objective:
  name: trade_day_adjusted
  target_days_with_trades: 145
  trade_day_bonus: 0.65
  return_weight: 0.20
  min_total_return_pct: 1.85
  max_drawdown_floor: -0.014
  min_profit_factor: 10.0
sweep:
  hard_breadth_soft_fallback_enabled:
    - true
  hard_breadth_soft_fallback_min_breadth:
    - 0.00
    - 0.05
    - 0.10
    - 0.15
    - 0.20
  hard_breadth_soft_fallback_size_scale:
    - 0.005
    - 0.010
    - 0.020
  soft_day_vwap_reclaim_enabled:
    - true
  soft_day_vwap_reclaim_max_trades:
    - 1
  soft_day_vwap_reclaim_min_score_pct:
    - 0.85
  soft_day_vwap_reclaim_min_score_pct_market_regime:
    - 0.0
  soft_day_vwap_reclaim_min_score_pct_breadth:
    - 0.75
  soft_day_vwap_reclaim_min_score_pct_joint:
    - 0.65
  soft_day_vwap_reclaim_min_score_pct_hard_breadth:
    - 0.50
    - 0.65
    - 0.75
  soft_day_vwap_reclaim_min_premarket_dollar_vol:
    - 5000000
  soft_day_vwap_reclaim_min_ret_5d:
    - null
  soft_day_vwap_reclaim_max_rvol:
    - 35.0
  soft_day_vwap_reclaim_size_scale:
    - 0.03
  soft_day_vwap_reclaim_size_scale_market_regime:
    - 0.02
  soft_day_vwap_reclaim_size_scale_breadth:
    - 0.03
  soft_day_vwap_reclaim_size_scale_joint:
    - 0.02
  soft_day_vwap_reclaim_size_scale_hard_breadth:
    - 0.005
    - 0.010
