_meta:
  id: 337
  name: ORB Gainers V49.127 Mid Liquidity Fragility Comp
  status: candidate
  live_readiness: experimental
  parent: null
  companion_comp_config: null
  superseded_by: null
  promoted_date: null
  description: Compound deployment variant generated from ORB Gainers V49.127 Mid
    Liquidity Fragility. Uses compound_returns=true, daily_budget_reset=false, single_trade_loss_cap_basis=equity.
  validation:
    baseline_v49_126_full504_orb_sqs_skipwfv: tmp/orb_validation/v49_127_midliq_fragility_full504_orb_sqs_skipwfv_20260511.json
    selected_probe_full504_orb_sqs: tmp/orb_validation/v49_127_midliq_fragility_full504_orb_sqs_20260511.json
    diagnostic_train_252d: tmp/orb_train_v49_127_midliq_fragility/intraday_20260511_103957_a61e5248.json
    diagnostic_recent_200d: tmp/orb_current_v49_127_midliq_fragility_200d/intraday_20260511_104742_1ed93eaa.json
    rejected_fragility_zero_train_252d: tmp/orb_train_v49_127_midliq_fragility_zero/intraday_20260511_104820_22e0df44.json
    rejected_unboosted_fragility_wider_train_252d: tmp/orb_train_v49_127_fragility_wider/intraday_20260511_102900_7377785c.json
    pending: false
    diagnostic_basis: Current-code reset diagnostics showed v49.126 liquid-leader
      exposure remained strong, while a small 5-75M premarket-dollar-volume fragile
      participation bucket was weak in both train and recent reset windows. The selected
      0.25 size scale reduced that bucket without changing trade count materially;
      a 0.0 scale was rejected because it over-suppressed train returns and drawdown.
    summary: Selected probe improved official 504d primary return from +181.65% to
      +203.58%, max DD from -10.48% to -9.97%, Sharpe from 3.18 to 3.56, and PF from
      2.62 to 3.09. Guard 200d improved from +161.67% / DD -3.92% to +169.32% / DD
      -2.97%; guard 60d improved from +47.80% / DD -0.78% to +52.86% / DD -0.60%.
      Candidate ORB SQS was 72.4 with WFV PASS, mean fold +47.89%, worst fold +25.23%,
      positive folds 100%.
  materialized_from: orb_gainers_v49_126_iex_safe_liquid_leader_floor
  deployment_kind: compound_equity_losscap
  source_slug: orb_gainers_v49_127_mid_liquidity_fragility
  source_name: ORB Gainers V49.127 Mid Liquidity Fragility
  source_id: 292
  generated_at: '2026-05-12T05:03:59.477082+00:00'
strategy_mode: orb
orb_strategy:
  engine_family: gainers_leader
  live_readiness: experimental
  orb_minutes: 5
  sim_bar_minutes: 5
  entry_direction: long_only
  order_timeout_minutes: 25
  allow_doji_breakout: false
  allow_red_to_green_breakout: true
  min_price: 15.0
  min_avg_dollar_volume: 40000000
  min_atr_14: 0.5
  min_atr_pct: 0.04
  min_rvol: null
  min_abs_gap_pct: 0.02
  min_premarket_dollar_vol: null
  max_candidates: 16
  max_candidates_per_sector: 3
  min_candidates_to_trade: 1
  ticker_cooldown_days: 0
  max_gap_pct: 0.04
  min_candidate_breadth: 0.6
  market_regime_spy_threshold: 0.0015
  market_regime_ticker: QQQ
  regime_skip_below: null
  soft_day_fallback_on_regime_skip: true
  soft_day_regime_skip_size_scale: 0.1
  soft_day_fallback_on_breadth_skip: true
  soft_day_breadth_skip_size_scale: 0.1
  soft_day_combined_size_scale_floor: 0.65
  breadth_skip_below: 0.25
  soft_day_scaler_threshold: 1.0
  soft_day_max_trades: 2
  soft_day_min_score_pct: 0.8
  soft_day_min_candidate_score: null
  soft_day_min_ret_5d: -0.05
  soft_day_max_rvol: 60.0
