# ORB Phase 5 — Walk-Forward Robustness Validation
#
# After Phases 1-4 identify optimal parameters, walk-forward confirms
# the strategy is robust across different market periods.
#
# Walk-forward: 252-day train, 63-day test windows (rolling by 63 days)
# Coverage: 2022-01-01 → 2026-04-13 ≈ 4 windows
#
# IMPORTANT: Update base_config to Phase 4 winner before running!
#
# Run:
#   python -m apps.intraday_bt.evaluate \
#     --config configs/intraday/orb_p4_winner.yaml \
#     --sweep configs/intraday/sweep_orb_p5_walkforward.yaml \
#     --start 2022-01-01 \
#     --walk-forward --wf-train-days 252 --wf-test-days 63 \
#     --top-n 5 \
#     --output runs/intraday_orb/phase5_wf.json

base_config: configs/intraday/orb_p4_winner.yaml  # UPDATE to Phase 4 winner

# Minimal parameter sweep — just use base config as single combo
# (walk-forward validates temporal robustness, not parameter search)
sweep:
  compound_returns: [false]