Config · alpha

alpha_rank atlas dual_momentum dynamo levetf megahold qbeater retirement401k sector_etf sector_pulse stock_scorer trendrunner

execution.json ALPHA_RANK

/Users/mvr113/QuantOS/engines/alpha_rank/algo_core/config/execution.json

{
  "_note": "Alpha Rank \u2014 Public.com cash account. Stock RS rotation, 2\u00d7 daily. No margin, no ETFs.",
  "execution_mode": "PAPER",
  "order_type": {
    "PAPER": "limit",
    "MANUAL": "limit",
    "SEMI_AUTO": "limit",
    "FULL_AUTO": "market"
  },
  "sizing": {
    "method": "equal_weight",
    "max_positions": 20,
    "max_pct": 15.0,
    "min_pct": 5.0
  },
  "stop_loss_pct": -7.0,
  "trailing_stop_pct": null,
  "max_account_allocation_pct": 90.0,
  "max_sector_pct": 35.0,
  "rebalance_frequency_days": 3,
  "cash_only": true,
  "allow_extended_hours_trading": false,
  "allow_pre_market_buys": false,
  "allow_post_market_buys": false,
  "allow_intraday_buys": false,
  "trade_stocks": true,
  "trade_etfs": false,
  "settled_cash_only": true,
  "brokers": {
    "public": {
      "enabled": false,
      "account_id": "5OP43743",
      "trade_stocks": true,
      "trade_etfs": false,
      "accounts": [
        {
          "id": "5OP43743",
          "label": "Public Cash Account",
          "type": "MARGIN",
          "number": "5OP43743",
          "capital_estimate": 25000
        }
      ]
    },
    "schwab": {
      "trade_stocks": true,
      "trade_etfs": false
    }
  },
  "_notes": {
    "execution_mode": "PAPER | MANUAL | SEMI_AUTO | FULL_AUTO",
    "settled_cash_only": "Public is a cash account \u2014 only trade with settled funds to avoid GFV",
    "schedule": "08:45 CT (morning scan), 14:30 CT (pre-close scan)",
    "max_sector_pct": "max % of portfolio in one sector",
    "use_margin": "trust account \u2014 cash only",
    "spy_bear_gate_enabled": "Set to False per-account to disable for that account only.",
    "spy_ema_period": "daily EMA period for SPY trend check",
    "spy_rsi_period": "RSI period for SPY momentum check",
    "spy_rsi_threshold": "SPY RSI must be BELOW this for gate to fire",
    "wash_sale_tracking": "Log 30-day loss windows cross-account; don't buy same ticker within window",
    "max_positions": "rank 1-12: active",
    "hold_zone_max_rank": "rank 13-15: hold if held, no new buys",
    "exit_zone_min_rank": "rank 16+: exit after consecutive days",
    "exit_consecutive_days": "must be rank 16+ for this many scans (2 days @ 4x/day)",
    "min_hold_days": "never rank-exit within first N days",
    "max_account_pct": "max % of buying power deployed (80% of margin BP = ~1.6\u00d7 leverage)",
    "entry_min_move_pct": "today's return must be > this for entry bonus",
    "entry_min_rvol": "relative volume must be > this for entry bonus",
    "entry_bonus_mult": "score multiplier when entry criteria met",
    "min_rsi14": "stock must have RSI(14) > this",
    "sizing_base_pct": "base allocation (lowest-ranked active stock)",
    "sizing_max_pct": "max allocation (highest-ranked, normal VIX)",
    "sizing_min_pct": "floor \u2014 never below this",
    "vix_rsi_cap_pct": "max allocation when VIX RSI(14) > threshold",
    "vix_rsi_threshold": "VIX RSI level that triggers position cap",
    "vix_adjust_above": "VIX level above which dampener kicks in (raised from 15 \u2014 less hair-trigger)",
    "vix_adjust_floor": "minimum VIX dampener multiplier (0.5x at extreme VIX)",
    "vix_spike_halt_pct": "if VIX rises >= this % in one session: halt new buys + cut all positions to 0.5x",
    "vix_emergency_exit": "liquidate all positions if VIX exceeds this level",
    "vix_cash_only_above": "suppress new buys above this VIX level; allow defensive entries only",
    "vix_combined_cash_out": "enable the VIX RSI + VIX level combined exit gate",
    "trailing_atr_mult": "base trailing stop = highest_close - 2.0 \u00d7 ATR(14)",
    "trailing_atr_mult_tight": "tightened stop when RSI > 78 or price > EMA20 + 12%",
    "atr_rsi_tighten": "RSI(14) threshold that triggers tight stop",
    "atr_ema_ext_tighten": "EMA20 extension threshold that triggers tight stop",
    "ema_fast": "EMA(20) used for pre-screen and trend check",
    "rvol_window": "rolling window for average volume",
    "top_n_etfs": "top industry groups to include (7/26 = 27% \u2014 meaningfully selective)",
    "report_top_n": "show top N stocks in daily report",
    "hard_stop_pct": "exit if close drops this % from entry"
  },
  "use_margin": true,
  "spy_bear_gate_enabled": true,
  "spy_ema_period": 50,
  "spy_rsi_period": 14,
  "spy_rsi_threshold": 50.0,
  "wash_sale_tracking": true,
  "max_positions": 12,
  "hold_zone_max_rank": 15,
  "exit_zone_min_rank": 16,
  "exit_consecutive_days": 8,
  "min_hold_days": 3,
  "max_account_pct": 80.0,
  "entry_min_move_pct": 0.0,
  "entry_min_rvol": 0.0,
  "entry_bonus_mult": 1.2,
  "min_rsi14": 50.0,
  "sizing_base_pct": 3.0,
  "sizing_max_pct": 10.0,
  "sizing_min_pct": 2.0,
  "vix_rsi_cap_pct": 4.0,
  "vix_rsi_threshold": 50.0,
  "vix_adjust_above": 20.0,
  "vix_adjust_floor": 0.5,
  "vix_spike_halt_pct": 15.0,
  "vix_emergency_exit": 40.0,
  "vix_cash_only_above": 30.0,
  "vix_combined_cash_out": true,
  "trailing_atr_mult": 2.0,
  "trailing_atr_mult_tight": 1.0,
  "atr_rsi_tighten": 78.0,
  "atr_ema_ext_tighten": 0.12,
  "atr_period": 14,
  "ema_fast": 20,
  "rsi_period": 14,
  "rvol_window": 20,
  "top_n_etfs": 7,
  "report_top_n": 30,
  "score_weights": {
    "r1d": 0.3,
    "r3d": 0.35,
    "r5d": 0.35
  },
  "hard_stop_pct": -6.0,

"regime_allocations": {
    "_note": "Per-regime sizing and stop factors. aggressive_mult > 1.0 deploys more capital (cash_only=true caps at 1.0). stop_tighten_factor < 1.0 narrows trailing stop distance; hard floor is never changed.",
    "BULL":            { "aggressive_mult": 1.10, "stop_tighten_factor": 1.00 },
    "BULL_OVERBOUGHT": { "aggressive_mult": 0.90, "stop_tighten_factor": 0.80 },
    "NEUTRAL":         { "aggressive_mult": 1.00, "stop_tighten_factor": 0.85 },
    "CAUTIOUS":        { "aggressive_mult": 1.00, "stop_tighten_factor": 0.70 },
    "BEAR":            { "aggressive_mult": 1.00, "stop_tighten_factor": 0.55 },
    "CRISIS":          { "aggressive_mult": 1.00, "stop_tighten_factor": 0.40 }
  }
}

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