  soft_day_setup_profile: skip_day_reclaim_v1
  soft_day_rank_before_time: true
  soft_day_exclude_from_streak: true
  soft_day_exclude_from_settlement: true
  atr_stop_multiplier_weak: 0.55
  breakeven_at_r_weak: 0.7
  market_orb_quality_ticker: SPY
  market_orb_quality_secondary_ticker: QQQ
  market_orb_quality_size_scale_low: 0.4
  market_orb_quality_size_scale_high: 0.65
  market_orb_quality_size_scale_min: 0.9
  market_orb_quality_size_scale_max: 1.1
  market_orb_quality_primary_strong_above: 0.75
  market_orb_quality_secondary_weak_above: 0.4
  market_orb_quality_secondary_weak_below: 0.5
  market_orb_quality_divergence_scale: 0.0
  market_orb_quality_divergence_max_trades: 1
  market_orb_quality_primary_weak_above: 0.2
  market_orb_quality_primary_weak_below: 0.3
  market_orb_quality_secondary_strong_above: 0.6
  market_orb_quality_primary_weak_secondary_strong_scale: 0.0
  market_orb_quality_primary_weak_secondary_strong_max_trades: 1
  market_orb_quality_primary_lag_above: 0.45
  market_orb_quality_primary_lag_below: 0.5
  market_orb_quality_secondary_lead_above: 0.75
  market_orb_quality_secondary_lead_below: 0.8
  market_orb_quality_primary_lag_secondary_lead_scale: 0.0
  market_orb_quality_primary_lag_secondary_lead_max_trades: 1
  market_orb_quality_joint_weak_primary_above: 0.05
  market_orb_quality_joint_weak_primary_below: 0.15
  market_orb_quality_joint_weak_secondary_above: 0.1
  market_orb_quality_joint_weak_secondary_below: 0.15
  market_orb_quality_joint_weak_scale: 0.03
  market_orb_quality_joint_weak_max_trades: 1
  market_orb_quality_joint_panic_primary_below: 0.16
  market_orb_quality_joint_panic_secondary_below: 0.05
  market_orb_quality_joint_panic_scale: 0.2
  market_orb_quality_joint_panic_max_trades: 1
  market_orb_quality_joint_panic_require_confirmation: false
  rolling_loss_days: 7
  rolling_loss_threshold: -0.07
  max_simultaneous_entries: 3
  max_trades_per_day: 3
  late_trade_size_scale_after_n: 5
  late_trade_size_scale: 0.5
  rank_rvol_pressure_min_rvol: 4.0
  rank_rvol_pressure_max_score_rank_pct: 0.45
  rank_rvol_pressure_max_ret_5d: 0.0
  rank_rvol_pressure_size_scale: 0.25
  unboosted_primary_fragility_size_scale: 0.6
  unboosted_primary_fragility_allowed_trigger_types:
  - orb
  unboosted_primary_fragility_weak_max_rvol: 5.0
  unboosted_primary_fragility_weak_max_ret_5d: 0.05
  min_breakout_rel_vol: 1.2
  weight_rvol: 0.35
  weight_gap: 0.2
  weight_dollar_vol: 0.05
  weight_premarket_dollar_vol: 0.25
  min_volume_attention_rank_pct: 0.5
  volume_attention_rank_weight_rvol: 0.45
  volume_attention_rank_weight_opening_dollar_vol: 0.45
  volume_attention_rank_weight_premarket_dollar_vol: 0.1
  volume_attention_rank_weight_global_context: 0.7
  volume_attention_rank_weight_sector_context: 0.0
  volume_attention_rank_weight_price_context: 0.2
  volume_attention_context_min_bucket_size: 3
  weight_volume_attention_rank: 0.15
  weight_body_ratio: 0.0
  weight_close_location: 0.015
  weight_momentum: 0.15
  weight_obv_slope: 0.15
  weight_entropy: 0.0
  weight_event_catalyst: 0.15
  prior_event_lookback_days: 10
  daily_bar_snapshot_id: orb_daily_v49_20260508
  prior_event_snapshot_id: orb_pead_d10_v46_20260423
  conditional_gap_zscore_reject_above: 2.5
  conditional_gap_zscore_reject_ret_5d_below: 0.0
  crowded_gap_reject_min_gap_pct: 0.02
  crowded_gap_reject_min_ret_5d: 0.15
  crowded_gap_reject_min_body_ratio: 0.55
