{
  "experiment_name": "pead_midcap_step19_hold5",
  "dataset_snapshot_id": "midcap-filtered",
  "description": "Step 19: Shorter hold 5d (from 7d). Based on step14 (score 0.65). Avg hold is 3.28d so 5d should be sufficient.",
  "base_config": "configs/backtest/defaults.json",
  "overrides": {
    "event_type_profiles": {
      "earnings_release": {"enabled": true, "direction_filter": "any", "max_holding_days_override": 5},
      "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": 0.65,
      "max_candidates_per_day": 3
    },
    "execution": {
      "max_holding_days": 5
    },
    "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", "step19", "hold5"],
  "notes": null
}