Strategy Settings

Versioned decision-gate settings with scope and usage tags.
Active version
Global defaults TTL0 2026-02-09

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Scoped: 140 Global: 0 Default: 0
Setting Source Stored Stored value Effective value Usage
Entry candidate TTL
entry_candidate_ttl_days
 SCOPED Yes 0 0 Backtest portfolio Backtest trades Portfolio
Entry min signal
entry_min_signal_strength
 SCOPED Yes 50 50 Backtest portfolio Backtest trades Portfolio
Exit R1: below sup50 days
exit_r1_streak_below_sup50_days
 SCOPED Yes 3 3 Backtest portfolio Backtest trades Portfolio Screening
Trend pct range
idxdir_trend_pct_range
 SCOPED Yes 0.050000 0.050000 Index direction
Enable anti-chase
risk_enable_anti_chase
 SCOPED Yes true true Backtest portfolio Backtest trades Portfolio Screening
Watch band pct
signal_watch_band_pct
 SCOPED Yes 0.020000 0.020000 Backtest portfolio Backtest trades Portfolio Screening
Vol ratio risk threshold
state_vol_ratio_risk
 SCOPED Yes 1.500000 1.500000 Backtest portfolio Backtest trades Portfolio Screening
Allow position adds
allow_add
 SCOPED Yes false false Backtest portfolio Portfolio
Entry max risk
entry_max_risk_score
 SCOPED Yes 60 60 Backtest portfolio Backtest trades Portfolio
Exit R1 score
exit_r1_score
 SCOPED Yes 60 60 Backtest portfolio Backtest trades Portfolio Screening
Trend SMA-200 weight
idxdir_trend_weight_sma200
 SCOPED Yes 0.500000 0.500000 Index direction
Anti-chase ret_5d max
risk_anti_chase_ret5_max
 SCOPED Yes 0.150000 0.150000 Backtest portfolio Backtest trades Portfolio Screening
Enable watch signals
signal_enable_watch
 SCOPED Yes true true Backtest portfolio Backtest trades Portfolio Screening
Support buffer multiplier
state_support_buffer_mult
 SCOPED Yes 1.000000 1.000000 Backtest portfolio Backtest trades Portfolio Screening
Allow position trims
allow_trim
 SCOPED Yes false false Backtest portfolio Portfolio
Entry min trend quality
entry_min_trend_quality
 SCOPED Yes 50 50 Backtest portfolio Backtest trades Portfolio
Exit R2 score
exit_r2_score
 SCOPED Yes 40 40 Backtest portfolio Backtest trades Portfolio Screening
Trend SMA-400 weight
idxdir_trend_weight_sma400
 SCOPED Yes 0.500000 0.500000 Index direction
Cooldown days after risk-off
risk_cooldown_days
 SCOPED Yes 3 3 Backtest portfolio Backtest trades Portfolio Screening
Overextended ret_5d for trim 10
signal_overext_ret5_trim_10
 SCOPED Yes 0.150000 0.150000 Backtest portfolio Backtest trades Portfolio Screening
Entry min signal (neutral)
entry_regime_neutral_min_sig
 SCOPED Yes 70 70 Backtest portfolio Backtest trades Portfolio
Execution model
execution_model
 SCOPED Yes STRICT STRICT Backtest portfolio Portfolio
Exit W1: below sup20 days
exit_w1_streak_below_sup20_days
 SCOPED Yes 2 2 Backtest portfolio Backtest trades Portfolio Screening
Momentum range 63d
idxdir_momentum_range_ret63d
 SCOPED Yes 0.100000 0.100000 Index direction
Exit recovery days
risk_exit_recovery_days
 SCOPED Yes 2 2 Backtest portfolio Backtest trades Portfolio Screening
Overextended ret_5d for trim 20
signal_overext_ret5_trim_20
 SCOPED Yes 0.200000 0.200000 Backtest portfolio Backtest trades Portfolio Screening
Entry max risk (neutral)
entry_regime_neutral_max_risk
 SCOPED Yes 65 65 Backtest portfolio Backtest trades Portfolio
Exit W1 score
exit_w1_score
 SCOPED Yes 25 25 Backtest portfolio Backtest trades Portfolio Screening
Momentum range 126d
idxdir_momentum_range_ret126d
 SCOPED Yes 0.200000 0.200000 Index direction
Min ADV multiple
min_adv_multiple
 SCOPED Yes 0.000000 0.000000 Backtest portfolio Backtest trades Portfolio
Exit required score
risk_exit_required_threshold
 SCOPED Yes 70 70 Backtest portfolio Backtest trades Portfolio Screening
Overextended high-volume ratio
signal_overext_volr_hv
 SCOPED Yes 1.200000 1.200000 Backtest portfolio Backtest trades Portfolio Screening
Entry min signal (bear)
entry_regime_bear_min_sig
 SCOPED Yes 85 85 Backtest portfolio Backtest trades Portfolio
Dead money exit enabled
exit_dead_money_enabled
 SCOPED Yes false false Backtest portfolio Portfolio
Momentum range 252d
idxdir_momentum_range_ret252d
 SCOPED Yes 0.300000 0.300000 Index direction
Exit warning score
risk_exit_warning_threshold
 SCOPED Yes 25 25 Backtest portfolio Backtest trades Portfolio Screening
Pullback min vol ratio
signal_pullback_volr_min
 SCOPED Yes 0.900000 0.900000 Backtest portfolio Backtest trades Portfolio Screening
Strong entry size multiplier
strong_entry_multiplier
 SCOPED Yes 1.500000 1.500000 Backtest portfolio Backtest trades Portfolio
Entry max risk (bear)
entry_regime_bear_max_risk
 SCOPED Yes 55 55 Backtest portfolio Backtest trades Portfolio
Dead money min hold
exit_dead_money_min_hold_days
