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56 lines
1.8 KiB
JSON
56 lines
1.8 KiB
JSON
{
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"experiment_name": "pead_step14_diag",
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"dataset_snapshot_id": "midlarge-liquid-long-v1_bucketfix_full_audit_canonical_ftb_fix_v2",
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"description": "PEAD step14 diagnostic: reaction=10%, vol=2.0x, score=0.65, hold=7d, maxcand=3. Earnings-only, long+short.",
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"base_config": "configs/backtest/return_max_long_v1.json",
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"overrides": {
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"signal": {
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"scoring_model": "pead",
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"pead_reaction_threshold": 0.10,
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"pead_volume_threshold": 2.0,
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"score_threshold": 0.65,
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"max_candidates_per_day": 3
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},
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"risk": {
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"per_trade_risk_pct": 0.05,
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"per_trade_risk_pct_a_tier": 0.05,
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"max_daily_new_risk_pct": 50,
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"max_positions": 6,
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"max_positions_per_sector": 6,
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"max_position_value_pct": 0.5,
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"max_adv_fraction": 0.3,
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"macro_regime_enabled": false,
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"veto_unknown_direction": false,
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"veto_bearish_direction": false,
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"veto_oneoff_penalty": 1.1,
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"veto_parse_confidence_min": 0.0,
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"stop_atr_multiplier": 2.0
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},
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"execution": {
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"max_holding_days": 7,
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"use_tiered_targets": false,
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"target_1_r": 2.0,
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"target_1_fraction": 0.5,
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"trailing_warmup_days": 3
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},
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"event_type_profiles": {
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"earnings_release": {"enabled": true, "direction_filter": "any"},
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"guidance_update": {"enabled": false},
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"material_contract": {"enabled": false},
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"other_material_event": {"enabled": false},
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"unknown": {"enabled": false},
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"management_change": {"enabled": false}
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}
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},
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"strategy_engines": [],
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"status": "draft",
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"id": 9001,
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"parent": "empty_strategy",
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"created_at": "2026-04-21T00:00:00+00:00",
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"created_by": "claude",
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"changelog": "PEAD step14 diagnostic config for V23 diversification analysis",
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"version_family": null,
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"generation": null,
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"performance_summary": null
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}
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