Config · atlas

atlas dual_momentum dynamo levetf megahold retirement401k sector_etf sector_pulse stock_scorer trendrunner

execution.json ATLAS

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

{
    "_note": "Atlas master config \u2014 single source of truth for all strategy parameters. config.py reads this at startup; no values are hardcoded in Python. Edit here; next run picks it up automatically.",
    "execution_mode": "FULL_AUTO",
    "order_type": "market",
    "dry_run": false,
    "_note_execution": "execution_mode: PAPER | SEMI_AUTO | FULL_AUTO. dry_run=true overrides mode for quick tests without editing execution_mode.",
    "accounts": {
        "_note": "Per-account overrides merged on top of config.py env-var defaults. account_id here must match env var (WEBULLJ_ROTH_ACCOUNT / WEBULLJ_ROLLOVER_ACCOUNT) so the daemon can register these accounts in its registry.",
        "webull_roth": {
            "enabled": true,
            "broker": "webull",
            "account_id": "CUV2RHN2",
            "max_deployable_pct": 80.0,
            "max_position_pct": 12.0,
            "cash_only": true
        },
        "webull_rollover": {
            "enabled": true,
            "broker": "webull",
            "account_id": "CUV2RH46",
            "max_deployable_pct": 80.0,
            "max_position_pct": 12.0,
            "cash_only": true
        },
        "schwab_humana": {
            "enabled": false,
            "broker": "schwab",
            "account_id": "88043555",
            "_note": "Tabled \u2014 pending Schwab auth fix."
        }
    },
    "vix_dimmer": {
        "_note": "Scales maximum allowed deployment based on VIX stress levels. deploy_pct \u00d7 max_deployable_pct = effective max.",
        "normal": {
            "vix_max": 25,
            "deploy_pct": 1.0
        },
        "moderate": {
            "vix_max": 30,
            "deploy_pct": 0.75
        },
        "high": {
            "vix_max": 35,
            "deploy_pct": 0.5
        },
        "severe": {
            "vix_max": 99,
            "deploy_pct": 0.25
        }
    },
    "stops": {
        "_note": "trailing_stop_pct and hard_stop_pct are fractions (\u22120.05 = \u22125%). vix_crisis_level triggers emergency liquidation.",
        "trailing_stop_pct": -0.07,
        "hard_stop_pct": -0.05,
        "vix_crisis_level": 30.0
    },
    "cadence": {
        "_note": "INFORMATIONAL ONLY \u2014 RUN_CADENCE/CHECK_CADENCE/RUN_SCHEDULE below are read into config.py but have zero consumers anywhere in the engine (confirmed via grep, 2026-07-03); the real schedule lives entirely in schedule_config.json/scheduler.py, which run engines/atlas/brain.py twice daily (10:00 and 14:40 CT), not the once-daily/weekly cadence this block used to claim. Values corrected to match reality so this doesn't mislead a future reader, but this block does not control actual execution \u2014 edit schedule_config.json to change real timing.",
        "run_cadence": "twice_daily",
        "check_cadence": "twice_daily"
    },
    "run_schedule": {
        "_note": "INFORMATIONAL ONLY, not read by any code \u2014 see cadence._note above. Actual times per schedule_config.json: 10:00 and 14:40 CT.",
        "eod": {
            "time_ct": "14:40",
            "new_entries": true,
            "exits": true
        }
    },
    "universe": {
        "_note": "min_price and min_mktcap_b filter the S&P 500 universe before RS scoring.",
        "source": "sp500",
        "min_price": 15.0,
        "min_mktcap_b": 2.0,
        "max_tickers": 1000,
        "sp500_cache_hours": 24
    },
    "vix_thresholds": {
        "_note": "Secondary emergency exits. Primary gate is SPY 40-week SMA (bear_gate).",
        "cash_only_above": 30.0,
        "emergency_exit": 40.0,
        "spike_halt_pct": 15.0
    },
    "bear_gate": {
        "_note": "Primary bear market gate. SPY below 40-week SMA \u2192 BEAR (go to cash). Both spy_sma_days and clear_vix must clear for BULL confirmation.",
        "spy_sma_weeks": 40,
        "spy_sma_days": 200,
        "vix_threshold": 28,
        "clear_weeks": 2,
        "clear_vix": 24,
        "bear_cap_max_pct": 0.1,
        "trim_weeks": 3
    },
    "rs_signal": {
        "_note": "Core ranking formula. Weights must sum to 1.0. buffer_rank: hold existing positions until rank drops below this.",
        "weight_26w": 0.4,
        "weight_13w": 0.35,
        "weight_4w": 0.25,
        "min_percentile": 60,
        "buffer_rank": 25
    },
    "portfolio": {
        "_note": "top_n: new-entry target. watch_n: watch list size. buffer_rank: sell held stocks only when rank drops below this. slippage: used by backtest.",
        "top_n": 20,
        "watch_n": 10,
        "pool_n": 20,
        "buffer_rank": 25,
