{
  "experiment_name": "earnings_runup_poc_v1",
  "dataset_snapshot_id": "midlarge-liquid-long-v1_bucketfix_full_audit_canonical_ftb_fix_v2",
  "description": "Standalone EarningsRunup engine isolation backtest. Buys 3-7 trading days before scheduled earnings when attention z-score >= 1.5 AND dollar-volume z-score >= 1.0; exits before the print. No PEAD engines, no parking, no idle alpha — pure standalone EV measurement.",
  "base_config": "configs/backtest/return_max_long_v1.json",
  "overrides": {
    "signal": {
      "scoring_model": "return_max_long_v13e",
      "score_threshold": 0.0,
      "max_candidates_per_day": 18,
      "a_tier_score_threshold": 0.99
    },
    "risk": {
      "per_trade_risk_pct": 0.65,
      "per_trade_risk_pct_a_tier": 0.65,
      "max_daily_new_risk_pct": 50,
      "max_positions": 30,
      "max_positions_per_sector": 30,
      "max_position_value_pct": 25,
      "max_adv_fraction": 0.3,
      "macro_regime_neutral_size_scaler": 1,
      "macro_regime_risk_off_size_scaler": 1,
      "veto_unknown_direction": false,
      "veto_bearish_direction": false,
      "macro_regime_risk_off_a_tier_only": false,
      "stop_atr_multiplier": 3,
      "allow_budget_downsizing": true,
      "cash_parking_preset": null,
      "fixed_capital_sizing": false
    },
    "execution": {
      "trailing_warmup_days": 7,
      "max_holding_days": 7,
      "early_failure_no_progress_days": 1,
      "early_failure_no_progress_r": 0.0,
      "early_failure_no_progress_fraction": 0,
      "lookback_entry_enabled": false
    },
    "event_type_profiles": {
      "earnings_runup_preevent": {
        "enabled": true,
        "direction_filter": "any",
        "max_holding_days_override": 7
      }
    },
    "idle_alpha_sleeve_preset": null,
    "form4_capture_sleeve_preset": null,
    "ownership_capture_sleeve_preset": null,
    "risk_off_alpha_sleeve_preset": null,
    "dividend_capture_sleeve_preset": null
  },
  "strategy_engines": [
    {
      "engine_id": "earnings_runup_preevent_long",
      "event_types": ["earnings_runup_preevent"],
      "timing_class": "after_close",
      "direction": "long_only",
      "entry_timing_policy": "next_open",
      "engine_risk_budget_pct": 1.0,
      "score_threshold_override": 0.0,
      "max_holding_days": 7,
      "earnings_runup_enabled": true,
      "earnings_runup_days_to_earnings_min": 3,
      "earnings_runup_days_to_earnings_max": 7,
      "earnings_runup_attention_zscore_20d_min": 1.5,
      "earnings_runup_dollar_volume_zscore_20d_min": 1.0,
      "earnings_runup_min_avg_dollar_volume": 50000000.0,
      "earnings_runup_stop_pct": 0.04,
      "earnings_runup_target_pct": 0.08,
      "earnings_runup_trailing_activate_pct": 0.05,
      "earnings_runup_trailing_giveback_pct": 0.03,
      "earnings_runup_calendar_buffer_days": 1,
      "enabled": true
    }
  ],
  "tags": ["earnings_runup", "preevent_drift", "poc"],
  "version_family": "earnings_runup",
  "status": "draft",
  "changelog": "Initial PoC: standalone EarningsRunup engine, 3-7 day pre-print window, attention_z>=1.5, dvol_z>=1.0, -4%/+8%/3%-trail/forced-flat T-1.",
  "parent": null,
  "performance_summary": null
}