  crowded_gap_reject_min_close_location: 0.65
  crowded_gap_max_premarket_dollar_vol: 12000000
  crowded_gap_action: confirm_scale
  crowded_gap_size_scale: 0.2
  countertrend_gap_min_gap_pct: 0.02
  countertrend_gap_max_ret_5d: 0.0
  countertrend_gap_min_body_ratio: 0.65
  countertrend_gap_min_close_location: 0.7
  countertrend_gap_action: scale
  countertrend_gap_size_scale: 0.2
  atr_stop_multiplier: 0.75
  breakeven_at_r: 1.0
  trailing_at_r: 1.0
  trailing_stop_atr_multiplier: 0.6
  trailing_tighten_at_r: 1.5
  trailing_stop_atr_multiplier_tight: 0.2
  partial_exit_at_r: 99.0
  partial_exit_pct: 0.5
  risk_per_trade_pct: 0.05
  max_position_pct: 0.7
  daily_max_loss_pct: 0.05
  max_stops_per_day: 5
  exit_minutes_before_close: 5
  slippage_bps: 5.0
  initial_capital: 10000
  compound_returns: true
  daily_budget_reset: false
  settlement_days: 1
  drawdown_governor_threshold: 0.025
  drawdown_governor_min_scale: 0.3
  streak_sizing_win_bonus: 1.0
  streak_sizing_max: 3.0
  score_sizing_multiplier: 1.15
  ranked_downside_gap_min_abs_gap_pct: 0.05
  ranked_downside_gap_max_premarket_dollar_vol: 5000000
  ranked_downside_gap_max_score_rank_pct: 0.65
  ranked_downside_gap_action: loss_cap
  ranked_downside_gap_loss_cap_pct: 0.015
  single_trade_loss_cap_pct: 0.13
  gap_up_fill_exit_min_gap_pct: 0.02
  gap_up_fill_exit_max_premarket_dollar_vol: 10000000
  gap_up_fill_exit_min_ret_5d: 0.0
  gap_up_fill_exit_max_ret_5d: 0.25
  gap_up_fill_exit_max_close_location: 0.85
  distressed_reclaim_min_abs_gap_pct: 0.05
  distressed_reclaim_max_ret_5d: -0.1
  distressed_reclaim_min_premarket_dollar_vol: 100000000
  distressed_reclaim_max_close_location: 0.85
  distressed_reclaim_max_obv_slope_20d: 0.0
  distressed_reclaim_action: confirm_scale_reserve
  distressed_reclaim_size_scale: 0.1
  distressed_reclaim_loss_cap_pct: 0.02
  hot_reclaim_min_abs_gap_pct: 0.05
  hot_reclaim_min_ret_5d: 0.15
  hot_reclaim_max_premarket_dollar_vol: 5000000
  hot_reclaim_min_body_ratio: 0.8
  hot_reclaim_min_close_location: 0.9
  hot_reclaim_action: scale_reserve
  hot_reclaim_size_scale: 0.2
  hot_reclaim_loss_cap_pct: 0.005
  weak_downside_reclaim_min_abs_gap_pct: 0.02
  weak_downside_reclaim_min_ret_5d: 0.5
  weak_downside_reclaim_max_ret_5d: null
  weak_downside_reclaim_max_premarket_dollar_vol: null
  weak_downside_reclaim_max_body_ratio: 0.65
  weak_downside_reclaim_max_close_location: 0.75
  weak_downside_reclaim_max_obv_slope_5d: null
  weak_downside_reclaim_action: loss_cap
  weak_downside_reclaim_loss_cap_pct: 0.03
  stalled_gap_up_min_gap_pct: 0.02
  stalled_gap_up_min_ret_5d: 0.0
  stalled_gap_up_max_ret_5d: 0.08
  stalled_gap_up_max_premarket_dollar_vol: 5000000
  stalled_gap_up_max_close_location: 0.65
  stalled_gap_up_max_obv_slope_5d: 0.0
  stalled_gap_up_action: confirm_scale_reserve
  stalled_gap_up_size_scale: 0.1
  liquid_stalled_gap_up_min_gap_pct: 0.02
  liquid_stalled_gap_up_min_ret_5d: 0.0
  liquid_stalled_gap_up_max_ret_5d: 0.08
  liquid_stalled_gap_up_min_premarket_dollar_vol: 5000000
  liquid_stalled_gap_up_max_premarket_dollar_vol: null
  liquid_stalled_gap_up_max_body_ratio: 0.5
  liquid_stalled_gap_up_max_close_location: 0.75
  liquid_stalled_gap_up_max_obv_slope_5d: null
  liquid_stalled_gap_up_action: scale_reserve
  liquid_stalled_gap_up_size_scale: 0.1
  thin_gap_up_loss_cap_min_gap_pct: 0.025
  thin_gap_up_loss_cap_min_ret_5d: -0.1
