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51 lines
1.1 KiB
JSON
51 lines
1.1 KiB
JSON
{
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"experiment_name": "phase7_smallmid_v3_slip10",
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"dataset_snapshot_id": "smallmid-only-8ef47ee5",
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"description": "Phase 7 v3: Earnings-focused, slippage=10bps",
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"base_config": "configs/backtest/defaults_smallmid.json",
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"overrides": {
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"signal": {
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"score_threshold": 0.55,
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"max_candidates_per_day": 5
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},
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"risk": {
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"per_trade_risk_pct": 0.01,
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"max_daily_new_risk_pct": 0.03,
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"max_positions": 6,
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"max_positions_per_sector": 3
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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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"max_holding_days_override": 15,
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"direction_filter": "any"
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},
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"guidance_update": {
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"enabled": false
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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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"material_contract": {
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"enabled": false
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},
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"unknown": {
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"enabled": false
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},
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"other_material_event": {
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"enabled": false
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}
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},
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"execution": {
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"slippage_bps_base": 10.0
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}
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},
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"splits": [],
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"tags": [
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"phase7",
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"smallmid",
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"earnings-focused",
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"slippage-10bps"
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]
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} |