 SCOPED Yes 180 180 Backtest portfolio Portfolio
Momentum 63d weight
idxdir_momentum_weight_ret63d
 SCOPED Yes 0.400000 0.400000 Index direction
Min ATR for tradeability
risk_atr_min_tradeability
 SCOPED Yes 0.006000 0.006000 Backtest portfolio Backtest trades Portfolio Screening
Pullback res20 discount
signal_pullback_res20_discount
 SCOPED Yes 0.950000 0.950000 Backtest portfolio Backtest trades Portfolio Screening
Require RISK_ON
entry_require_risk_on
 SCOPED Yes true true Backtest portfolio Backtest trades Portfolio
Dead money max return
exit_dead_money_max_return_pct
 SCOPED Yes 0.000000 0.000000 Backtest portfolio Portfolio
Momentum 126d weight
idxdir_momentum_weight_ret126d
 SCOPED Yes 0.300000 0.300000 Index direction
High ATR volatility
risk_atr_high_volatility
 SCOPED Yes 0.030000 0.030000 Backtest portfolio Backtest trades Portfolio Screening
Block on exit warning
entry_block_exit_warning
 SCOPED Yes true true Backtest portfolio Backtest trades Portfolio
Dead money max trend
exit_dead_money_max_trend_quality
 SCOPED Yes 50 50 Backtest portfolio Portfolio
Momentum 252d weight
idxdir_momentum_weight_ret252d
 SCOPED Yes 0.300000 0.300000 Index direction
Signal strength cap
risk_signal_cap_value
 SCOPED Yes 30 30 Backtest portfolio Backtest trades Portfolio Screening
Exit warning penalty
entry_exit_warning_penalty
 SCOPED Yes 0 0 Backtest portfolio Portfolio
Dead money require pressure
exit_dead_money_require_pressure
 SCOPED Yes true true Backtest portfolio Portfolio
Direction trend weight
idxdir_weight_trend
 SCOPED Yes 0.500000 0.500000 Index direction
Block if regime null
entry_block_if_market_regime_null
 SCOPED Yes true true Backtest portfolio Backtest trades Portfolio
Direction momentum weight
idxdir_weight_momentum
 SCOPED Yes 0.500000 0.500000 Index direction
Require retest
entry_require_retest
 SCOPED Yes false false Backtest portfolio Backtest trades Portfolio
Direction enum threshold (v1)
idxdir_enum_threshold
 SCOPED Yes 25.000000 25.000000 Index direction
Retest lookback days
entry_retest_lookback_days
 SCOPED Yes 3 3 Backtest portfolio Backtest trades Portfolio
Percentile bull threshold
idxdir_pct_bull
 SCOPED Yes 0.750000 0.750000 Index direction
Retest allow intraday breach
entry_retest_allow_intraday_breach
 SCOPED Yes true true Backtest portfolio Backtest trades Portfolio
Percentile bear threshold
idxdir_pct_bear
 SCOPED Yes 0.250000 0.250000 Index direction
ADX range low
idxdir_adx_range_low
 SCOPED Yes 15.000000 15.000000 Index direction
Min ATR 14d
min_atr_pct_14
 SCOPED Yes 0.006000 0.006000 Backtest portfolio Backtest trades Portfolio
ADX range high
idxdir_adx_range_high
 SCOPED Yes 35.000000 35.000000 Index direction
Min vol ratio breakout
min_vol_ratio_breakout
 SCOPED Yes 1.200000 1.200000 Backtest portfolio Backtest trades Portfolio
Max drawdown reference
idxdir_drawdown_max
 SCOPED Yes 0.250000 0.250000 Index direction
Max ret 5d for buy
max_ret_5d_buy
 SCOPED Yes 0.150000 0.150000 Backtest portfolio Backtest trades Portfolio
Breakout resistance level
breakout_resistance_level
 SCOPED Yes 20 20 Backtest portfolio Backtest trades Portfolio
TQ ADX weight
idxdir_tq_weight_adx
 SCOPED Yes 0.400000 0.400000 Index direction
TQ drawdown weight
idxdir_tq_weight_drawdown
 SCOPED Yes 0.400000 0.400000 Index direction
Min close strength (bull)
min_close_strength_bull
 SCOPED Yes 0.000000 0.000000 Backtest portfolio Backtest trades Portfolio
TQ consistency weight
idxdir_tq_weight_consistency
 SCOPED Yes 0.200000 0.200000 Index direction
Min close strength (neutral)
min_close_strength_neutral
 SCOPED Yes 0.000000 0.000000 Backtest portfolio Backtest trades Portfolio
ATR pct range low
idxdir_atr_pct_range_low
 SCOPED Yes 0.010000 0.010000 Index direction
Min close strength (bear)
min_close_strength_bear
 SCOPED Yes 0.000000 0.000000 Backtest portfolio Backtest trades Portfolio
ATR pct range high
idxdir_atr_pct_range_high
 SCOPED Yes 0.040000 0.040000 Index direction
Strong entry min signal
strong_min_signal_strength
 SCOPED Yes 70 70 Backtest portfolio Backtest trades Portfolio
Volatility range low
idxdir_vol_range_low
 SCOPED Yes 0.010000 0.010000 Index direction
Strong entry min trend
strong_min_trend_quality
 SCOPED Yes 70 70 Backtest portfolio Backtest trades Portfolio
Volatility range high
idxdir_vol_range_high
 SCOPED Yes 0.030000 0.030000 Index direction
Strong entry max risk
strong_max_risk_score
 SCOPED Yes 50 50 Backtest portfolio Backtest trades Portfolio
Risk ATR weight
idxdir_risk_weight_atr
 SCOPED Yes 0.400000 0.400000 Index direction
Strong entry requires bull
strong_requires_bull_regime
 SCOPED Yes true true Backtest portfolio Backtest trades Portfolio
BFE enabled
bfe_enabled
