{
  "experiment_name": "pead_step14_diag",
  "dataset_snapshot_id": "midlarge-liquid-long-v1_bucketfix_full_audit_canonical_ftb_fix_v2",
  "description": "PEAD step14 diagnostic: reaction=10%, vol=2.0x, score=0.65, hold=7d, maxcand=3. Earnings-only, long+short.",
  "base_config": "configs/backtest/return_max_long_v1.json",
  "overrides": {
    "signal": {
      "scoring_model": "pead",
      "pead_reaction_threshold": 0.10,
      "pead_volume_threshold": 2.0,
      "score_threshold": 0.65,
      "max_candidates_per_day": 3
    },
    "risk": {
      "per_trade_risk_pct": 0.05,
      "per_trade_risk_pct_a_tier": 0.05,
      "max_daily_new_risk_pct": 50,
      "max_positions": 6,
      "max_positions_per_sector": 6,
      "max_position_value_pct": 0.5,
      "max_adv_fraction": 0.3,
      "macro_regime_enabled": false,
      "veto_unknown_direction": false,
      "veto_bearish_direction": false,
      "veto_oneoff_penalty": 1.1,
      "veto_parse_confidence_min": 0.0,
      "stop_atr_multiplier": 2.0
    },
    "execution": {
      "max_holding_days": 7,
      "use_tiered_targets": false,
      "target_1_r": 2.0,
      "target_1_fraction": 0.5,
      "trailing_warmup_days": 3
    },
    "event_type_profiles": {
      "earnings_release": {"enabled": true, "direction_filter": "any"},
      "guidance_update": {"enabled": false},
      "material_contract": {"enabled": false},
      "other_material_event": {"enabled": false},
      "unknown": {"enabled": false},
      "management_change": {"enabled": false}
    }
  },
  "strategy_engines": [],
  "status": "draft",
  "id": 9001,
  "parent": "empty_strategy",
  "created_at": "2026-04-21T00:00:00+00:00",
  "created_by": "claude",
  "changelog": "PEAD step14 diagnostic config for V23 diversification analysis",
  "version_family": null,
  "generation": null,
  "performance_summary": null
}
