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32 lines
1.0 KiB
JSON
32 lines
1.0 KiB
JSON
{
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"experiment_name": "earnings_smallmid_v3",
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"dataset_snapshot_id": "smallmid-only-8ef47ee5",
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"description": "PEAD small/mid-cap v3: oneoff filter effectively disabled, 8 max positions, 8 candidates/day. Maximum exposure to test raw PEAD signal.",
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"base_config": "configs/backtest/defaults.json",
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"overrides": {
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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": "bullish_only"
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},
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"guidance_update": { "enabled": false },
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"management_change": { "enabled": false },
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"material_contract": { "enabled": false },
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"unknown": { "enabled": false },
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"other_material_event": { "enabled": false }
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},
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"signal": {
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"score_threshold": 0.45,
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"max_candidates_per_day": 8
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},
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"risk": {
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"max_positions": 8,
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"max_positions_per_sector": 4,
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"veto_oneoff_penalty": 1.0,
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"per_trade_risk_pct": 0.005,
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"max_daily_new_risk_pct": 0.025
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}
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},
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"tags": ["earnings-only", "smallmid", "pead", "max-exposure"]
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}
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