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34 lines
1.3 KiB
JSON
34 lines
1.3 KiB
JSON
{
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"experiment_name": "parking_only_bufb",
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"dataset_snapshot_id": "midlarge-liquid-long-v1_bucketfix_full_audit_canonical",
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"description": "Empty strategy (zero event trades) for standalone BUFB parking backtest. BUFB (Innovator Defined Outcome Buffered ETF) provides ~10% downside buffer. Available from 2022-02-09. Compare against parking_only_qqq.",
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"base_config": "configs/backtest/return_max_long_v1.json",
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"overrides": {
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"signal": {
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"score_threshold": 99.0,
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"max_candidates_per_day": 0
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},
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"risk": {
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"max_positions": 0,
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"cash_parking_enabled": true,
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"cash_parking_symbol": "bufb",
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"cash_parking_gate_mode": "volatility",
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"cash_parking_gate_vol_lookback": 20,
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"cash_parking_gate_vol_threshold": 0.275,
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"cash_parking_entropy_threshold": 1.45,
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"cash_parking_temperature_threshold": 1.2,
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"cash_parking_autocorr_threshold": 0.0,
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"cash_parking_require_trend": true,
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"cash_parking_trend_mode": "momentum",
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"cash_parking_trend_sma_period": 20,
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"cash_parking_trend_reentry_pct": 0.001,
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"cash_parking_topup_max_peak_drawdown_pct": 0.02,
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"cash_parking_stop_pct": 0.045,
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"cash_parking_stop_recovery_days": 5,
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"cash_parking_stop_recovery_pct": 0.02
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}
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},
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"strategy_engines": [],
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"status": "retired"
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}
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