# V46.26 exploration: cap losses on hot pullbacks that reclaim weakly.
# Targets CAR-like setups: strong 5-day momentum, shallow downside gap,
# but an opening range that does not close strongly.

base_config: configs/intraday/strategies/orb_gainers_v46_25_broad_participation_guard.yaml

sweep:
  weak_downside_reclaim_action: [loss_cap]
  weak_downside_reclaim_min_abs_gap_pct: [0.02]
  weak_downside_reclaim_min_ret_5d: [0.50]
  weak_downside_reclaim_max_ret_5d: [null]
  weak_downside_reclaim_max_premarket_dollar_vol: [1000000000000]
  weak_downside_reclaim_max_body_ratio: [0.65, 0.75]
  weak_downside_reclaim_max_close_location: [0.75, 0.80]
  weak_downside_reclaim_max_obv_slope_5d: [null]
  weak_downside_reclaim_loss_cap_pct: [0.015, 0.020, 0.025, 0.030]