 SCOPED Yes false false Backtest portfolio Portfolio
Risk volatility weight
idxdir_risk_weight_vol
 SCOPED Yes 0.300000 0.300000 Index direction
BFE lookback days
bfe_lookback_days
 SCOPED Yes 20 20 Backtest portfolio Portfolio
Risk drawdown weight
idxdir_risk_weight_drawdown
 SCOPED Yes 0.300000 0.300000 Index direction
BFE required closes
bfe_required_closes
 SCOPED Yes 2 2 Backtest portfolio Portfolio
Percentile window days
idxdir_pct_window_days
 SCOPED Yes 1260 1260 Index direction
BFE allow intraday
bfe_allow_intraday
 SCOPED Yes false false Backtest portfolio Portfolio
Breadth Bear Thr
breadth_bear_thr
 SCOPED Yes 0.400000 0.400000 Backtest portfolio
Breadth Bull Thr
breadth_bull_thr
 SCOPED Yes 0.550000 0.550000 Backtest portfolio
Breadth Enabled
breadth_enabled
 SCOPED Yes false false Backtest portfolio
Breadth Metric
breadth_metric
 SCOPED Yes sma200 sma200 Backtest portfolio
Breadth Min Count
breadth_min_count
 SCOPED Yes 10 10 Backtest portfolio
Breadth Mode
breadth_mode
 SCOPED Yes GATE GATE Backtest portfolio
Default Entry Pct
default_entry_pct
 SCOPED Yes 10.000000 10.000000 Backtest portfolio
Entry Min Ret 63d Buy
entry_min_ret_63d_buy
 SCOPED Yes 0.000000 0.000000 Backtest portfolio
Exit Include Highvol Trim
exit_include_highvol_trim
 SCOPED Yes false false Backtest portfolio
Exit R1 Streak Days
exit_r1_streak_days
 SCOPED Yes 3 3 Backtest portfolio
Exit Recovery Days
exit_recovery_days
 SCOPED Yes 2 2 Backtest portfolio
Exit Required Threshold
exit_required_threshold
 SCOPED Yes 70 70 Backtest portfolio
Exit W1 Streak Days
exit_w1_streak_days
 SCOPED Yes 2 2 Backtest portfolio
Exit Warning Threshold
exit_warning_threshold
 SCOPED Yes 25 25 Backtest portfolio
Market Dir Entry Allow Neutral
market_dir_entry_allow_neutral
 SCOPED Yes true true Backtest portfolio
Market Dir Entry Gate
market_dir_entry_gate
 SCOPED Yes false false Backtest portfolio
Market Dir Exit Force
market_dir_exit_force
 SCOPED Yes false false Backtest portfolio
Max Adds Per Position
max_adds_per_position
 SCOPED Yes 0 0 Backtest portfolio
Max Position Pct
max_position_pct
 SCOPED Yes 20.000000 20.000000 Backtest portfolio
Max Positions
max_positions
 SCOPED Yes 10 10 Backtest portfolio
Min Position Pct
min_position_pct
 SCOPED Yes 0.000000 0.000000 Backtest portfolio
Regime Bear Thr
regime_bear_thr
 SCOPED Yes 0.050000 0.050000 Backtest portfolio
Regime Bull Thr
regime_bull_thr
 SCOPED Yes 0.000000 0.000000 Backtest portfolio
Regime Dd Override Bear Dd
regime_dd_override_bear_dd
 SCOPED Yes 0.200000 0.200000 Backtest portfolio
Regime Dd Override Enabled
regime_dd_override_enabled
 SCOPED Yes false false Backtest portfolio
Regime Dd Override Neutral Dd
regime_dd_override_neutral_dd
 SCOPED Yes 0.100000 0.100000 Backtest portfolio
Regime Ema Override Bear Pct
regime_ema_override_bear_pct
 SCOPED Yes 0.020000 0.020000 Backtest portfolio
Regime Ema Override Enabled
regime_ema_override_enabled
 SCOPED Yes false false Backtest portfolio
Regime Ema Override Neutral Pct
regime_ema_override_neutral_pct
 SCOPED Yes 0.000000 0.000000 Backtest portfolio
Regime Hold Days
regime_hold_days
 SCOPED Yes 0 0 Backtest portfolio
Regime Lookback
regime_lookback
 SCOPED Yes 0 0 Backtest portfolio
Max trims per position
max_trims_per_position
 SCOPED Yes 0 0 Backtest portfolio Portfolio
Regime Model
regime_model
 SCOPED Yes SMA SMA Backtest portfolio
Regime Mom Override Bear Ret
regime_mom_override_bear_ret
 SCOPED Yes -0.050000 -0.050000 Backtest portfolio
Regime Mom Override Enabled
regime_mom_override_enabled
 SCOPED Yes false false Backtest portfolio
Regime Mom Override Lookback
regime_mom_override_lookback
 SCOPED Yes 63 63 Backtest portfolio
Regime Mom Override Neutral Ret
regime_mom_override_neutral_ret
 SCOPED Yes 0.000000 0.000000 Backtest portfolio
Regime Period
regime_period
 SCOPED Yes 200 200 Backtest portfolio
Risk Atr Multiple
risk_atr_multiple
 SCOPED Yes 1.000000 1.000000 Backtest portfolio
Risk Metric
risk_metric
 SCOPED Yes ATR ATR Backtest portfolio
Risk Target Pct
risk_target_pct
 SCOPED Yes 0.300000 0.300000 Backtest portfolio
Risk Vol Multiple
risk_vol_multiple
 SCOPED Yes 1.000000 1.000000 Backtest portfolio
Sizing Mode
sizing_mode
 SCOPED Yes FIXED FIXED Backtest portfolio
Start Cash
start_cash
 SCOPED Yes 1000000.000000 1000000.000000 Backtest portfolio
Vol Guard Enabled
vol_guard_enabled
 SCOPED Yes false false Backtest portfolio
Vol Guard Entry Block
vol_guard_entry_block
 SCOPED Yes true true Backtest portfolio
Vol Guard Exit Force
vol_guard_exit_force
 SCOPED Yes false false Backtest portfolio
Vol Guard Metric
vol_guard_metric
 SCOPED Yes vol_20d vol_20d Backtest portfolio
Vol Guard Threshold
vol_guard_threshold
 SCOPED Yes 0.040000 0.040000 Backtest portfolio

