config.json

{
  "symbols": ["SPY", "QQQ", "IWM", "GLD"],
  "_comment_universe_expanded": "20-symbol validated universe (inception<=2005 AND 60d ADV>$500M). Excluded: XLRE(2015)/XLC(2018)/VEU(2007)/HYG(2007)/SLV(2006) too young, IWB($462M) illiquid. Used by config_expanded_*.json; the live bot trades only the 4 in 'symbols'. See PROGRESS_REPORT.md.",
  "universe_expanded": ["XLK","XLV","XLF","XLY","XLP","XLE","XLI","XLB","XLU","SPY","QQQ","IWM","MDY","IJH","EFA","EEM","GLD","TLT","IEF","LQD"],
  "strategy_mode": "SWING_TRADING",
  "is_live": false,
  "poll_interval_seconds": 900,

  "api_key_id": "YOUR_ALPACA_KEY_ID",
  "api_secret_key": "YOUR_ALPACA_SECRET_KEY",

  "risk": {
    "max_capital_per_trade_pct": 0.25,
    "risk_per_trade_pct": 0.025,
    "max_portfolio_drawdown_pct": 0.25,
    "max_daily_loss_pct": 0.03,
    "stop_loss_pct": 0.08,
    "take_profit_pct": 0.15,
    "atr_stop_multiplier": 4.0,
    "max_open_positions": 4
  },

  "strategy": {
    "ema_fast_period": 20,
    "ema_slow_period": 50,
    "atr_period": 14,
    "history_bars": 300,
    "bar_timeframe": "1Day",
    "min_atr_pct": 0.0,

    "trend_ema_period": 200,
    "adx_period": 14,
    "min_adx": 0.0,
    "rel_vol_period": 20,
    "min_rel_vol": 0.0,

    "trail_atr_multiplier": 0.0,
    "time_stop_bars": 0,
    "flatten_eod_minutes": 0,
    "entry_mode": "trend",
    "reentry_cooldown_bars": 5
  },

  "backtest": {
    "initial_cash": 100000,
    "slippage_bps": 2.0,
    "commission_per_share": 0.0,
    "data_dir": "data"
  },

  "risk_daemon": {
    "enabled": true,
    "check_interval_minutes": 30,
    "renew_before_days": 7
  },

  "_comment_regime": "Regime classifier is OFF by default; this block documents the knobs. Walk-forward (2026-06-13) showed it does not beat unfiltered Variant H out-of-sample, so it stays disabled. Set enabled+filter_enabled true to gate entries; see PROGRESS_REPORT.md.",
  "regime_classifier": {
    "enabled": false,
    "filter_enabled": false,
    "threshold": 0.5,
    "gain": 4.0,
    "bias": 0.0,
    "weights": {
      "trend_strength": 0.2,
      "trend_direction": 0.2,
      "vol_calm": 0.2,
      "momentum": 0.2,
      "breadth": 0.2
    }
  }
}