{
  "strategy_name": "return_max_long_v1",
  "dataset_snapshot_id": "midlarge-liquid-long-v1",
  "universe": {
    "min_price": 15.0,
    "min_avg_dollar_volume": 75000000.0,
    "min_market_cap_proxy": 2000000000.0,
    "exclude_asset_types": ["ETF", "FUND", "ADR", "SPAC"],
    "allowed_exchanges": ["NYSE", "NASDAQ", "AMEX"]
  },
  "signal": {
    "score_threshold": 0.62,
    "max_candidates_per_day": 6,
    "execution_timing": "next_open",
    "decision_timing": "reaction_close",
    "ranking_fields": ["-score", "-avg_dollar_volume"],
    "scoring_model": "return_max_long_v1",
    "a_tier_score_threshold": 0.75
  },
  "risk": {
    "per_trade_risk_pct": 0.004,
    "per_trade_risk_pct_a_tier": 0.005,
    "max_daily_new_risk_pct": 0.015,
    "max_positions": 6,
    "max_positions_per_sector": 2,
    "max_position_value_pct": 0.15,
    "max_adv_fraction": 0.02,
    "cooldown_after_loss_streak": 0,
    "cooldown_days": 0,
    "macro_regime_enabled": true,
    "macro_regime_mode": "spy_qqq_scaler",
    "macro_regime_neutral_size_scaler": 0.6,
    "macro_regime_risk_off_size_scaler": 0.35,
    "macro_regime_risk_off_a_tier_only": true,
    "macro_sma_period": 20,
    "stop_atr_multiplier": 2.25,
    "backtest_mode": "research",
    "kill_switch_cooldown_days": 20,
    "kill_switch_log_only": true,
    "veto_oneoff_penalty": 0.4,
    "veto_parse_confidence_min": 0.6,
    "veto_unknown_direction": true,
    "veto_bearish_direction": true
  },
  "execution": {
    "entry_fill_model": "next_open",
    "exit_fill_model": "daily_bar_approximation",
    "slippage_bps_base": 10.0,
    "commission_per_share": 0.005,
    "same_bar_priority": "stop_first_conservative",
    "target_model": "fixed_r",
    "target_1_r": 1.5,
    "target_1_fraction": 0.5,
    "use_tiered_targets": true,
    "a_tier_target_1_r": 2.0,
    "a_tier_target_1_fraction": 0.25,
    "non_a_tier_target_1_r": 1.5,
    "non_a_tier_target_1_fraction": 0.5,
    "trailing_model": "pct_6",
    "trailing_warmup_days": 3,
    "max_holding_days": 15,
    "no_follow_through_exit": false,
    "early_failure_close_below_entry_and_reaction_close": true,
    "early_failure_no_progress_days": 2,
    "early_failure_no_progress_r": 0.5,
    "early_failure_no_progress_fraction": 0.5
  },
  "reporting": {
    "write_trade_blotter": true,
    "write_equity_curve": true,
    "write_metrics_summary": true,
    "generate_plots": false,
    "attribution_buckets": ["event_type", "sector", "score_bucket", "engine_id"]
  },
  "event_type_profiles": {
    "earnings_release": {
      "enabled": true,
      "max_holding_days_override": 20,
      "direction_filter": "any"
    },
    "guidance_update": {
      "enabled": true,
      "max_holding_days_override": 12,
      "direction_filter": "any"
    },
    "management_change": {
      "enabled": true,
      "max_holding_days_override": 20,
      "direction_filter": "any"
    },
    "material_contract": {
      "enabled": false
    },
    "unknown": {
      "enabled": false
    },
    "other_material_event": {
      "enabled": false
    }
  },
  "strategy_engine_selection_mode": "interleave"
}