Decision-gate settings

Edit values and usage tags for this version.

Portfolio

10 settings
Entry candidate TTL
entry_candidate_ttl_days
INT days

Trading-day lookback window for entry candidates. TTL=0 uses only today's signals; TTL=1 includes the prior trade day; TTL=2 includes the two prior trade days. Entry still executes next trade day after the chosen signal.

Backtest portfolio Backtest trades Portfolio
days
Allow position adds
allow_add
BOOL

Allow adding to existing positions.

Backtest portfolio Portfolio
Allow position trims
allow_trim
BOOL

Allow partial exits (trimming positions).

Backtest portfolio Portfolio
Execution model
execution_model
STRING

Execution timing model (STRICT = next trading day, INTRADAY = same day if possible).

Backtest portfolio Portfolio
Min ADV multiple
min_adv_multiple
DECIMAL x

Minimum position size as multiple of average daily volume (0 = no limit).

Backtest portfolio Backtest trades Portfolio
x
Strong entry size multiplier
strong_entry_multiplier
DECIMAL x

Position size multiplier for strong entry signals.

Backtest portfolio Backtest trades Portfolio
x
Max Adds Per Position
max_adds_per_position
INT

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Max Positions
max_positions
INT

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Max trims per position
max_trims_per_position
INT

Maks antall trims per posisjon (0 = ubegrenset).

Backtest portfolio Portfolio
Start Cash
start_cash
DECIMAL

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio

Entry

33 settings
Entry min signal
entry_min_signal_strength
INT score

Minimum signal strength for entry (bull regime).

Backtest portfolio Backtest trades Portfolio
score
Entry max risk
entry_max_risk_score
INT score

Maximum risk score for entry (bull regime).

Backtest portfolio Backtest trades Portfolio
score
Entry min trend quality
entry_min_trend_quality
INT score

Minimum trend quality score for entry.

Backtest portfolio Backtest trades Portfolio
score
Entry min signal (neutral)
entry_regime_neutral_min_sig
INT score

Minimum signal strength for entry in neutral regime.

Backtest portfolio Backtest trades Portfolio
score
Entry max risk (neutral)
entry_regime_neutral_max_risk
INT score

Maximum risk score for entry in neutral regime.

Backtest portfolio Backtest trades Portfolio
score
Entry min signal (bear)
entry_regime_bear_min_sig
INT score

Minimum signal strength for entry in bear regime.

Backtest portfolio Backtest trades Portfolio
score
Entry max risk (bear)
entry_regime_bear_max_risk
INT score

Maximum risk score for entry in bear regime.

Backtest portfolio Backtest trades Portfolio
score
Require RISK_ON
entry_require_risk_on
BOOL

Only enter when risk state is RISK_ON (anti-chase enabled).

Backtest portfolio Backtest trades Portfolio
Block on exit warning
entry_block_exit_warning
BOOL

Block entry when ticker has EXIT_WARNING.

Backtest portfolio Backtest trades Portfolio
Exit warning penalty
entry_exit_warning_penalty
INT score

Signal penalty when EXIT_WARNING is present (0 = block completely).

Backtest portfolio Portfolio
score
Block if regime null
entry_block_if_market_regime_null
BOOL

Block entry when market regime is null/unknown.

