# ORB v62 Sweep — Ranking signal optimization (body_ratio + momentum) # # New signals: weight_body_ratio (ORB candle conviction), weight_momentum (5d prior trend) # Existing signals: weight_rvol, weight_gap, weight_dollar_vol # Weights don't need to sum to 1 — they're applied to normalized [0,1] scores. # # 4 × 4 × 3 = 48 combinations base_config: configs/intraday/strategies/orb_v61_trail01.yaml sweep: # ORB candle body ratio weight weight_body_ratio: [0.0, 0.15, 0.30, 0.50] # 5-day momentum alignment weight weight_momentum: [0.0, 0.15, 0.30, 0.50] # Reduce RVOL weight to make room for new signals weight_rvol: [0.60, 0.40, 0.25]