{ "experiment_name": "pead_7pct_short", "dataset_snapshot_id": "cd664594-6a6c-4e16-afef-9104ce900f33", "description": "Short-side PEAD strategy: short after earnings with reaction <= -7% and volume >= 1.5x. Negative drift after bad earnings reactions.", "base_config": "configs/backtest/defaults.json", "overrides": { "event_type_profiles": { "earnings_release": { "enabled": true, "direction_filter": "bearish_only" }, "guidance_update": { "enabled": false }, "management_change": { "enabled": false }, "material_contract": { "enabled": false }, "unknown": { "enabled": false }, "other_material_event": { "enabled": false } }, "signal": { "scoring_model": "pead", "pead_reaction_threshold": 0.07, "pead_volume_threshold": 1.5, "score_threshold": 0.5, "max_candidates_per_day": 5 }, "risk": { "veto_oneoff_penalty": 1.0, "veto_unknown_direction": false, "veto_bearish_direction": false } }, "tags": ["pead", "short", "7pct"] }