Backtest portfolio Backtest trades Portfolio
Require retest
entry_require_retest
BOOL

Require successful retest of resistance before entry.

Backtest portfolio Backtest trades Portfolio
Retest lookback days
entry_retest_lookback_days
INT days

Days to look back for retest validation.

Backtest portfolio Backtest trades Portfolio
days
Retest allow intraday breach
entry_retest_allow_intraday_breach
BOOL

Allow intraday breach during retest (only close matters).

Backtest portfolio Backtest trades Portfolio
Min ATR 14d
min_atr_pct_14
DECIMAL pct

Minimum 14-day ATR percentage for entry (tradeability filter).

Backtest portfolio Backtest trades Portfolio
pct
Min vol ratio breakout
min_vol_ratio_breakout
DECIMAL x

Minimum volume ratio for breakout entry.

Backtest portfolio Backtest trades Portfolio
x
Max ret 5d for buy
max_ret_5d_buy
DECIMAL pct

Maximum 5-day return to allow entry (anti-chase).

Backtest portfolio Backtest trades Portfolio
pct
Breakout resistance level
breakout_resistance_level
STRING

Resistance level to use for breakout detection (10, 20, 50, or 200).

Backtest portfolio Backtest trades Portfolio
Min close strength (bull)
min_close_strength_bull
DECIMAL pct

Minimum close strength for entry in bull regime (0.0-1.0).

Backtest portfolio Backtest trades Portfolio
pct
Min close strength (neutral)
min_close_strength_neutral
DECIMAL pct

Minimum close strength for entry in neutral regime (0.0-1.0).

Backtest portfolio Backtest trades Portfolio
pct
Min close strength (bear)
min_close_strength_bear
DECIMAL pct

Minimum close strength for entry in bear regime (0.0-1.0).

Backtest portfolio Backtest trades Portfolio
pct
Strong entry min signal
strong_min_signal_strength
INT score

Minimum signal strength for strong entry (larger position size).

Backtest portfolio Backtest trades Portfolio
score
Strong entry min trend
strong_min_trend_quality
INT score

Minimum trend quality for strong entry.

Backtest portfolio Backtest trades Portfolio
score
Strong entry max risk
strong_max_risk_score
INT score

Maximum risk score for strong entry.

Backtest portfolio Backtest trades Portfolio
score
Strong entry requires bull
strong_requires_bull_regime
BOOL

Restrict strong entries to bull regime only.

Backtest portfolio Backtest trades Portfolio
BFE enabled
bfe_enabled
BOOL

Enable breakout follow-through entry logic.

Backtest portfolio Portfolio
BFE lookback days
bfe_lookback_days
INT days

Days to look back for breakout follow-through validation.

Backtest portfolio Portfolio
days
BFE required closes
bfe_required_closes
INT days

Required closes above resistance for breakout confirmation.

Backtest portfolio Portfolio
days
BFE allow intraday
bfe_allow_intraday
BOOL

Allow intraday breakout for BFE (or require close above).

Backtest portfolio Portfolio
Entry Min Ret 63d Buy
entry_min_ret_63d_buy
DECIMAL pct

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
pct
Market Dir Entry Allow Neutral
market_dir_entry_allow_neutral
BOOL

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Market Dir Entry Gate
market_dir_entry_gate
BOOL

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Market Dir Exit Force
market_dir_exit_force
BOOL

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio

Exit

16 settings
Exit R1: below sup50 days
exit_r1_streak_below_sup50_days
INT days

Days below support_50 to trigger R1 points.

Backtest portfolio Backtest trades Portfolio Screening
days
Exit R1 score
exit_r1_score
INT score

Score added for R1 (below sup50 streak).

Backtest portfolio Backtest trades Portfolio Screening
score
Exit R2 score
exit_r2_score
INT score

Score added for close < sup50 and ret_5d < 0.

Backtest portfolio Backtest trades Portfolio Screening
score
Exit W1: below sup20 days
exit_w1_streak_below_sup20_days
INT days

Days below support_20 to trigger W1 points.

Backtest portfolio Backtest trades Portfolio Screening
days
Exit W1 score
exit_w1_score
INT score

Score added for W1 (below sup20 streak).

Backtest portfolio Backtest trades Portfolio Screening
score
Dead money exit enabled
exit_dead_money_enabled
BOOL

Enable dead money exit (exit stagnant positions).

Backtest portfolio Portfolio
Dead money min hold
exit_dead_money_min_hold_days
INT days

Minimum hold period before considering dead money exit.

Backtest portfolio Portfolio
days
Dead money max return
exit_dead_money_max_return_pct
DECIMAL pct

Maximum return threshold for dead money (e.g., 0.10 = positions below 10% gain).

Backtest portfolio Portfolio
pct
Dead money max trend
exit_dead_money_max_trend_quality
INT score

Maximum trend quality for dead money exit (exit weak trends).

Backtest portfolio Portfolio
score
Dead money require pressure
exit_dead_money_require_pressure
BOOL

Require downside pressure signal for dead money exit.

