# Parameter sweep optimized for the midlarge (971-ticker) universe.
# Focuses on filters that reduce the high stop-loss rate observed in midlarge.
# Cartesian product: 3 × 3 × 3 × 3 × 2 × 2 = 324 combinations.

base_config: configs/intraday/default.yaml

sweep:
  # Entry timing
  entry_minutes_after_open: [30, 60, 90]

  # Stop-loss type and level
  stop_loss_pct: [-0.02, -0.03, null]

  # Cap extreme morning spikes (key filter for midlarge)
  max_morning_gain_pct: [0.06, 0.08, 0.12]

  # Minimum morning gain to qualify
  min_morning_gain_pct: [0.01, 0.02, 0.03]

  # Ticker cooldown (prevent same junk stock from showing up every day)
  ticker_cooldown_days: [0, 5]

  # Top N stocks per day
  top_n: [3, 5]