# V46.28 exploration: handle fragile neutral gap-ups with size scaling while
# reserving the original slot/cash. This reduces bad bucket exposure without
# inviting lower-ranked backfills or changing the entry-count path as much as
# loss_cap.

base_config: configs/intraday/strategies/orb_gainers_v46_27_broad_streak_risk_boost.yaml

sweep:
  liquid_stalled_gap_up_action: [scale_reserve, confirm_scale_reserve]
  liquid_stalled_gap_up_size_scale: [0.10, 0.20, 0.35, 0.50]
  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, 0.10]
  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: [0.50, 0.60]
  liquid_stalled_gap_up_max_close_location: [0.75]
  liquid_stalled_gap_up_max_obv_slope_5d: [null]
