You cannot select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
22 lines
930 B
YAML
22 lines
930 B
YAML
sweep:
|
|
use_liquid_cluster_engine: [false, true]
|
|
use_sector_etf_sleeve: [false, true]
|
|
liquid_cluster_capital_fraction: [0.15]
|
|
liquid_cluster_max_positions: [1]
|
|
liquid_cluster_max_positions_per_sector: [1]
|
|
liquid_cluster_min_members: [2]
|
|
liquid_cluster_min_gain_pct: [0.015]
|
|
liquid_cluster_max_gain_pct: [0.04]
|
|
liquid_cluster_min_confirmation_return_pct: [0.005]
|
|
liquid_cluster_min_entry_dollar_volume: [40000000.0]
|
|
liquid_cluster_min_avg_dollar_vol_30d: [250000000.0]
|
|
liquid_cluster_max_avg_dollar_vol_30d: [2000000000.0]
|
|
liquid_cluster_min_volume_ratio_14d: [0.04]
|
|
liquid_cluster_max_entropy_20d: [0.86]
|
|
liquid_cluster_min_sector_avg_confirmation_return_pct: [0.005]
|
|
liquid_cluster_min_sector_total_entry_dollar_volume: [100000000.0]
|
|
liquid_cluster_require_special_liquidity_gate: [true]
|
|
sector_etf_capital_fraction: [0.10]
|
|
sector_etf_max_positions: [1]
|
|
sector_etf_min_sector_score: [0.20]
|