# Basic parameter sweep for Morning Momentum strategy.
# Cartesian product: 3 × 2 × 4 × 4 × 3 = 288 combinations.
# Data is fetched once and shared across all simulations.
# Total wall time: ~30-60 min (first run, data fetch) + ~5 min (simulations).
# Subsequent runs use cache: ~5 min total.

base_config: configs/intraday/default.yaml

sweep:
  entry_minutes_after_open: [30, 60, 90]           # 10:00, 10:30, 11:00 AM ET
  exit_minutes_before_close: [15, 30]              # 3:45, 3:30 PM ET
  stop_loss_pct: [-0.01, -0.02, -0.03, null]       # 1%, 2%, 3%, or no stop
  min_morning_gain_pct: [0.005, 0.01, 0.02, 0.03]  # 0.5%, 1%, 2%, 3%
  top_n: [3, 5, 10]                                # stocks per day