  thin_gap_up_loss_cap_max_ret_5d: 0.08
  thin_gap_up_loss_cap_max_premarket_dollar_vol: 10000000
  thin_gap_up_loss_cap_min_body_ratio: 0.55
  thin_gap_up_loss_cap_min_close_location: 0.85
  thin_gap_up_loss_cap_pct: 0.0075
  moderate_downside_loss_cap_min_abs_gap_pct: 0.05
  moderate_downside_loss_cap_max_abs_gap_pct: 0.1
  moderate_downside_loss_cap_min_ret_5d: 0.0
  moderate_downside_loss_cap_max_ret_5d: 0.25
  moderate_downside_loss_cap_max_premarket_dollar_vol: 100000000
  moderate_downside_loss_cap_max_body_ratio: 0.15
  moderate_downside_loss_cap_max_close_location: 0.7
  moderate_downside_loss_cap_pct: 0.01
  nofill_vwap_reclaim_enabled: true
  nofill_vwap_reclaim_only_when_no_primary_entries: false
  nofill_vwap_reclaim_max_trades: 1
  nofill_vwap_reclaim_min_score_pct: 0.85
  nofill_vwap_reclaim_size_scale: 0.04
  vwap_reclaim_window_start_min: 30
  vwap_reclaim_window_end_min: 150
  vwap_reclaim_require_prior_dip: true
  vwap_reclaim_min_clearance_pct: 0.0
  vwap_reclaim_confirm_rel_vol: null
  hard_breadth_soft_fallback_enabled: true
  hard_breadth_soft_fallback_min_breadth: 0.0
  hard_breadth_soft_fallback_size_scale: 0.005
  soft_day_vwap_reclaim_enabled: true
  soft_day_vwap_reclaim_allowed_reason_parts: null
  soft_day_vwap_reclaim_max_trades: 1
  soft_day_vwap_reclaim_min_score_pct: 0.5
  soft_day_vwap_reclaim_min_score_pct_hard_breadth: 0.5
  soft_day_vwap_reclaim_min_premarket_dollar_vol: 30000000
  soft_day_vwap_reclaim_min_ret_5d: -0.1
  soft_day_vwap_reclaim_max_rvol: 35.0
  soft_day_vwap_reclaim_min_body_ratio: 0.15
  soft_day_vwap_reclaim_min_close_location: 0.65
  soft_day_vwap_reclaim_size_scale: 0.03
  soft_day_vwap_reclaim_size_scale_hard_breadth: 0.01
  soft_day_vwap_reclaim_min_score_pct_market_regime: 0.5
  soft_day_vwap_reclaim_min_score_pct_breadth: 0.5
  soft_day_vwap_reclaim_min_score_pct_joint: 0.5
  soft_day_vwap_reclaim_min_premarket_dollar_vol_hard_breadth: 5000000
  soft_day_vwap_reclaim_min_ret_5d_hard_breadth: -1.0
  soft_day_vwap_reclaim_min_body_ratio_hard_breadth: 0.0
  soft_day_vwap_reclaim_min_close_location_hard_breadth: 0.32
  soft_day_vwap_reclaim_size_scale_market_regime: 1.0
  soft_day_vwap_reclaim_size_scale_breadth: 0.03
  soft_day_vwap_reclaim_size_scale_joint: 1.0
  soft_day_vwap_reclaim_only_when_no_primary_entries: false
  soft_day_vwap_reclaim_only_when_no_primary_trades: true
  soft_day_vwap_reclaim_only_when_no_existing_trades: true
  soft_day_vwap_reclaim_min_rvol_joint: 4.0
  sector_confirmation_enabled: true
  sector_confirmation_min_members: 2
  sector_confirmation_min_avg_orb_return_pct: 0.0
  sector_confirmation_min_total_first_bar_dollar_vol: 20000000
  sector_confirmation_score_weight: 0.0
  sector_confirmation_size_scale: 1.1
  sector_confirmation_unconfirmed_size_scale: 1.0
  liquid_leader_conviction_min_candidate_score: 0.65
  liquid_leader_conviction_min_score_rank_pct: 0.8
  liquid_leader_conviction_min_premarket_dollar_vol: 75000000
  liquid_leader_conviction_ignore_scaled_risk_overlays: true
  liquid_leader_conviction_size_scale: 3.0
  liquid_leader_conviction_secondary_requires_sector_confirmation: true
  liquid_leader_conviction_secondary_min_body_ratio: 0.2
  opening_burst_liquid_size_scale: 1.6
  opening_burst_liquid_max_entry_minutes_after_open: 15
  opening_burst_liquid_min_premarket_dollar_vol: 20000000
  opening_burst_liquid_min_score_rank_pct: 0.8
  opening_burst_liquid_min_candidate_score: 0.55
