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19 lines
751 B
JSON
19 lines
751 B
JSON
{
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"experiment_name": "parking_only_regime_tiered",
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"dataset_snapshot_id": "midlarge-liquid-long-v1_bucketfix_full_audit_canonical",
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"description": "Empty strategy for standalone regime-tiered parking backtest. 3-tier VIX-driven rotation: VIX<20 → JEPQ, VIX 20-25 → QQQM, VIX>25 → SGOV. Hysteresis buffer of 1.0 prevents whipsaw. NOTE: JEPQ dividend income not modeled. Compare vs parking_only_qqq and parking_only_jepq.",
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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_preset": "regime_tiered_jepq"
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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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