Strategy weights
{
"s_rsi_daily": 0.25,
"s_rsi_weekly": 0.25,
"s_bb_lower": 0.2,
"s_macd_bull_cross": 0.15,
"s_volume_capitulation": 0.15
}
Config
{
"min_composite": 0.4,
"min_required_signals": 2,
"long_swing_pct": 0.175,
"short_swing_pct": 0.825,
"max_long_names": 2,
"max_short_names": 6,
"short_swing_profit_target_pct": 0.06,
"short_swing_trail_pct": 0.04,
"short_swing_hard_stop_pct": 0.08,
"short_swing_time_stop_days": 15,
"short_swing_time_stop_pnl_pct": 0.02,
"long_swing_atr_mult": 2.5,
"long_swing_overbought_rsi_w": 60,
"long_swing_lock_in_pct": 0.3,
"long_swing_max_weeks": 18,
"earnings_blackout_before_days": 2,
"earnings_blackout_after_days": 1,
"backtest": {
"start_date": "2006-01-01",
"starting_capital": 100000,
"slippage_bps": 10,
"max_per_name_pct": 15
},
"sentinel": {
"gap_log_pct": 0.04,
"gap_page_pct": 0.07,
"day_pnl_pause_pct": -0.03
}
}