Backtest portfolio Portfolio
Exit Include Highvol Trim
exit_include_highvol_trim
BOOL

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Exit R1 Streak Days
exit_r1_streak_days
INT

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Exit Recovery Days
exit_recovery_days
INT

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Exit Required Threshold
exit_required_threshold
INT

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Exit W1 Streak Days
exit_w1_streak_days
INT

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Exit Warning Threshold
exit_warning_threshold
INT

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio

Index Direction

28 settings
Trend pct range
idxdir_trend_pct_range
DECIMAL pct

Normalization range for pct_above_sma200/400 trend scores.

Index direction
pct
Trend SMA-200 weight
idxdir_trend_weight_sma200
DECIMAL weight

Weight for SMA-200 component in trend score.

Index direction
weight
Trend SMA-400 weight
idxdir_trend_weight_sma400
DECIMAL weight

Weight for SMA-400 component in trend score.

Index direction
weight
Momentum range 63d
idxdir_momentum_range_ret63d
DECIMAL pct

Normalization range for 63-day return in momentum score.

Index direction
pct
Momentum range 126d
idxdir_momentum_range_ret126d
DECIMAL pct

Normalization range for 126-day return in momentum score.

Index direction
pct
Momentum range 252d
idxdir_momentum_range_ret252d
DECIMAL pct

Normalization range for 252-day return in momentum score.

Index direction
pct
Momentum 63d weight
idxdir_momentum_weight_ret63d
DECIMAL weight

Weight for 63-day return in momentum composite.

Index direction
weight
Momentum 126d weight
idxdir_momentum_weight_ret126d
DECIMAL weight

Weight for 126-day return in momentum composite.

Index direction
weight
Momentum 252d weight
idxdir_momentum_weight_ret252d
DECIMAL weight

Weight for 252-day return in momentum composite.

Index direction
weight
Direction trend weight
idxdir_weight_trend
DECIMAL weight

Weight of trend component in direction score.

Index direction
weight
Direction momentum weight
idxdir_weight_momentum
DECIMAL weight

Weight of momentum component in direction score.

Index direction
weight
Direction enum threshold (v1)
idxdir_enum_threshold
DECIMAL score

Legacy v1 threshold for BULL/BEAR direction enum from raw score.

Index direction
score
Percentile bull threshold
idxdir_pct_bull
DECIMAL pct

Percentile threshold for BULL direction enum (v2).

Index direction
pct
Percentile bear threshold
idxdir_pct_bear
DECIMAL pct

Percentile threshold for BEAR direction enum (v2).

Index direction
pct
ADX range low
idxdir_adx_range_low
DECIMAL

Lower bound of ADX normalization range for trend quality.

Index direction
ADX range high
idxdir_adx_range_high
DECIMAL

Upper bound of ADX normalization range for trend quality.

Index direction
Max drawdown reference
idxdir_drawdown_max
DECIMAL pct

Reference max drawdown for quality and risk normalization.

Index direction
pct
TQ ADX weight
idxdir_tq_weight_adx
DECIMAL weight

Weight of ADX in trend quality composite.

Index direction
weight
TQ drawdown weight
idxdir_tq_weight_drawdown
DECIMAL weight

Weight of drawdown quality in trend quality composite.

Index direction
weight
TQ consistency weight
idxdir_tq_weight_consistency
DECIMAL weight

Weight of return consistency in trend quality composite.

Index direction
weight
ATR pct range low
idxdir_atr_pct_range_low
DECIMAL pct

Lower bound of ATR% normalization range for risk.

Index direction
pct
ATR pct range high
idxdir_atr_pct_range_high
DECIMAL pct

Upper bound of ATR% normalization range for risk.

Index direction
pct
Volatility range low
idxdir_vol_range_low
DECIMAL pct

Lower bound of 20d volatility normalization range.

Index direction
pct
Volatility range high
idxdir_vol_range_high
DECIMAL pct

Upper bound of 20d volatility normalization range.

Index direction
pct
Risk ATR weight
idxdir_risk_weight_atr
DECIMAL weight

Weight of ATR in risk composite.

Index direction
weight
Risk volatility weight
idxdir_risk_weight_vol
DECIMAL weight

Weight of 20d volatility in risk composite.

Index direction
weight
Risk drawdown weight
idxdir_risk_weight_drawdown
DECIMAL weight

Weight of drawdown in risk composite.

Index direction
weight
Percentile window days
idxdir_pct_window_days
INT days

Rolling window size for percentile rank calculations.

Index direction
days

Risk

14 settings
Enable anti-chase
risk_enable_anti_chase
BOOL

Downgrade breakout signals when ret_5d is too high.

Backtest portfolio Backtest trades Portfolio Screening
Anti-chase ret_5d max
risk_anti_chase_ret5_max
DECIMAL pct

ret_5d threshold for anti-chase downgrade.

Backtest portfolio Backtest trades Portfolio Screening
pct
Cooldown days after risk-off
risk_cooldown_days
INT days

Number of trading days to block RISK_ON after RISK_OFF.

Backtest portfolio Backtest trades Portfolio Screening
days
Exit recovery days
risk_exit_recovery_days
INT days

Days of recovery required to clear exit state.

Backtest portfolio Backtest trades Portfolio Screening
days
Exit required score
risk_exit_required_threshold
INT score

Exit score threshold for EXIT_REQUIRED.

Backtest portfolio Backtest trades Portfolio Screening
score
Exit warning score
risk_exit_warning_threshold
INT score

Exit score threshold for EXIT_WARNING.