  opening_burst_liquid_allowed_trigger_types:
  - orb
  conviction_runner_trail_allowed_trigger_types:
  - orb
  conviction_runner_trail_tighten_at_r: 2.0
  conviction_runner_trail_gap_atr_multiplier: 0.8
  conviction_runner_trail_min_abs_gap_pct: 0.035
  conviction_runner_trail_min_candidate_score: 0.9
  conviction_runner_trail_min_score_rank_pct: 0.9
  ownership_13dg_lookback_days: 180
  ownership_initial_size_scale: 2.0
  weight_ownership_initial_13dg: 0.0
  broad_gapup_continuation_enabled: false
  broad_gapup_continuation_min_gap_pct: 0.04
  broad_gapup_continuation_max_gap_pct: 0.3
  broad_gapup_continuation_min_rvol: null
  broad_gapup_continuation_min_premarket_dollar_vol: null
  broad_gapup_continuation_min_first_bar_dollar_vol: 100000
  broad_gapup_continuation_min_avg_dollar_vol: 300000000
  broad_gapup_continuation_min_body_ratio: 0.55
  broad_gapup_continuation_min_close_location: 0.65
  broad_gapup_continuation_min_ret_5d: -0.1
  broad_gapup_continuation_max_ret_5d: 0.1
  broad_gapup_continuation_max_candidates: 1
  broad_gapup_continuation_max_trades: 1
  broad_gapup_continuation_only_when_no_primary_entries: false
  broad_gapup_continuation_only_when_no_primary_trades: false
  broad_gapup_continuation_min_score_pct: 0.0
  broad_gapup_continuation_size_scale: 0.2
  broad_gapup_continuation_fixed_loss_pct: 0.015
  market_thrust_breadth_override_enabled: true
  market_thrust_breadth_override_min_primary_close_location: 0.85
  market_thrust_breadth_override_min_secondary_close_location: 0.85
  market_thrust_breadth_override_min_primary_return_pct: 0.001
  market_thrust_breadth_override_min_secondary_return_pct: 0.002
  market_thrust_breadth_override_min_regime_gap_pct: 0.0015
  market_thrust_breadth_override_min_breadth_ratio: 0.5
  market_thrust_breadth_override_size_scale_floor: 0.25
  market_thrust_breadth_override_clear_soft_day: false
  market_thrust_opening_breadth_override_enabled: true
  market_thrust_opening_breadth_override_min_total_count: 100
  market_thrust_opening_breadth_override_min_first_bar_dollar_vol: 250000
  market_thrust_opening_breadth_override_min_positive_ratio: 0.52
  market_thrust_opening_breadth_override_min_avg_return_pct: 0.0008
  market_thrust_opening_breadth_override_strong_close_location: 0.65
  market_thrust_opening_breadth_override_min_strong_close_location_ratio: 0.4
  market_thrust_opening_breadth_override_allow_regime_soft_day: true
  market_thrust_opening_breadth_override_allow_breadth_soft_day: true
  market_thrust_opening_breadth_override_allow_hard_breadth: false
  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_breadth_override_activate_liquid_continuation: false
  market_thrust_liquid_continuation_enabled: true
  market_thrust_liquid_continuation_require_market_thrust: false
  market_thrust_liquid_continuation_only_when_no_primary_entries: true
  market_thrust_liquid_continuation_only_when_no_primary_trades: true
  market_thrust_liquid_continuation_min_gap_pct: 0.02
  market_thrust_liquid_continuation_max_gap_pct: 0.04
  market_thrust_liquid_continuation_min_rvol: null
  market_thrust_liquid_continuation_min_first_bar_return_pct: 0.007
  market_thrust_liquid_continuation_min_first_bar_dollar_vol: 1000000
  market_thrust_liquid_continuation_min_avg_dollar_vol: 300000000
  market_thrust_liquid_continuation_min_body_ratio: 0.5
  market_thrust_liquid_continuation_min_close_location: 0.85
