HQ  ·  Gilbert the Trader

Settings

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
  }
}