51 lines
1.7 KiB
YAML
51 lines
1.7 KiB
YAML
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# BLUE — Champion SHORT (production-frozen config)
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strategy_name: blue
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direction: short_only
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engine:
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boost_mode: d_liq # GOLD engine: LiquidationGuardEngine (8x/9x + liq guard)
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vel_div_threshold: -0.02
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vel_div_extreme: -0.05
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min_leverage: 0.5
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max_leverage: 5.0 # NOTE: ignored by d_liq mode — actual soft cap = 8.0 (D_LIQ_SOFT_CAP)
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abs_max_leverage: 6.0 # NOTE: ignored by d_liq mode — actual hard cap = 9.0 (D_LIQ_ABS_CAP)
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leverage_convexity: 3.0
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fraction: 0.20
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fixed_tp_pct: 0.0095 # updated from 0.0099 — TP sweep 2026-03-06: 95bps best (ΔROI=+12.30%)
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stop_pct: 1.0
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max_hold_bars: 120
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use_direction_confirm: true
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dc_lookback_bars: 7
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dc_min_magnitude_bps: 0.75
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dc_skip_contradicts: true
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dc_leverage_boost: 1.0
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dc_leverage_reduce: 0.5
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use_asset_selection: true
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min_irp_alignment: 0.45
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use_sp_fees: true
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use_sp_slippage: true
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sp_maker_entry_rate: 0.62
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sp_maker_exit_rate: 0.50
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use_ob_edge: true
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ob_edge_bps: 5.0
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ob_confirm_rate: 0.40
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lookback: 100
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use_alpha_layers: true
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use_dynamic_leverage: true
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seed: 42
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# V7 exit engine — active SL (exit_reason tagged V7_MAE_SL_VOL_NORM / V7_COMPOSITE_PRESSURE)
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# Rollback: set use_exit_v7: false (restores pure TP/MAX_HOLD, no restart needed after config reload)
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use_exit_v7: true
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v6_bar_duration_sec: 11.0 # eigenscan cadence
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bounce_model_path: /mnt/dolphinng5_predict/prod/models/bounce_detector_v3.pkl
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paper_trade:
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initial_capital: 25000.0
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data_source: live_arrow_scans # reads from eigenvalues/ as they're written
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log_dir: paper_logs/blue
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vol_p60: 0.00009868 # CANONICAL gold static threshold — 2-file seg calibration (Dec31-Jan1)
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hazelcast:
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imap_state: DOLPHIN_STATE_BLUE
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imap_pnl: DOLPHIN_PNL_BLUE
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