        "cash_reserve_pct": 0.02,
        "max_position_pct": 0.12,
        "min_position_pct": 0.02,
        "weighting": "rs_sqrt",
        "max_sector_pct": 0.4,
        "max_industry_pct": 0.3,
        "slippage": 0.001
    },
    "prescreen": {
        "_note": "Entry gates. extension_pct: block entry if price > this % above EMA(20) (fraction, 0.15 = 15%).",
        "ema20_required": true,
        "rsi_min": 50,
        "rsi_max": 88,
        "extension_pct": 0.15,
        "earnings_guard_days": 5,
        "accumulation_ratio": 1.5,
        "ps_outlier_pct": 0.95
    },
    "indicators": {
        "rsi_period": 14,
        "ema_fast": 10,
        "ema_mid": 20,
        "ema_long": 40,
        "sma_exit": 30,
        "atr_period": 14,
        "rvol_period": 20
    },
    "exit_rules": {
        "_note": "hard_stop_pct and max_drawdown_pct are fractions. atr_tighten_ext is fraction.",
        "ema_weeks": 15,
        "max_drawdown_pct": 0.15,
        "new_pos_weeks": 8,
        "hard_stop_pct": -0.07,
        "trailing_atr_mult": 2.0,
        "atr_tighten_rsi": 78,
        "atr_tighten_ext": 0.12
    },
    "buffer": {
        "_note": "Re-entry buffer settings. half_size_pct is fraction (0.05 = 5%).",
        "staleness_weeks": 26,
        "max_size": 30,
        "reentry_ema_weeks": 10,
        "reentry_sma_weeks": 30,
        "reentry_vol_mult": 1.2,
        "half_size_pct": 0.05,
        "full_size_weeks": 4
    },
    "theme": {
        "_note": "Phase 0 Atlas only (simple RS version ignores themes). Kept for backward compat.",
        "theme_base_cap": 0.2,
        "theme_earned_cap": 0.4,
        "theme_earn_weeks": 3,
        "max_themes": 5,
        "accum_weeks": 4,
        "etf_rs_percentile_min": 80,
        "theme_deconfirm_weeks": 2
    },
    "backtest": {
        "_note": "Phase 0 backtest parameters.",
        "start": "1995-01-01",
        "end": "2024-12-31",
        "capital": 500000,
        "slippage_pct": 0.001,
        "min_sharpe": 1.0,
        "max_drawdown": 0.25,
        "spy_outperform": 0.03
    },
    "report": {
        "engine_name": "ATLAS",
        "engine_version": "1.0.0",
        "top_n_active": 10,
        "top_n_watch": 10,
        "color_bull": "#006644",
        "color_bear": "#DE350B",
        "color_buy": "#006644",
        "color_sell": "#DE350B",
        "color_hold": "#5E6C84",
        "bg_light": "#F7F5F0",
        "bg_card": "#ffffff"
    },
    "etf_universe": [
        "XLK",
        "SMH",
        "SOXX",
        "IGV",
        "SKYY",
        "CIBR",
        "AIQ",
        "XLV",
        "IBB",
        "XBI",
        "IHI",
        "XPH",
        "XLF",
        "KRE",
        "KBE",
        "IAI",
        "XLE",
        "XOP",
        "OIH",
        "ICLN",
        "XLY",
        "XLP",
        "XRT",
        "XHB",
        "JETS",
        "XLI",
        "ITA",
        "PAVE",
        "XTN",
        "XLB",
        "GDX",
        "LIT",
        "REMX",
        "XLC",
        "IYZ",
        "XLRE",
        "IYR",
        "XLU",
        "EWT",
        "KWEB",
        "ARKK",
        "ROBO",
        "HACK",
        "FINX",
        "ARKG",
        "MOO",
        "ITB",
        "XME",
        "COPX",
        "URA"
    ],
    "regime_allocations": {
        "_note": "Per-regime sizing and stop factors. aggressive_mult > 1.0 deploys more capital (IRA cap = 1.0). stop_tighten_factor < 1.0 narrows trailing stop distance; hard floor is never changed.",
        "BULL": {
            "aggressive_mult": 1.0,
            "stop_tighten_factor": 1.0
        },
        "BULL_OVERBOUGHT": {
            "aggressive_mult": 0.5,
            "stop_tighten_factor": 0.8
        },
        "NEUTRAL": {
            "aggressive_mult": 0.75,
            "stop_tighten_factor": 0.85
        },
        "CAUTIOUS": {
            "aggressive_mult": 0.5,
            "stop_tighten_factor": 0.7
        },
        "BEAR": {
            "aggressive_mult": 0.0,
            "stop_tighten_factor": 0.55
        },
        "CRISIS": {
            "aggressive_mult": 0.0,
            "stop_tighten_factor": 0.4
        }
    },
    "industry_regime_allocation": {
        "_note": "Entry-side position-size multiplier by shared.industry_rotation industry pulse_tier. BULL_EXTENDED backtested 2026-07-02 (587 tickers, 5y) at full 1.0x vs the old 0.5x reduction \u2014 it outperforms plain BULL on both return and tail risk, so reducing its size was working against the data. NEUTRAL is still scaled down (not full-allowed). CORRECTING/SOLD/OVERSOLD stay a hard block.",
        "BULL": 1.0,
        "BULL_EXTENDED": 1.0,
        "NEUTRAL": 0.25,
        "CORRECTING": 0.0,
        "SOLD": 0.0,
        "OVERSOLD": 0.0
    }
}

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