{
  "experiment_name": "P_qqqm_low_dd_gld",
  "dataset_snapshot_id": "midlarge-liquid-long-v1_bucketfix_full_audit_canonical_ftb_fix_v2",
  "description": "v7.118 + 6 per-engine exit/veto optimizations. 12\uac1c \uc5d4\uc9c4. Standalone SQS 92.4 (493% return).\nBEST conservative: tqqq_calm_v2 + sleeves = 3029.38% CW, SQS 89.2\nBEST aggressive: tqqq_active_v2 + sleeves = 3245.24% CW, SQS 89.2\nParking v3: gate_vol 0.35, TQQQ vol 0.22, temp 1.0, entropy 1.45 (1.15\u21921.45)\nLineage: v7.70\u2192v7.110\u2192v7.113\u2192v7.114\u2192v7.115\u2192v7.116\u2192v7.117\u2192v7.118\u2192v7.119",
  "base_config": "configs/backtest/return_max_long_v1.json",
  "overrides": {
    "signal": {
      "scoring_model": "return_max_long_v13e",
      "score_threshold": 0.45,
      "max_candidates_per_day": 18,
      "a_tier_score_threshold": 0.58
    },
    "risk": {
      "per_trade_risk_pct": 0.65,
      "per_trade_risk_pct_a_tier": 0.715,
      "max_daily_new_risk_pct": 50,
      "max_positions": 30,
      "max_positions_per_sector": 5,
      "max_position_value_pct": 25,
      "max_adv_fraction": 0.3,
      "macro_regime_neutral_size_scaler": 1,
      "macro_regime_risk_off_size_scaler": 1,
      "veto_unknown_direction": false,
      "macro_regime_risk_off_a_tier_only": false,
      "stop_atr_multiplier": 3,
      "allow_budget_downsizing": true,
      "cash_parking_preset": "qqqm_low_dd_gld",
      "fixed_capital_sizing": false
    },
    "execution": {
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      "a_tier_target_1_fraction": 0,
      "non_a_tier_target_1_r": 2.25,
      "non_a_tier_target_1_fraction": 0,
      "trailing_warmup_days": 7,
      "max_holding_days": 12,
      "early_failure_no_progress_days": 1,
      "early_failure_no_progress_r": 0.15,
      "early_failure_no_progress_fraction": 1,
      "lookback_entry_enabled": true
    },
    "event_type_profiles": {
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        "direction_filter": "any",
        "max_holding_days_override": 20
      },
      "other_material_event": {
        "enabled": true,
        "direction_filter": "any",
        "max_holding_days_override": 20
      },
      "unknown": {
        "enabled": true,
        "direction_filter": "any",
        "max_holding_days_override": 12
      }
    },
    "idle_alpha_sleeve_preset": "micro_event_alpha_plus_event_plus_cash_convex_microcap8_guarded",
    "form4_capture_sleeve_preset": "reserve_form4_cluster_plus_fresh_same_day_v3_aggressive_plus_cooldown180_high_maxval500m",
    "ownership_capture_sleeve_preset": "ownership_13d_raise_reserve_ultra_balanced_purpose_plus_cooldown90_r95",
    "risk_off_alpha_sleeve_preset": "risk_off_alpha_gld_crisis65_heavy"
  },
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    {
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    {
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      "target_1_r_override": 5,
      "target_1_fraction_override": 0.1,
      "trailing_warmup_days_override": 12,
      "per_trade_risk_pct_override": 0.55,
      "stop_atr_multiplier_override": 3,
      "use_reaction_day_low_stop_override": false,
      "enabled": true,
      "macro_vix_max": 30
    }
  ],
  "splits": [
    {
      "kind": "named_snapshot",
      "params": {
        "name": "train"
      }
    },
    {
      "kind": "named_snapshot",
      "params": {
        "name": "valid"
      }
    },
    {
      "kind": "named_snapshot",
      "params": {
        "name": "test"
      }
    }
  ],
  "tags": [
    "return-max",
    "v6new",
    "de-risk"
  ],
  "notes": "Add macro_vix_max to reaction_close_long_core on top of v6new.350 to keep current split/WFV while sharply improving matched stress OOT.",
  "aliases": [
    "conviction",
    "v7.119 \u2014 12-engine composite champion (SQS 92.4, 493% standalone)"
  ],
  "version_family": "v7",
  "created_at": "2026-04-10T09:21:41.353437+00:00",
  "created_by": "ai_agent",
  "status": "promoted",
  "generation": 45,
  "changelog": "Bullish recovery: mhd 10 only (isolate mhd effect from target_1_r)",
  "parent": "return_max_long_v7.349_composed_gld",
  "id": 1348,
  "performance_summary": null,
  "has_journal_entry": true
}