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43 lines
1.4 KiB
JSON
43 lines
1.4 KiB
JSON
{
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"experiment_name": "pead_7pct_drift_c",
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"dataset_snapshot_id": "cd664594-6a6c-4e16-afef-9104ce900f33",
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"description": "PEAD 7% aggressive: 2x risk (1%), 6 max positions, hold 25d, no partial exit, wide target. Maximizes capital deployment on high-conviction PEAD trades.",
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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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"max_holding_days_override": 25
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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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"scoring_model": "pead",
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"pead_reaction_threshold": 0.07,
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"pead_volume_threshold": 1.5,
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"score_threshold": 0.5,
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"max_candidates_per_day": 5
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},
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"execution": {
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"max_holding_days": 25,
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"target_atr_multiplier": 3.0,
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"target_1_fraction": null
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},
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"risk": {
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"per_trade_risk_pct": 0.01,
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"max_daily_new_risk_pct": 0.03,
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"max_positions": 6,
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"max_positions_per_sector": 3,
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"veto_oneoff_penalty": 1.0,
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"veto_unknown_direction": false,
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"veto_bearish_direction": false
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}
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},
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"tags": ["pead", "7pct", "drift", "hold25", "aggressive"]
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}
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