  market_thrust_liquid_continuation_min_ret_5d: -0.1
  market_thrust_liquid_continuation_max_ret_5d: 0.2
  market_thrust_liquid_continuation_max_candidates: 7
  market_thrust_liquid_continuation_max_trades: 3
  market_thrust_liquid_continuation_min_score_pct: 0.0
  market_thrust_liquid_continuation_size_scale: 0.2
  market_thrust_liquid_continuation_fixed_loss_pct: 0.015
  market_thrust_liquid_continuation_entry_mode: opening_burst
  market_thrust_opening_impulse_reclaim_enabled: true
  market_thrust_opening_impulse_reclaim_min_gap_pct: -0.06
  market_thrust_opening_impulse_reclaim_max_gap_pct: 0.02
  market_thrust_opening_impulse_reclaim_min_first_bar_return_pct: 0.02
  market_thrust_opening_impulse_reclaim_min_first_bar_dollar_vol: 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: -0.1
  market_thrust_opening_impulse_reclaim_max_ret_5d: 0.2
  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
  market_thrust_opening_impulse_reclaim_min_score_pct: 0.0
  market_thrust_opening_impulse_reclaim_size_scale: 0.1
  market_thrust_opening_impulse_reclaim_fixed_loss_pct: 0.015
  unsupported_attention_size_scale: 0.25
  unsupported_attention_reserve_full_cash: true
  unsupported_attention_allowed_trigger_types:
  - orb
  unsupported_attention_liquid_min_premarket_dollar_vol: 50000000
  unsupported_attention_liquid_max_candidate_score: 0.65
  unsupported_attention_liquid_require_no_sector_confirmation: true
  unsupported_attention_thin_max_premarket_dollar_vol: 2000000
  unsupported_attention_thin_min_gap_pct: 0.02
  unsupported_attention_thin_min_rvol: 0.0
  unsupported_attention_thin_max_rvol: 10.0
  market_thrust_liquid_continuation_no_thrust_min_gap_pct: 0.01
  market_thrust_liquid_continuation_no_thrust_max_gap_pct: 0.04
  market_thrust_liquid_continuation_no_thrust_min_first_bar_return_pct: 0.005
  market_thrust_liquid_continuation_no_thrust_min_first_bar_dollar_vol: 1000000
  market_thrust_liquid_continuation_no_thrust_min_avg_dollar_vol: 300000000
  market_thrust_liquid_continuation_no_thrust_max_candidates: 3
  market_thrust_liquid_continuation_no_thrust_max_trades: 2
  market_thrust_liquid_continuation_no_thrust_size_scale: 0.2
  market_thrust_liquid_continuation_no_thrust_priority_min_first_bar_return_pct: 0.03
  quiet_downside_reclaim_min_abs_gap_pct: 0.1
  quiet_downside_reclaim_max_ret_5d: 0.0
  quiet_downside_reclaim_max_premarket_dollar_vol: 5000000
  quiet_downside_reclaim_max_body_ratio: 0.2
  quiet_downside_reclaim_max_close_location: 0.7
  quiet_downside_reclaim_action: confirm_scale
  quiet_downside_reclaim_size_scale: 0.25
  quiet_downside_reclaim_loss_cap_pct: 0.015
  stale_obv_reversal_max_obv_slope_20d: 0.35
  stale_obv_reversal_min_ret_5d: 0.0
  stale_obv_reversal_max_ret_5d: 0.35
  stale_obv_reversal_min_gap_pct: 0.02
  stale_obv_reversal_max_rvol: 15.0
  stale_obv_reversal_max_body_ratio: 0.2
  stale_obv_reversal_max_close_location: 0.4
  stale_obv_reversal_max_orb_return: 0.0
  stale_obv_reversal_action: confirm_scale
  stale_obv_reversal_size_scale: 0.35
  stale_obv_reversal_loss_cap_pct: 0.015
  daily_bar_snapshot_overlay_enabled: true
  red_to_green_reserved_slots: 1
  red_to_green_min_abs_gap_pct: 0.1
  red_to_green_min_body_ratio: 0.75
  red_to_green_min_close_location: 0.8
  red_to_green_min_orb_return: 0.08
  red_to_green_min_rvol: 0.5
  isolated_downside_loss_cap_min_abs_gap_pct: 0.02
