# BLUE — Champion SHORT (production-frozen config)
strategy_name: blue
direction: short_only

engine:
  boost_mode: d_liq          # GOLD engine: LiquidationGuardEngine (8x/9x + liq guard)
  vel_div_threshold: -0.02
  vel_div_extreme: -0.05
  min_leverage: 0.5
  max_leverage: 5.0          # NOTE: ignored by d_liq mode — actual soft cap = 8.0 (D_LIQ_SOFT_CAP)
  abs_max_leverage: 6.0      # NOTE: ignored by d_liq mode — actual hard cap = 9.0 (D_LIQ_ABS_CAP)
  leverage_convexity: 3.0
  fraction: 0.20
  fixed_tp_pct: 0.0095   # updated from 0.0099 — TP sweep 2026-03-06: 95bps best (ΔROI=+12.30%)
  stop_pct: 1.0
  max_hold_bars: 120
  use_direction_confirm: true
  dc_lookback_bars: 7
  dc_min_magnitude_bps: 0.75
  dc_skip_contradicts: true
  dc_leverage_boost: 1.0
  dc_leverage_reduce: 0.5
  use_asset_selection: true
  min_irp_alignment: 0.45
  use_sp_fees: true
  use_sp_slippage: true
  sp_maker_entry_rate: 0.62
  sp_maker_exit_rate: 0.50
  use_ob_edge: true
  ob_edge_bps: 5.0
  ob_confirm_rate: 0.40
  lookback: 100
  use_alpha_layers: true
  use_dynamic_leverage: true
  seed: 42
  # V7 exit engine — active SL (exit_reason tagged V7_MAE_SL_VOL_NORM / V7_COMPOSITE_PRESSURE)
  # Rollback: set use_exit_v7: false  (restores pure TP/MAX_HOLD, no restart needed after config reload)
  use_exit_v7: true
  v6_bar_duration_sec: 11.0      # eigenscan cadence
  bounce_model_path: /mnt/dolphinng5_predict/prod/models/bounce_detector_v3.pkl

paper_trade:
  initial_capital: 25000.0
  data_source: live_arrow_scans   # reads from eigenvalues/ as they're written
  log_dir: paper_logs/blue
  vol_p60: 0.00009868             # CANONICAL gold static threshold — 2-file seg calibration (Dec31-Jan1)

hazelcast:
  imap_state: DOLPHIN_STATE_BLUE
  imap_pnl:   DOLPHIN_PNL_BLUE