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50 lines
1.6 KiB
YAML
50 lines
1.6 KiB
YAML
_meta:
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name: Leader Intraday Momentum High WR
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description: More selective high-win-rate variant of the safe momentum basket. Uses a 5-minute confirmation that requires +0.45% follow-through, a 2.0M entry dollar-volume floor, a tighter 6.0% morning overextension cap, a 5.5% opening-gap cap, an 8.0% base trailing stop, and a slightly tighter 7.5% trail once a name is already up 4%+ at entry. Intended for users who prioritize win rate over basket breadth.
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id: 20
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strategy_mode: momentum
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strategy:
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compound_returns: false
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entry_minutes_after_open: 10
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confirmation_minutes_after_entry: 5
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min_confirmation_return_pct: 0.0045
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exit_minutes_before_close: 10
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stop_loss_pct: null
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trailing_stop_pct: -0.08
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overextended_trailing_gain_pct: 0.04
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overextended_trailing_stop_pct: -0.075
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min_morning_gain_pct: 0.015
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max_morning_gain_pct: 0.06
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max_gap_pct: 0.055
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min_entry_volume: 125000
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min_entry_dollar_volume: 2000000
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ticker_cooldown_days: 4
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top_n: 8
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max_positions_per_sector: 2
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use_five_sleeves: true
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max_entropy_20d: 0.86
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max_vix: 30.0
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recent_live_scan_days: 0
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recent_live_scan_min_price: 2.0
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recent_live_scan_avg_volume_min: 200000
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recent_live_scan_market_cap_min: 100000000.0
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recent_live_scan_max_candidates_per_day: 150
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initial_capital: 10000.0
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slippage_bps: 5.0
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market_regime_spy_threshold: null
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universe:
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source: yaml
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symbols_file: configs/symbols_broad_snapshot_3408.yaml
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min_price: 10.0
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backtest:
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start_date: null
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end_date: null
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lookback_trading_days: 200
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pre_screen_threshold: 0.02
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cache:
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enabled: true
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dir: data/cache/intraday
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output:
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dir: runs/intraday
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verbose: false
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