_meta:
  name: Leader Intraday Momentum High WR
  description: More selective high-win-rate variant of the safe momentum basket. Uses a 5-minute confirmation that requires +0.45% follow-through, a 2.0M entry dollar-volume floor, a tighter 6.0% morning overextension cap, a 5.5% opening-gap cap, an 8.0% base trailing stop, and a slightly tighter 7.5% trail once a name is already up 4%+ at entry. Intended for users who prioritize win rate over basket breadth.
  id: 20
strategy_mode: momentum
strategy:
  compound_returns: false
  entry_minutes_after_open: 10
  confirmation_minutes_after_entry: 5
  min_confirmation_return_pct: 0.0045
  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_entry_volume: 125000
  min_entry_dollar_volume: 2000000
  ticker_cooldown_days: 4
  top_n: 8
  max_positions_per_sector: 2
  use_five_sleeves: true
  max_entropy_20d: 0.86
  max_vix: 30.0
  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
  initial_capital: 10000.0
  slippage_bps: 5.0
  market_regime_spy_threshold: null
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