# V49.90 structural probe: intraday continuation reclaim.
# Captures "Yahoo top gainer after the open" days where the first 5-minute
# market regime is weak but individual names show a strong 30-60 minute trend.
objective:
  name: trade_day_adjusted
  target_days_with_trades: 108
  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:
  candidate_seed_liquid_overlay_slots: [300]
  candidate_seed_liquid_min_gap_pct: [-0.10]
  candidate_seed_liquid_max_gap_pct: [0.08]
  candidate_seed_liquid_min_avg_dollar_vol_30d: [300000000]
  candidate_seed_liquid_min_ret_5d: [-0.30]
  candidate_seed_liquid_max_entropy_20d: [null]
  intraday_continuation_reclaim_enabled: [true]
  intraday_continuation_reclaim_signal_minutes: [5]
  intraday_continuation_reclaim_min_signal_return_pct: [0.015]
  intraday_continuation_reclaim_min_signal_dollar_vol: [1000000]
  intraday_continuation_reclaim_min_signal_close_location: [0.75]
  intraday_continuation_reclaim_require_signal_above_vwap: [true]
  intraday_continuation_reclaim_min_first_bar_return_pct: [0.01]
  intraday_continuation_reclaim_min_first_bar_dollar_vol: [100000]
  intraday_continuation_reclaim_min_gap_pct: [-0.10]
  intraday_continuation_reclaim_max_gap_pct: [0.08]
  intraday_continuation_reclaim_min_avg_dollar_vol: [40000000]
  intraday_continuation_reclaim_min_ret_5d: [-0.30]
  intraday_continuation_reclaim_max_ret_5d: [0.35]
  intraday_continuation_reclaim_max_gap_zscore_20d: [null]
  intraday_continuation_reclaim_max_candidates: [5]
  intraday_continuation_reclaim_min_cluster_count: [3]
  intraday_continuation_reclaim_min_cluster_avg_signal_return_pct: [0.02]
  intraday_continuation_reclaim_min_cluster_total_signal_dollar_vol: [5000000]
  intraday_continuation_reclaim_max_trades: [1]
  intraday_continuation_reclaim_only_when_no_primary_trades: [true]
  intraday_continuation_reclaim_min_score_pct: [0.0]
  intraday_continuation_reclaim_size_scale: [0.05]
  intraday_continuation_reclaim_fixed_loss_pct: [0.015]
