_meta:
  id: 36
  name: "ORB Gainers V23 Safe v8"
  status: experimental
  parent: orb_gainers_v23_safe_v7
  description: >
    V23 Safe v8 — v7 + risk_per_trade_pct 4%→5% (V23 level).

    Risk sweep trend (2026-04-21):
    2%→+36.78% DD-11.01% SR2.18 / 3%→+63.84% DD-8.90% SR2.79 / 4%→+75.63% DD-8.61% SR3.02
    모든 메트릭이 단조 개선! V23(5% risk)은 +109.32% DD-12.91% SR3.01.

    v8 가설: V23 risk(5%) + safe mechanisms(partial_exit/rolling_loss-2%/max_sim=2)이 V23보다
    높은 Sharpe와 낮은 DD로 유사한 수익을 낼 수 있는가? (V23에서 aggressive 파라미터만 제거)

strategy_mode: orb

orb_strategy:
  engine_family: gainers_leader
  live_readiness: experimental
  orb_minutes: 5
  sim_bar_minutes: 5
  entry_direction: long_only
  order_timeout_minutes: 45
  allow_doji_breakout: true
  allow_red_to_green_breakout: true
  min_price: 10.0
  min_avg_dollar_volume: 25000000
  min_atr_14: 0.50
  min_atr_pct: 0.04
  min_rvol: 1.5
  min_abs_gap_pct: 0.02
  min_premarket_dollar_vol: 1500000
  max_candidates: 20
  max_candidates_per_sector: 3
  min_candidates_to_trade: 1
  ticker_cooldown_days: 0
  max_gap_pct: 0.04
  min_candidate_breadth: 0.60
  market_regime_spy_threshold: 0.0015
  market_regime_ticker: QQQ
  rolling_loss_days: 7
  rolling_loss_threshold: -0.02
  max_simultaneous_entries: 2
  min_breakout_rel_vol: 1.2
  weight_rvol: 0.35
  weight_gap: 0.20
  weight_dollar_vol: 0.05
  weight_premarket_dollar_vol: 0.25
  weight_body_ratio: 0.0
  weight_momentum: 0.15
  atr_stop_multiplier: 0.75
  breakeven_at_r: 1.0
  trailing_at_r: 1.0
  trailing_stop_atr_multiplier: 0.8
  trailing_tighten_at_r: 2.0
  trailing_stop_atr_multiplier_tight: 0.3
  partial_exit_at_r: 1.0
  partial_exit_pct: 0.50
  # === KEY CHANGE: 4%→5% per-trade risk (V23 level) ===
  risk_per_trade_pct: 0.05
  max_position_pct: 0.70
  daily_max_loss_pct: 0.02
  max_stops_per_day: 3
  exit_minutes_before_close: 5
  slippage_bps: 5.0
  initial_capital: 10000
  compound_returns: false
  daily_budget_reset: true
  settlement_days: 1
  drawdown_governor_threshold: 0.015
  drawdown_governor_min_scale: 0.50
  streak_sizing_win_bonus: 0.0
  streak_sizing_max: 1.0

universe:
  source: midlarge

backtest:
  start_date: null
  end_date: null
  lookback_trading_days: 200

cache:
  enabled: true
  dir: data/cache/intraday

output:
  dir: runs/intraday_orb
  verbose: false