current_ratio": -0.171,
  "current_regime": "BEAR",
  "insight": "Corrélation forte spy/BTC (0.72). En zone T/R positive, spy surperforme BTC 58.8% du temps avec +2.08%/j moyen. Le spy est PROFITABLE quand le T/R est positif, RISQUÉ quand négatif."
}