fithia2/configs/intraday/sweep_volume.yaml

# Midlarge universe sweep with min_entry_volume filter.
# Tests whether requiring minimum cumulative volume by entry time
# improves performance by filtering illiquid candidates.
# Cartesian product: 2 × 2 × 2 × 2 × 2 × 3 = 96 combinations.

base_config: configs/intraday/default.yaml

sweep:
  # Entry timing
  entry_minutes_after_open: [30, 60]

  # Stop-loss (best from midlarge sweep)
  stop_loss_pct: [-0.02, -0.03]

  # Max morning gain cap (6% was dominant winner)
  max_morning_gain_pct: [0.06, 0.08]

  # Min morning gain
  min_morning_gain_pct: [0.01, 0.02]

  # Volume at entry time (cumulative shares traded)
  min_entry_volume: [50000, 100000, 200000]

  # Top N
  top_n: [5]

  # Cooldown (5 was best)
  ticker_cooldown_days: [5]