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21 lines
632 B
JSON
21 lines
632 B
JSON
{
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"experiment_name": "phase7_smallmid_v1",
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"dataset_snapshot_id": "9bb74bb1-fefc-412b-b234-f25087634ad1",
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"description": "Phase 7: Small/mid-cap universe. Hypothesis: less coverage = more alpha from 8-K filings.",
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"base_config": "configs/backtest/defaults_smallmid.json",
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"overrides": {
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"signal": {
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"score_threshold": 0.55,
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"max_candidates_per_day": 10
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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": 0.05,
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"max_positions": 10,
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"max_positions_per_sector": 5
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}
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},
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"splits": [],
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"tags": ["phase7", "smallmid", "universe-swap", "slippage-25bps"]
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}
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