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.
35 lines
1.2 KiB
JSON
35 lines
1.2 KiB
JSON
{
|
|
"experiment_name": "pead_midcap_combo_10pct_maxcand3",
|
|
"dataset_snapshot_id": "midcap-filtered",
|
|
"description": "Combo: Step3 (10% threshold) + Step5 (max 3 candidates/day). Both are signal quality filters — strongest midcap PEAD signals only.",
|
|
"base_config": "configs/backtest/defaults.json",
|
|
"overrides": {
|
|
"event_type_profiles": {
|
|
"earnings_release": { "enabled": true, "direction_filter": "any" },
|
|
"guidance_update": { "enabled": false },
|
|
"management_change": { "enabled": false },
|
|
"material_contract": { "enabled": false },
|
|
"unknown": { "enabled": false },
|
|
"other_material_event": { "enabled": false }
|
|
},
|
|
"signal": {
|
|
"scoring_model": "pead",
|
|
"pead_reaction_threshold": 0.10,
|
|
"pead_volume_threshold": 1.5,
|
|
"score_threshold": 0.5,
|
|
"max_candidates_per_day": 3
|
|
},
|
|
"risk": {
|
|
"max_positions": 8,
|
|
"max_positions_per_sector": 8,
|
|
"max_daily_new_risk_pct": 0.04,
|
|
"cooldown_after_loss_streak": 0,
|
|
"cooldown_days": 0,
|
|
"veto_oneoff_penalty": 1.0,
|
|
"veto_unknown_direction": false,
|
|
"veto_bearish_direction": false
|
|
}
|
|
},
|
|
"tags": ["pead", "10pct", "longshort", "midcap", "combo", "maxcand3"]
|
|
}
|