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35 lines
1.2 KiB
JSON
35 lines
1.2 KiB
JSON
{
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"experiment_name": "pead_midcap_step4_longonly",
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"dataset_snapshot_id": "midcap-filtered",
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"description": "Step 4: Long-only. Disable short side to test if midcap short PEAD mean-reverts instead of drifting.",
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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": { "enabled": true, "direction_filter": "bullish_only" },
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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": 8
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},
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"risk": {
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"max_positions": 8,
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"max_positions_per_sector": 8,
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"max_daily_new_risk_pct": 0.04,
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"cooldown_after_loss_streak": 0,
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"cooldown_days": 0,
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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", "longonly", "midcap", "step4", "bullish"]
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}
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