_meta:
  name: Leader Intraday Momentum Actual Catalyst Liquid
  description: Separate actual-catalyst liquid-leader continuation engine. Uses only filing-backed catalyst candidates of selected event types, seeds a broad intraday-first shortlist from same-day events, then ranks and trades the liquid leaders showing early continuation.
  id: 26
strategy_mode: momentum
strategy:
  compound_returns: false
  entry_minutes_after_open: 10
  confirmation_minutes_after_entry: 5
  min_confirmation_return_pct: 0.003
  exit_minutes_before_close: 10
  stop_loss_pct: null
  trailing_stop_pct: -0.08
  overextended_trailing_gain_pct: 0.05
  overextended_trailing_stop_pct: -0.07
  min_gap_pct: 0.0
  min_morning_gain_pct: 0.008
  max_morning_gain_pct: 0.06
  max_gap_pct: 0.12
  min_volume_ratio_14d: 0.02
  min_entry_volume: 100000
  min_entry_dollar_volume: 12000000
  ticker_cooldown_days: 0
  top_n: 5
  max_positions_per_sector: 2
  use_five_sleeves: true
  five_sleeve_force_count: 3
  use_event_sleeve: true
  event_weight: 0.20
  event_min_score: 1.0
  event_sleeve_soft_day_only: false
  use_liquid_largecap_sleeve: true
  liquid_largecap_weight: 0.15
  liquid_largecap_min_gain_pct: 0.004
  liquid_largecap_max_gain_pct: 0.03
  liquid_largecap_min_confirmation_return_pct: 0.001
  liquid_largecap_min_entry_dollar_volume: 50000000
  liquid_largecap_min_avg_dollar_vol_30d: 1000000000
  liquid_largecap_max_entropy_20d: 0.85
  use_moderate_gap_liquid_sleeve: true
  moderate_gap_liquid_weight: 0.10
  moderate_gap_liquid_min_gap_pct: 0.003
  moderate_gap_liquid_max_gap_pct: 0.04
  moderate_gap_liquid_min_gain_pct: 0.008
  moderate_gap_liquid_max_gain_pct: 0.04
  moderate_gap_liquid_min_confirmation_return_pct: 0.002
  moderate_gap_liquid_min_entry_dollar_volume: 20000000
  moderate_gap_liquid_min_avg_dollar_vol_30d: 250000000
  moderate_gap_liquid_max_avg_dollar_vol_30d: 3000000000
  moderate_gap_liquid_min_volume_ratio_14d: 0.02
  moderate_gap_liquid_max_entropy_20d: 0.84
  max_entropy_20d: 0.85
  entropy_size_scale_low: 0.78
  entropy_size_scale_high: 0.85
  entropy_size_scale_min: 0.7
  sector_concentration_scale_low: 0.4
  sector_concentration_scale_high: 0.67
  sector_concentration_scale_min: 0.85
  max_vix: 35.0
  initial_capital: 10000.0
  slippage_bps: 5.0
  candidate_source_mode: intraday_first
  candidate_seed_threshold: 0.0
  candidate_seed_max_per_day: 80
  candidate_seed_liquid_overlay_slots: 0
  candidate_seed_leader_overlay_slots: 0
  candidate_seed_moderate_liquid_overlay_slots: 0
  candidate_seed_event_overlay_slots: 20
  candidate_seed_event_min_score: 1.0
  candidate_seed_event_min_gap_pct: 0.0
  candidate_seed_event_max_gap_pct: 0.12
  candidate_seed_event_min_avg_dollar_vol_30d: 150000000
  candidate_seed_event_min_ret_5d: 0.0
  candidate_seed_event_max_entropy_20d: 0.85
  candidate_final_max_per_day: 12
  candidate_intraday_rank_mode: weighted
  candidate_intraday_weight_gain: 0.10
  candidate_intraday_weight_confirmation: 0.25
  candidate_intraday_weight_volume_ratio: 0.15
  candidate_intraday_weight_entry_dollar_volume: 0.20
  candidate_intraday_weight_avg_dollar_vol_30d: 0.15
  candidate_intraday_weight_gap: 0.05
  candidate_intraday_weight_low_entropy: 0.05
  candidate_intraday_weight_event_score: 0.20
  candidate_intraday_event_reserve_slots: 2
  candidate_intraday_event_reserve_min_score: 1.0
  candidate_intraday_event_reserve_soft_day_only: false
  candidate_intraday_moderate_liquid_reserve_slots: 0
  candidate_require_event_flag: true
  candidate_min_event_score: 1.0
  candidate_allowed_event_types:
    - earnings_release
    - guidance_update
    - material_contract
    - other_material_event
universe:
  source: broad
  min_price: 10.0
backtest:
  start_date: null
  end_date: null
  lookback_trading_days: 200
  pre_screen_threshold: 0.02
cache:
  enabled: true
  dir: data/cache/intraday
output:
  dir: runs/intraday
  verbose: false