# ORB Phase 7 — Market Regime Filter + Ticker Cooldown
#
# Tests whether filtering on SPY daily performance improves OOS:
#   - Skip trading on days when SPY opens below threshold (bear regime)
#   - Avoids breakout failures on broad market down days
#
# Also tests ticker cooldown to prevent chasing same stocks repeatedly.
#
# 4 × 3 = 12 combinations (all OOS-validated)
#
# IMPORTANT: Update base_config to Phase 6 winner before running!
#
# Run:
#   python -m apps.intraday_bt.evaluate \
#     --config configs/intraday/orb_p6_winner.yaml \
#     --sweep configs/intraday/sweep_orb_p7_regime.yaml \
#     --start 2022-01-01 --split-date 2025-01-01 \
#     --top-n 12 --oos-sort \
#     --output runs/intraday_orb/phase7_eval.json

base_config: configs/intraday/orb_p6_winner.yaml

sweep:
  # SPY threshold: skip trading days when SPY open is X% below prior close
  # null = no filter (all days); -0.005 = skip when SPY opens -0.5% or worse
  market_regime_spy_threshold: [null, -0.003, -0.005, -0.010]

  # Ticker cooldown: avoid re-trading same stock within N days
  ticker_cooldown_days: [0, 1, 2]

  compound_returns: [false]