{ "experiment_name": "pead_midcap_step12_vol2x", "dataset_snapshot_id": "midcap-filtered", "description": "Step 12: Combo base + volume threshold 2.0x (from 1.5x). Require stronger volume conviction on reaction day. Higher volume = more institutional participation = stronger drift.", "base_config": "configs/backtest/defaults.json", "overrides": { "event_type_profiles": { "earnings_release": {"enabled": true, "direction_filter": "any"}, "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": 2.0, "score_threshold": 0.5, "max_candidates_per_day": 3 }, "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", "step12", "vol2x", "combo"], "notes": null }