Backtest portfolio Backtest trades Portfolio Screening
score
Min ATR for tradeability
risk_atr_min_tradeability
DECIMAL pct

ATR below this blocks new entries and increases.

Backtest portfolio Backtest trades Portfolio Screening
pct
High ATR volatility
risk_atr_high_volatility
DECIMAL pct

ATR above this reduces confidence.

Backtest portfolio Backtest trades Portfolio Screening
pct
Signal strength cap
risk_signal_cap_value
INT score

Cap signal strength when risk is off or overextended.

Backtest portfolio Backtest trades Portfolio Screening
score
Vol Guard Enabled
vol_guard_enabled
BOOL

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Vol Guard Entry Block
vol_guard_entry_block
BOOL

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Vol Guard Exit Force
vol_guard_exit_force
BOOL

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Vol Guard Metric
vol_guard_metric
STRING

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Vol Guard Threshold
vol_guard_threshold
DECIMAL pct

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
pct

Signal

7 settings
Watch band pct
signal_watch_band_pct
DECIMAL pct

Distance from resistance to flag WATCH (0.02 = 2%).

Backtest portfolio Backtest trades Portfolio Screening
pct
Enable watch signals
signal_enable_watch
BOOL

Toggle WATCH signals on/off.

Backtest portfolio Backtest trades Portfolio Screening
Overextended ret_5d for trim 10
signal_overext_ret5_trim_10
DECIMAL pct

ret_5d threshold for 10% trim signal.

Backtest portfolio Backtest trades Portfolio Screening
pct
Overextended ret_5d for trim 20
signal_overext_ret5_trim_20
DECIMAL pct

ret_5d threshold for 20% trim signal.

Backtest portfolio Backtest trades Portfolio Screening
pct
Overextended high-volume ratio
signal_overext_volr_hv
DECIMAL x

Volume ratio threshold for stronger overextended trim.

Backtest portfolio Backtest trades Portfolio Screening
x
Pullback min vol ratio
signal_pullback_volr_min
DECIMAL x

Minimum vol ratio for pullback add setup.

Backtest portfolio Backtest trades Portfolio Screening
x
Pullback res20 discount
signal_pullback_res20_discount
DECIMAL x

Pullback requires close <= resistance_20 * value.

Backtest portfolio Backtest trades Portfolio Screening
x

State

2 settings
Vol ratio risk threshold
state_vol_ratio_risk
DECIMAL x

Volume ratio threshold for RISK state (vol_ratio_20 >= value).

Backtest portfolio Backtest trades Portfolio Screening
x
Support buffer multiplier
state_support_buffer_mult
DECIMAL x

Multiplier around support levels (1.00 = no buffer).

Backtest portfolio Backtest trades Portfolio Screening
x

Regime

22 settings
Breadth Bear Thr
breadth_bear_thr
DECIMAL pct

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
pct
Breadth Bull Thr
breadth_bull_thr
DECIMAL pct

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
pct
Breadth Enabled
breadth_enabled
BOOL

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Breadth Metric
breadth_metric
STRING

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Breadth Min Count
breadth_min_count
INT

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Breadth Mode
breadth_mode
STRING

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Regime Bear Thr
regime_bear_thr
DECIMAL pct

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
pct
Regime Bull Thr
regime_bull_thr
DECIMAL pct

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
pct
Regime Dd Override Bear Dd
regime_dd_override_bear_dd
DECIMAL pct

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
pct
Regime Dd Override Enabled
regime_dd_override_enabled
BOOL

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Regime Dd Override Neutral Dd
regime_dd_override_neutral_dd
DECIMAL pct

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
pct
Regime Ema Override Bear Pct
regime_ema_override_bear_pct
DECIMAL pct

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
pct
Regime Ema Override Enabled
regime_ema_override_enabled
BOOL

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Regime Ema Override Neutral Pct
regime_ema_override_neutral_pct
DECIMAL pct

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
pct
Regime Hold Days
regime_hold_days
INT

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Regime Lookback
regime_lookback
INT

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Regime Model
regime_model
STRING

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Regime Mom Override Bear Ret
regime_mom_override_bear_ret
DECIMAL pct

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
pct
Regime Mom Override Enabled
regime_mom_override_enabled
BOOL

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Regime Mom Override Lookback
regime_mom_override_lookback
INT

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Regime Mom Override Neutral Ret
regime_mom_override_neutral_ret
DECIMAL pct

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
pct
Regime Period
regime_period
INT

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio

Sizing

8 settings
Default Entry Pct
default_entry_pct
DECIMAL pct

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
pct
Max Position Pct
max_position_pct
DECIMAL pct

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
pct
Min Position Pct
min_position_pct
DECIMAL pct

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
pct
Risk Atr Multiple
risk_atr_multiple
DECIMAL

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Risk Metric
risk_metric
STRING

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Risk Target Pct
risk_target_pct
DECIMAL pct

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
pct
Risk Vol Multiple
risk_vol_multiple
DECIMAL

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio
Sizing Mode
sizing_mode
STRING

Auto-added for in-memory BACKTEST_PORTFOLIO settings coverage.

