You cannot select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
22 lines
776 B
JSON
22 lines
776 B
JSON
{
|
|
"experiment_name": "earnings_smallmid_v1",
|
|
"dataset_snapshot_id": "smallmid-only-8ef47ee5",
|
|
"description": "PEAD alpha test on small/mid-cap earnings. Tests hypothesis that PEAD is stronger in less efficient market segments.",
|
|
"base_config": "configs/backtest/defaults.json",
|
|
"overrides": {
|
|
"event_type_profiles": {
|
|
"earnings_release": {
|
|
"enabled": true,
|
|
"direction_filter": "bullish_only"
|
|
},
|
|
"guidance_update": { "enabled": false },
|
|
"management_change": { "enabled": false },
|
|
"material_contract": { "enabled": false },
|
|
"unknown": { "enabled": false },
|
|
"other_material_event": { "enabled": false }
|
|
},
|
|
"signal": { "score_threshold": 0.45 }
|
|
},
|
|
"tags": ["earnings-only", "smallmid", "pead"]
|
|
}
|