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.
44 lines
1.1 KiB
JSON
44 lines
1.1 KiB
JSON
{
|
|
"experiment_name": "phase7_smallmid_v3",
|
|
"dataset_snapshot_id": "smallmid-only-8ef47ee5",
|
|
"description": "Phase 7 v3: Earnings-focused. Disable unknown/material_contract/guidance_update event types. Conservative risk.",
|
|
"base_config": "configs/backtest/defaults_smallmid.json",
|
|
"overrides": {
|
|
"signal": {
|
|
"score_threshold": 0.55,
|
|
"max_candidates_per_day": 5
|
|
},
|
|
"risk": {
|
|
"per_trade_risk_pct": 0.01,
|
|
"max_daily_new_risk_pct": 0.03,
|
|
"max_positions": 6,
|
|
"max_positions_per_sector": 3
|
|
},
|
|
"event_type_profiles": {
|
|
"earnings_release": {
|
|
"enabled": true,
|
|
"max_holding_days_override": 15,
|
|
"direction_filter": "any"
|
|
},
|
|
"guidance_update": {
|
|
"enabled": false
|
|
},
|
|
"management_change": {
|
|
"enabled": true,
|
|
"direction_filter": "any"
|
|
},
|
|
"material_contract": {
|
|
"enabled": false
|
|
},
|
|
"unknown": {
|
|
"enabled": false
|
|
},
|
|
"other_material_event": {
|
|
"enabled": false
|
|
}
|
|
}
|
|
},
|
|
"splits": [],
|
|
"tags": ["phase7", "smallmid", "earnings-focused", "slippage-25bps"]
|
|
}
|