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30 lines
990 B
JSON
30 lines
990 B
JSON
{
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"experiment_name": "earnings_smallmid_v2",
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"dataset_snapshot_id": "smallmid-only-8ef47ee5",
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"description": "PEAD small/mid-cap v2: relaxed oneoff filter (0.9), more positions (6), more candidates/day (5). Tests if conservative filters were destroying alpha.",
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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": 5
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},
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"risk": {
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"max_positions": 6,
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"max_positions_per_sector": 3,
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"veto_oneoff_penalty": 0.9
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}
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},
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"tags": ["earnings-only", "smallmid", "pead", "relaxed-filters"]
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}
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