# V49.90 structural probe: high-gap late reclaim sleeve.
# Targets days like 2026-05-04 where the opening market tape was weak but
# individual Yahoo-style top gainers kept trending after the first 30 minutes.
# This does not relax QQQ regime globally; it only adds a tiny late-breakout
# sleeve for high-gap names that close through their ORB high and session VWAP.
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:
  broad_gapup_continuation_enabled: [true]
  broad_gapup_continuation_min_gap_pct: [0.04]
  broad_gapup_continuation_max_gap_pct: [0.25, 0.35]
  broad_gapup_continuation_min_rvol: [null]
  broad_gapup_continuation_min_premarket_dollar_vol: [null]
  broad_gapup_continuation_min_first_bar_dollar_vol: [100000, 250000, 1000000]
  broad_gapup_continuation_min_avg_dollar_vol: [40000000, 100000000]
  broad_gapup_continuation_min_body_ratio: [0.45, 0.55]
  broad_gapup_continuation_min_close_location: [0.65, 0.75]
  broad_gapup_continuation_min_ret_5d: [-0.20, -0.10]
  broad_gapup_continuation_max_ret_5d: [0.35]
  broad_gapup_continuation_max_gap_zscore_20d: [null, 3.5]
  broad_gapup_continuation_max_candidates: [3, 5]
  broad_gapup_continuation_max_trades: [1]
  broad_gapup_continuation_only_when_no_primary_entries: [false]
  broad_gapup_continuation_only_when_no_primary_trades: [true]
  broad_gapup_continuation_entry_mode: [late_breakout]
  broad_gapup_continuation_min_score_pct: [0.0]
  broad_gapup_continuation_size_scale: [0.05, 0.10]
  broad_gapup_continuation_fixed_loss_pct: [0.015]

  late_breakout_window_start_min: [30]
  late_breakout_window_end_min: [150, 240]
  late_breakout_min_clearance_pct: [0.0]
  late_breakout_require_vwap_confirmation: [true]
  late_breakout_confirm_rel_vol: [null, 1.0]
