{
  "strategy_name": "baseline_swing_v1",
  "dataset_snapshot_id": "snapshot_2026_03_20",
  "universe": {
    "min_price": 5.0,
    "min_avg_dollar_volume": 1000000.0,
    "exclude_asset_types": ["ETF", "FUND"]
  },
  "signal": {
    "score_threshold": 0.55,
    "max_candidates_per_day": 3,
    "execution_timing": "next_open",
    "decision_timing": "reaction_close",
    "ranking_fields": ["-score", "-avg_dollar_volume"]
  },
  "risk": {
    "per_trade_risk_pct": 0.005,
    "max_daily_new_risk_pct": 0.015,
    "max_positions": 4,
    "max_positions_per_sector": 2,
    "max_position_value_pct": 0.10,
    "max_adv_fraction": 0.01,
    "cooldown_after_loss_streak": 3,
    "cooldown_days": 2,
    "macro_regime_enabled": false,
    "macro_sma_period": 20,
    "stop_atr_multiplier": 3.0,
    "backtest_mode": "research",
    "kill_switch_cooldown_days": 20,
    "kill_switch_log_only": true,
    "veto_oneoff_penalty": 0.7,
    "veto_parse_confidence_min": 0.4,
    "veto_unknown_direction": false,
    "veto_bearish_direction": true
  },
  "execution": {
    "entry_fill_model": "next_open",
    "exit_fill_model": "daily_bar_approximation",
    "slippage_bps_base": 10.0,
    "commission_per_share": 0.005,
    "same_bar_priority": "stop_first_conservative",
    "target_model": "atr_multiple",
    "target_1_r": 2.0,
    "target_atr_multiplier": 1.5,
    "target_1_fraction": 0.5,
    "trailing_model": "pct_5",
    "trailing_warmup_days": 2,
    "max_holding_days": 15,
    "no_follow_through_exit": false
  },
  "reporting": {
    "write_trade_blotter": true,
    "write_equity_curve": true,
    "write_metrics_summary": true,
    "generate_plots": false,
    "attribution_buckets": ["event_type", "sector", "score_bucket"]
  },
  "event_type_profiles": {
    "earnings_release": {
      "enabled": true,
      "max_holding_days_override": 15,
      "direction_filter": "any"
    },
    "guidance_update": {
      "enabled": true,
      "max_holding_days_override": 15,
      "direction_filter": "any"
    },
    "management_change": {
      "enabled": true,
      "direction_filter": "any"
    },
    "material_contract": {
      "enabled": true,
      "max_holding_days_override": 10,
      "direction_filter": "any"
    },
    "unknown": {
      "enabled": true,
      "direction_filter": "any"
    },
    "other_material_event": {
      "enabled": false
    }
  }
}
