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63 lines
1.9 KiB
JSON
63 lines
1.9 KiB
JSON
{
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"experiment_name": "empty_strategy",
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"dataset_snapshot_id": "midlarge-liquid-long-v1_bucketfix_full_audit_canonical",
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"description": "Completely empty strategy: no engines, no cash parking, no overrides. Use --parking / --idle-alpha CLI flags at backtest time to test components in isolation.",
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"base_config": "configs/backtest/return_max_long_v1.json",
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"overrides": {
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"signal": {
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"scoring_model": "return_max_long_v13e",
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"score_threshold": 99.0,
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"max_candidates_per_day": 18
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},
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"risk": {
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"per_trade_risk_pct": 0.069,
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"per_trade_risk_pct_a_tier": 0.0759,
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"max_daily_new_risk_pct": 1.5,
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"max_positions": 24,
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"max_positions_per_sector": 5,
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"max_position_value_pct": 1.5,
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"max_adv_fraction": 0.2,
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"stop_atr_multiplier": 1.45,
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"veto_unknown_direction": false,
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"veto_bearish_direction": false,
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"allow_budget_downsizing": true
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},
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"event_type_profiles": {
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"earnings_release": {
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"enabled": true,
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"direction_filter": "any"
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},
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"guidance_update": {
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"enabled": true,
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"direction_filter": "any"
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},
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"material_contract": {
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"enabled": true,
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"direction_filter": "any"
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},
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"other_material_event": {
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"enabled": true,
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"direction_filter": "any"
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},
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"unknown": {
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"enabled": true,
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"direction_filter": "any"
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},
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"management_change": {
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"enabled": true,
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"direction_filter": "any"
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}
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}
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},
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"strategy_engines": [],
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"status": "draft",
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"id": 1072,
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"parent": "parking_only_qqq",
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"created_at": "2026-04-06T03:51:55.001427+00:00",
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"created_by": "claude",
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"changelog": "Completely empty strategy: no engines, no parking, no overrides. Use --parking / --idle-alpha CLI flags at backtest time to test components in isolation.",
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"version_family": null,
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"generation": 0,
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"performance_summary": null
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}
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