# V49.31 exploration: candidate-level positive-gap rejection exit.
# For selected gap-up longs, exit if the bar closes below the prior close.
# This is intentionally candidate-scoped; global exit_on_gap_fill would break
# downside-gap red-to-green winners.

base_config: configs/intraday/strategies/orb_gainers_v49_30_broad_reset_comp_validated.yaml

sweep:
  gap_up_fill_exit_min_gap_pct: [0.02, 0.025, 0.03]
  gap_up_fill_exit_max_premarket_dollar_vol: [10000000, 20000000, 50000000, null]
  gap_up_fill_exit_min_ret_5d: [0.0, 0.05]
  gap_up_fill_exit_max_ret_5d: [0.25, 0.50, null]
  gap_up_fill_exit_max_close_location: [0.85, 0.95, null]
