{ "experiment_name": "pead_midcap_step10_short", "dataset_snapshot_id": "midcap-filtered", "description": "Step 10: Combo base (10% + maxcand3) + shorter hold (7 days). Avg holding is 3.4 days, so 15-day max is unnecessary exposure. 7 days captures PEAD drift without mean reversion.", "base_config": "configs/backtest/defaults.json", "overrides": { "event_type_profiles": { "earnings_release": {"enabled": true, "direction_filter": "any", "max_holding_days_override": 7}, "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": 0.10, "pead_volume_threshold": 1.5, "score_threshold": 0.5, "max_candidates_per_day": 3 }, "execution": { "max_holding_days": 7 }, "risk": { "max_positions": 8, "max_positions_per_sector": 8, "max_daily_new_risk_pct": 0.04, "cooldown_after_loss_streak": 0, "cooldown_days": 0, "veto_oneoff_penalty": 1.0, "veto_unknown_direction": false, "veto_bearish_direction": false } }, "splits": [], "tags": ["pead", "midcap", "step10", "short", "combo"], "notes": null }