objective:
  name: trade_day_adjusted
  target_days_with_trades: 115
  trade_day_bonus: 0.45
  return_weight: 0.20
  min_total_return_pct: 1.90
  max_drawdown_floor: -0.012
  min_profit_factor: 12.0
sweep:
  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:
    - 0.75
  soft_day_vwap_reclaim_min_score_pct_breadth:
    - 0.70
    - 0.75
    - 0.85
  soft_day_vwap_reclaim_min_score_pct_joint:
    - 0.85
    - 0.95
  soft_day_vwap_reclaim_min_premarket_dollar_vol:
    - 5000000
  soft_day_vwap_reclaim_min_ret_5d:
    - null
  soft_day_vwap_reclaim_max_rvol:
    - 25.0
    - 35.0
  soft_day_vwap_reclaim_size_scale:
    - 0.03
  soft_day_vwap_reclaim_size_scale_market_regime:
    - 0.05
  soft_day_vwap_reclaim_size_scale_breadth:
    - 0.03
  soft_day_vwap_reclaim_size_scale_joint:
    - 0.02
    - 0.03