Backtest portfolio

Change log

Latest 200 changes for this version.
When Setting Action Old New By Note
2026-02-09 17:31:09 max_trims_per_position INSERT - 0 codex GLOBAL#NULL trim count default
2026-02-09 16:01:32 breakout_resistance_level UPDATE '20' 20 codex Normalize quoted enum value to plain option value
2026-02-09 14:31:45 exit_warning_threshold UPDATE - 25 codex Fix coerced threshold value from BOOL to INT (70/25).
2026-02-09 14:31:45 exit_required_threshold UPDATE - 70 codex Fix coerced threshold value from BOOL to INT (70/25).
2026-02-09 13:42:28 vol_guard_threshold INSERT - 0.040000 web Synced missing default
2026-02-09 13:42:28 vol_guard_metric INSERT - vol_20d web Synced missing default
2026-02-09 13:42:28 vol_guard_exit_force INSERT - false web Synced missing default
2026-02-09 13:42:28 vol_guard_entry_block INSERT - true web Synced missing default
2026-02-09 13:42:28 vol_guard_enabled INSERT - false web Synced missing default
2026-02-09 13:42:28 start_cash INSERT - 1000000.000000 web Synced missing default
2026-02-09 13:42:28 sizing_mode INSERT - FIXED web Synced missing default
2026-02-09 13:42:28 risk_vol_multiple INSERT - 1.000000 web Synced missing default
2026-02-09 13:42:28 risk_target_pct INSERT - 0.300000 web Synced missing default
2026-02-09 13:42:28 risk_metric INSERT - ATR web Synced missing default
2026-02-09 13:42:28 risk_atr_multiple INSERT - 1.000000 web Synced missing default
2026-02-09 13:42:28 regime_period INSERT - 200 web Synced missing default
2026-02-09 13:42:28 regime_mom_override_neutral_ret INSERT - 0.000000 web Synced missing default
2026-02-09 13:42:28 regime_mom_override_lookback INSERT - 63 web Synced missing default
2026-02-09 13:42:28 regime_mom_override_enabled INSERT - false web Synced missing default
2026-02-09 13:42:28 regime_mom_override_bear_ret INSERT - -0.050000 web Synced missing default
2026-02-09 13:42:28 regime_model INSERT - SMA web Synced missing default
2026-02-09 13:42:28 regime_lookback INSERT - 0 web Synced missing default
2026-02-09 13:42:28 regime_hold_days INSERT - 0 web Synced missing default
2026-02-09 13:42:28 regime_ema_override_neutral_pct INSERT - 0.000000 web Synced missing default
2026-02-09 13:42:28 regime_ema_override_enabled INSERT - false web Synced missing default
2026-02-09 13:42:28 regime_ema_override_bear_pct INSERT - 0.020000 web Synced missing default
2026-02-09 13:42:28 regime_dd_override_neutral_dd INSERT - 0.100000 web Synced missing default
2026-02-09 13:42:28 regime_dd_override_enabled INSERT - false web Synced missing default
2026-02-09 13:42:28 regime_dd_override_bear_dd INSERT - 0.200000 web Synced missing default
2026-02-09 13:42:28 regime_bull_thr INSERT - 0.000000 web Synced missing default
2026-02-09 13:42:28 regime_bear_thr INSERT - 0.050000 web Synced missing default
2026-02-09 13:42:28 min_position_pct INSERT - 0.000000 web Synced missing default
2026-02-09 13:42:28 max_positions INSERT - 10 web Synced missing default
2026-02-09 13:42:28 max_position_pct INSERT - 20.000000 web Synced missing default
2026-02-09 13:42:28 max_adds_per_position INSERT - 0 web Synced missing default
2026-02-09 13:42:28 market_dir_exit_force INSERT - false web Synced missing default
2026-02-09 13:42:28 market_dir_entry_gate INSERT - false web Synced missing default
2026-02-09 13:42:28 market_dir_entry_allow_neutral INSERT - true web Synced missing default
2026-02-09 13:42:28 exit_warning_threshold INSERT - true web Synced missing default
2026-02-09 13:42:28 exit_w1_streak_days INSERT - 2 web Synced missing default
2026-02-09 13:42:28 exit_required_threshold INSERT - true web Synced missing default
2026-02-09 13:42:28 exit_recovery_days INSERT - 2 web Synced missing default
2026-02-09 13:42:28 exit_r1_streak_days INSERT - 3 web Synced missing default
2026-02-09 13:42:28 exit_include_highvol_trim INSERT - false web Synced missing default
2026-02-09 13:42:28 entry_min_ret_63d_buy INSERT - 0.000000 web Synced missing default
2026-02-09 13:42:28 default_entry_pct INSERT - 10.000000 web Synced missing default
2026-02-09 13:42:28 breadth_mode INSERT - GATE web Synced missing default
2026-02-09 13:42:28 breadth_min_count INSERT - 10 web Synced missing default
2026-02-09 13:42:28 breadth_metric INSERT - sma200 web Synced missing default
2026-02-09 13:42:28 breadth_enabled INSERT - false web Synced missing default
2026-02-09 13:42:28 breadth_bull_thr INSERT - 0.550000 web Synced missing default
2026-02-09 13:42:28 breadth_bear_thr INSERT - 0.400000 web Synced missing default
2026-02-09 13:42:00 strong_entry_multiplier UPDATE - 1.500000 web
2026-02-09 13:42:00 execution_model UPDATE - STRICT web
2026-02-09 13:42:00 allow_trim UPDATE - false web
2026-02-09 13:42:00 allow_add UPDATE - false web