{
  "experiment_name": "pead_midcap_step31_balanced_sleeves_nofrac_acshort12",
  "dataset_snapshot_id": "midcap-filtered",
  "description": "Step 31: Step30 with a smaller after-close short sleeve to keep trade count support while trimming the weaker bucket further.",
  "base_config": "configs/backtest/defaults.json",
  "overrides": {
    "strategy_engine_selection_mode": "global_score",
    "event_type_profiles": {
      "earnings_release": {"enabled": true, "direction_filter": "any", "max_holding_days_override": 7},
      "guidance_update": {"enabled": false},
      "management_change": {"enabled": false},
      "material_contract": {"enabled": false},
      "unknown": {"enabled": false},
      "other_material_event": {"enabled": false}
    },
    "signal": {
      "scoring_model": "pead",
      "pead_reaction_threshold": 0.10,
      "pead_volume_threshold": 2.0,
      "score_threshold": 0.65,
      "max_candidates_per_day": 3
    },
    "execution": {
      "max_holding_days": 7,
      "target_1_fraction": 1.0
    },
    "risk": {
      "max_positions": 8,
      "max_positions_per_sector": 8,
      "max_daily_new_risk_pct": 0.04,
      "cooldown_after_loss_streak": 0,
      "cooldown_days": 0,
      "veto_oneoff_penalty": 1.0,
      "veto_unknown_direction": false,
      "veto_bearish_direction": false
    }
  },
  "strategy_engines": [
    {
      "engine_id": "earnings_same_day_short_step14",
      "event_types": ["earnings_release"],
      "timing_class": "same_day",
      "direction": "short_only",
      "entry_timing_policy": "next_open",
      "max_holding_days": 7,
      "engine_risk_budget_pct": 1.0,
      "shadow_only": false
    },
    {
      "engine_id": "earnings_after_close_long_step14",
      "event_types": ["earnings_release"],
      "timing_class": "after_close",
      "direction": "long_only",
      "entry_timing_policy": "next_open",
      "max_holding_days": 7,
      "engine_risk_budget_pct": 1.0,
      "shadow_only": false
    },
    {
      "engine_id": "earnings_same_day_long_close7",
      "event_types": ["earnings_release"],
      "timing_class": "same_day",
      "direction": "long_only",
      "entry_timing_policy": "reaction_close",
      "max_holding_days": 7,
      "engine_risk_budget_pct": 0.25,
      "shadow_only": false
    },
    {
      "engine_id": "earnings_after_close_short_small",
      "event_types": ["earnings_release"],
      "timing_class": "after_close",
      "direction": "short_only",
      "entry_timing_policy": "next_open",
      "max_holding_days": 7,
      "engine_risk_budget_pct": 0.125,
      "shadow_only": false
    }
  ],
  "splits": [],
  "tags": ["pead", "midcap", "step31", "balanced_sleeves", "nofrac", "acshort12"],
  "notes": null
}