  isolated_downside_loss_cap_max_ret_5d: 10.0
  isolated_downside_loss_cap_min_premarket_dollar_vol: 10000000
  isolated_downside_loss_cap_min_body_ratio: 0.2
  isolated_downside_loss_cap_min_close_location: 0.5
  isolated_downside_loss_cap_min_orb_return: 0.0
  isolated_downside_loss_cap_allowed_trigger_types:
  - orb
  isolated_downside_size_scale: 0.35
  isolated_downside_loss_cap_pct: null
  isolated_downside_pressure_min_abs_gap_pct: 0.02
  isolated_downside_pressure_max_ret_5d: 10.0
  isolated_downside_pressure_min_premarket_dollar_vol: 300000000
  isolated_downside_pressure_max_body_ratio: 0.05
  isolated_downside_pressure_max_close_location: 0.25
  isolated_downside_pressure_allowed_trigger_types:
  - orb
  isolated_downside_pressure_size_scale: 0.0
  overextended_downside_reclaim_min_abs_gap_pct: 0.15
  overextended_downside_reclaim_min_ret_5d: 0.15
  overextended_downside_reclaim_allowed_trigger_types:
  - orb
  overextended_downside_reclaim_size_scale: 0.25
  mid_attention_exhaustion_min_rvol: 15.0
  mid_attention_exhaustion_max_rvol: 25.0
  mid_attention_exhaustion_min_premarket_dollar_vol: 20000000
  mid_attention_exhaustion_max_premarket_dollar_vol: 100000000
  mid_attention_exhaustion_allowed_trigger_types:
  - orb
  mid_attention_exhaustion_size_scale: 0.25
  mid_liquidity_fragility_size_scale: 0.25
  mid_liquidity_fragility_thin_min_premarket_dollar_vol: 5000000
  mid_liquidity_fragility_thin_max_premarket_dollar_vol: 20000000
  mid_liquidity_fragility_thin_max_rvol: 5.0
  mid_liquidity_fragility_thin_min_ret_5d: 0.0
  mid_liquidity_fragility_thin_max_ret_5d: 0.1
  mid_liquidity_fragility_thin_min_body_ratio: 0.75
  mid_liquidity_fragility_mid_min_premarket_dollar_vol: 20000000
  mid_liquidity_fragility_mid_max_premarket_dollar_vol: 75000000
  mid_liquidity_fragility_mid_min_body_ratio: 0.5
  mid_liquidity_fragility_mid_max_body_ratio: 0.75
  orphan_thin_attention_max_premarket_dollar_vol: 2500000
  orphan_thin_attention_allowed_trigger_types:
  - orb
  orphan_thin_attention_size_scale: 0.0
  orphan_thin_attention_reserve_full_cash: true
  gap_up_fill_trap_max_orb_return: 0.035
  gap_up_fill_trap_allowed_trigger_types:
  - orb
  gap_up_fill_trap_size_scale: 0.25
  gap_up_fill_trap_reserve_full_cash: true
  low_candidate_quality_max_score: 0.4
  low_candidate_quality_allowed_trigger_types:
  - orb
  - market_thrust_opening_burst
  low_candidate_quality_size_scale: 0.0
  low_candidate_quality_reserve_full_cash: true
  unsupported_attention_thin_max_first_bar_dollar_vol: 7000000
  soft_day_vwap_reclaim_gap_down_max_ret_5d: 0.3
  positive_gap_rebound_failure_allowed_trigger_types:
  - orb
  positive_gap_rebound_failure_reserve_full_cash: true
  positive_gap_rebound_failure_min_gap_pct: 0.015
  positive_gap_rebound_failure_max_ret_5d: -0.15
  positive_gap_rebound_failure_max_orb_return: 0.0
  positive_gap_rebound_failure_min_volume_attention_rank_pct: 0.9
  positive_gap_rebound_failure_size_scale: 0.0
  soft_day_vwap_reclaim_weak_participation_max_rvol_rank_pct: 0.65
  soft_day_vwap_reclaim_weak_participation_max_body_ratio: 0.75
  iex_live_intraday_volume_multiplier: 30.0
  live_breakout_use_bar_high: true
  single_trade_loss_cap_basis: equity
universe:
  source: broad
backtest:
  start_date: null
  end_date: null
  lookback_trading_days: 200
cache:
  enabled: true
  dir: data/cache/intraday
output:
  dir: runs/intraday_orb
  verbose: false
