selects a day-on-day total_oi fall beyond 15%, but total_oi is per-contract and accumulates over a contract's life, so an ordinary day's change already exceeds that threshold in either direction: measured median day-on-day change in this pattern's own 7-45 DTE band is +20.4%, 75th percentile +75.2%, 95th percentile +333.3%. Against that distribution this threshold fires only 66 times across 16 years, and on every one of those 66 rows the contract's own ATM implied volatility is null -- the threshold mostly catches contracts already too thin to have a screened price at all, which is also why none of the 66 selections ever attaches to a scoreable outcome: this hypothesis has zero events, in or out of sample, and was never actually tested against a single observation. Retuning the threshold to describe the data was considered and rejected as fitting the answer rather than testing the hypothesis. Not tested -- not rejected on evidence.