# V49.89 structural probe: market-thrust opening impulse reclaim.
# This tests a separate auxiliary sleeve for stocks that do not satisfy the
# normal positive-gap ORB gate but show a large liquid first-bar impulse on
# broad market-thrust days.
objective:
  name: trade_day_adjusted
  target_days_with_trades: 105
  trade_day_bonus: 0.02
  return_weight: 0.50
  min_total_return_pct: 0.75
  max_drawdown_floor: -0.008
  min_profit_factor: 25.0

sweep:
  market_thrust_opening_breadth_override_enabled: [true]
  market_thrust_opening_breadth_override_min_first_bar_dollar_vol: [250000, 500000]
  market_thrust_opening_breadth_override_min_positive_ratio: [0.52, 0.56]
  market_thrust_opening_breadth_override_min_avg_return_pct: [0.0008]
  market_thrust_opening_breadth_override_min_strong_close_location_ratio: [0.40]
  market_thrust_opening_breadth_override_regime_size_scale_floor: [0.25]
  market_thrust_opening_breadth_override_breadth_size_scale_floor: [0.25]
  market_thrust_opening_breadth_override_clear_soft_day: [false]

  market_thrust_opening_impulse_reclaim_enabled: [true]
  market_thrust_opening_impulse_reclaim_min_gap_pct: [-0.06, -0.03]
  market_thrust_opening_impulse_reclaim_max_gap_pct: [0.02]
  market_thrust_opening_impulse_reclaim_min_first_bar_return_pct: [0.008, 0.012]
  market_thrust_opening_impulse_reclaim_min_first_bar_dollar_vol: [5000000, 20000000]
  market_thrust_opening_impulse_reclaim_min_avg_dollar_vol: [300000000]
  market_thrust_opening_impulse_reclaim_min_body_ratio: [0.55]
  market_thrust_opening_impulse_reclaim_min_close_location: [0.85]
  market_thrust_opening_impulse_reclaim_min_ret_5d: [-0.20]
  market_thrust_opening_impulse_reclaim_max_ret_5d: [0.20]
  market_thrust_opening_impulse_reclaim_max_candidates: [3]
  market_thrust_opening_impulse_reclaim_max_trades: [1]
  market_thrust_opening_impulse_reclaim_entry_mode: [late_breakout, vwap_reclaim]
  market_thrust_opening_impulse_reclaim_min_score_pct: [0.0]
  market_thrust_opening_impulse_reclaim_size_scale: [0.10]
  market_thrust_opening_impulse_reclaim_fixed_loss_pct: [0.015]
