_meta:
  name: Leader Intraday Momentum Defended
  description: Intraday-first leader momentum with layered downside defense. It keeps the corrected broad-universe candidate engine, then scales down weak market/breadth days and also shrinks thin, weak-support single-name breakout days to improve loss containment without changing the core entry logic.
  id: 31
strategy_mode: momentum
strategy:
  compound_returns: false
  entry_minutes_after_open: 10
  confirmation_minutes_after_entry: 5
  min_confirmation_return_pct: 0.005
  exit_minutes_before_close: 10
  stop_loss_pct: null
  trailing_stop_pct: -0.08
  overextended_trailing_gain_pct: 0.04
  overextended_trailing_stop_pct: -0.075
  min_morning_gain_pct: 0.015
  max_morning_gain_pct: 0.06
  max_gap_pct: 0.055
  min_volume_ratio_14d: 0.04
  min_entry_volume: 125000
  min_entry_dollar_volume: 1500000
  ticker_cooldown_days: 0
  top_n: 9
  max_positions_per_sector: 2
  use_five_sleeves: true
  five_sleeve_force_count: 4
  tail_risk_day_max_trades: 1
  tail_risk_day_min_max_gain_pct: 0.03
  tail_risk_day_max_support_score: 0.25
  tail_risk_day_min_max_entropy_20d: 0.79
  tail_risk_day_min_max_confirmation_return_pct: 0.01
  tail_risk_day_exempt_largecap: true
  tail_risk_day_scale: 0.55
  max_entropy_20d: 0.86
  entropy_size_scale_low: 0.78
  entropy_size_scale_high: 0.86
  entropy_size_scale_min: 0.6
  max_vix: 30.0
  market_regime_spy_threshold: null
  market_regime_gap_threshold: -0.015
  market_regime_gap_ticker: SPY
  regime_size_scale_low: -0.015
  regime_size_scale_high: 0.002
  regime_size_scale_min: 0.65
  min_candidate_breadth: 0.4
  breadth_size_scale_low: 0.4
  breadth_size_scale_high: 0.62
  breadth_size_scale_min: 0.7
  soft_day_scaler_threshold: 0.88
  soft_day_max_trades: 5
  rolling_loss_days: null
  rolling_loss_threshold: null
  recent_live_scan_days: 0
  recent_live_scan_min_price: 2.0
  recent_live_scan_avg_volume_min: 200000
  recent_live_scan_market_cap_min: 100000000.0
  recent_live_scan_max_candidates_per_day: 150
  recent_live_scan_top_n: 6
  recent_live_scan_min_morning_gain_pct: 0.005
  recent_live_scan_max_morning_gain_pct: 0.05
  recent_live_scan_min_confirmation_return_pct: 0.0005
  recent_live_scan_min_entry_dollar_volume: 50000000.0
  recent_live_scan_max_gap_pct: 0.04
  recent_live_scan_max_entropy_20d: 0.9
  recent_live_scan_use_slow_ignite_sleeve: true
  recent_live_scan_slow_ignite_weight: 0.30
  recent_live_scan_slow_ignite_min_gain_pct: 0.003
  recent_live_scan_slow_ignite_max_gain_pct: 0.015
  recent_live_scan_slow_ignite_min_entry_dollar_volume: 50000000.0
  recent_live_scan_slow_ignite_max_entropy_20d: 0.9
  recent_live_scan_use_liquid_largecap_sleeve: true
  recent_live_scan_liquid_largecap_weight: 0.35
  recent_live_scan_liquid_largecap_min_gain_pct: 0.004
  recent_live_scan_liquid_largecap_max_gain_pct: 0.02
  recent_live_scan_liquid_largecap_min_confirmation_return_pct: 0.0005
  recent_live_scan_liquid_largecap_min_entry_dollar_volume: 50000000.0
  recent_live_scan_liquid_largecap_min_avg_dollar_vol_30d: 500000000.0
  recent_live_scan_liquid_largecap_max_entropy_20d: 0.9
  initial_capital: 10000.0
  slippage_bps: 5.0
  candidate_source_mode: intraday_first
  candidate_seed_threshold: 0.0075
  candidate_seed_max_per_day: 150
  candidate_seed_liquid_overlay_slots: 3
  candidate_seed_liquid_min_gap_pct: 0.005
  candidate_seed_liquid_max_gap_pct: 0.025
  candidate_seed_liquid_min_avg_dollar_vol_30d: 5000000000.0
  candidate_seed_liquid_min_ret_5d: 0.0
  candidate_seed_liquid_max_entropy_20d: 0.87
  candidate_seed_leader_overlay_slots: 1
  candidate_seed_leader_min_gap_pct: -0.025
  candidate_seed_leader_max_gap_pct: 0.01
  candidate_seed_leader_min_avg_dollar_vol_30d: 500000000.0
  candidate_seed_leader_min_ret_5d: 0.15
  candidate_seed_leader_min_atr_pct: 0.06
  candidate_seed_leader_max_entropy_20d: 0.75
  candidate_final_max_per_day: 14
  candidate_intraday_rank_mode: weighted
  candidate_intraday_weight_gain: 0.10
  candidate_intraday_weight_confirmation: 0.45
  candidate_intraday_weight_volume_ratio: 0.20
  candidate_intraday_weight_entry_dollar_volume: 0.15
  candidate_intraday_weight_gap: 0.05
  candidate_intraday_weight_low_entropy: 0.05
  candidate_intraday_weight_avg_dollar_vol_30d: 0.08
  use_liquid_largecap_sleeve: true
  liquid_largecap_weight: 0.05
  fallback_liquid_largecap_slots: 1
  fallback_liquid_largecap_trigger_below: 2
  liquid_largecap_min_gain_pct: 0.004
  liquid_largecap_max_gain_pct: 0.015
  liquid_largecap_min_confirmation_return_pct: 0.0005
  liquid_largecap_min_entry_dollar_volume: 50000000.0
  liquid_largecap_min_avg_dollar_vol_30d: 2000000000.0
  liquid_largecap_max_entropy_20d: 0.87
universe:
  source: broad
  min_price: 10.0
backtest:
  start_date: null
  end_date: null
  lookback_trading_days: 200
  pre_screen_threshold: 0.02
cache:
  enabled: true
  dir: data/cache/intraday
output:
  dir: runs/intraday
  verbose: false