Config · dynamo

atlas dual_momentum dynamo levetf megahold retirement401k sector_etf sector_pulse stock_scorer trendrunner

execution.json DYNAMO

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

{
    "_note": "Dynamo master config \u2014 pure absolute momentum engine. Built for ruthless daily alpha capture across SP500 + NDX100. All values configurable; nothing hardcoded in Python.",
    "execution_mode": "PAPER",
    "duplicate_signal_cooldown_sec": 1800,
    "_note_duplicate_signal_cooldown": "submit_signals() skips re-queuing a ticker+side if the same (engine, account, ticker, side) already has a PLACED signal within this many seconds -- guards against stacking duplicate orders while a previous one (e.g. an unfilled LIMIT) is still resting at the broker. Confirmed live 2026-07-13: with no such check, an exit condition that stayed true across watchdog reactive_exits' ~10-min polls re-queued a brand new full-size SELL every poll -- WY stacked 8 duplicate 249-share orders over 2.5 hours before one finally filled. 1800s (30 min) is 3x the reactive_exits interval, giving one order a real chance to fill before a duplicate is allowed.",
    "_note_brokers": "enabled and bp_gate_pct are live strategy params. account_id is documentation only \u2014 config.py reads it from env vars.",
    "brokers": {
        "webull": {
            "enabled": true,
            "account_id": "CUY8H937",
            "trade_stocks": true,
            "trade_etfs": false,
            "bp_gate_pct": 0.01,
            "capital_estimate": 150000
        },
        "moomoo": {
            "enabled": false,
            "account_id": "283445328441899086",
            "trade_stocks": true,
            "trade_etfs": false,
            "bp_gate_pct": 0.01,
            "capital_estimate": 60000
        },
        "public": {
            "enabled": false,
            "account_id": "5OP43743",
            "trade_stocks": true,
            "trade_etfs": false,
            "bp_gate_pct": 0.01,
            "capital_estimate": 60000
        }
    },
    "universe": {
        "_note": "SP500 + NDX100 tickers from shared_cache/universe.json. max_tickers is a ceiling, not a target.",
        "max_tickers": 2000,
        "min_price": 5.0,
        "max_price": 10000.0,
        "min_avg_volume": 500000,
        "earnings_guard_days": 0,
        "sp500_cache_hours": 24
    },
    "_note_sector_etfs": "Sector ETF map kept for report leaderboard only \u2014 not used in scoring (absolute momentum).",
    "sector_etfs": {
        "Technology": "XLK",
        "Healthcare": "XLV",
        "Financials": "XLF",
        "Consumer Discretionary": "XLY",
        "Industrials": "XLI",
        "Communication Services": "XLC",
        "Energy": "XLE",
        "Consumer Staples": "XLP",
        "Utilities": "XLU",
        "Real Estate": "XLRE",
        "Materials": "XLB"
    },
    "vix_thresholds": {
        "_note": "Used by core/regime.py. buy_max\u2192BUY, nobuy_max\u2192NO-BUY, crisis_above\u2192CRISIS, emergency_exit\u2192liquidate all, vix_spike_pct\u2192single-day % rise forces NO-BUY.",
        "buy_max": 20.0,
        "nobuy_max": 30.0,
        "crisis_above": 40.0,
        "emergency_exit": 45.0,
        "vix_spike_pct": 15.0
    },
    "weights_buy": {
        "_note": "Pure momentum + volume confirmation. No fundamentals/growth/value/risk \u2014 they dilute signal and don't change intraday.",
        "momentum": 0.8,
        "volume_mom": 0.2
    },
    "weights_nobuy": {
        "momentum": 0.7,
        "volume_mom": 0.3
    },
    "weights_riskoff": {
        "momentum": 0.5,
        "volume_mom": 0.5
    },
    "weights_crisis": {
        "momentum": 0.1,
        "volume_mom": 0.1
    },
    "zone_thresholds": {
        "_note": "Rank-percentile cutoffs from portfolio/scorer.py. BUY=90 -> top 10% of the scored universe only ever gets bought/held (tightened from 85/top-15% 2026-07-13 -- 'ruthless, top 10% only' per explicit request). HOLD/WATCH below that are display-only zones, never entered.",
        "BUY": 90,
        "HOLD": 75,
        "WATCH": 50
    },
    "portfolio": {
        "_note": "Position limits, stops, and RSI exit/taper thresholds. hold_rank_limit=10 \u2192 keep top 10% of the scored universe (a real percentage as of 2026-07-10 -- previously portfolio/manager.py compared this value directly against the raw rank number, so 15 actually meant 'top 15 stocks of ~500', not top 15%. That forced near-total churn since entries come from a much wider ~69-name BUY zone -- see project memory).",
        "max_positions": 20,
        "hold_rank_limit": 15,
        "min_hold_days": 2,
        "sizing_base_pct": 3.5,
        "sizing_min_pct": 1.5,
        "sizing_max_pct": 10.0,
        "stock_mult_min": 0.25,
        "stock_mult_max": 3.0,
        "_note_stock_mult": "The per-stock momentum gate, parallel to market_exposure but driven entirely by that stock's own rank/score, not the market regime. Each ranked stock's blended rank/score strength (0..1) maps linearly onto [stock_mult_min, stock_mult_max] -- the best-ranked name in the BUY zone gets up to 3.0x sizing_base_pct, the weakest name still inside the top-10% cutoff gets down to 0.25x. Recomputed fresh every run (hourly), so a stock's own position size scales up as its momentum strengthens and down as it fades -- independent of BULL/BEAR/CRISIS, which only scales the total pool this sizing draws from.",
        "sizing_method": "score_weighted",
        "score_weight_pct": 0.5,
        "rank_weight_pct": 0.5,
        "hard_stop_pct": -0.04,
        "trailing_atr_mult": 3.0,
        "atr_tighten_above": 0.15,
        "atr_tighten_mult": 1.0,
        "rsi_tighten_at": 78,
        "choke_stop_rsi_threshold": 75
    },
    "prescreen": {
        "_note": "Relaxed for active/turnaround capture: EMA50 gate OFF (catches beaten-down bounces), RSI floor raised to 40 so only genuinely weak names are excluded. No RSI max block \u2014 momentum decides.",
        "ema50_required": false,
        "rsi_min": 40,
        "rsi_max": 90
    },
    "extended_hours": {
        "_note": "enabled: when true, orders outside regular NYSE hours are submitted as extended-hours LIMIT orders. min_volume_pct/min_move_pct/max_move_pct filter illiquid pre/post-market moves in determine_entries(). min_extended_volume: minimum dollar volume in the live quote for extended-hours orders (0=disabled).",
        "enabled": true,
        "min_extended_volume": 200000,
        "min_volume_pct": 0.05,
        "min_move_pct": 2.0,
        "max_move_pct": 8.0
    },
    "momentum": {
        "_note": "Active-account tilt: 1d dominates (0.5) so the live-stitched daily move drives ranking; 3d/5d add light confirmation. reversal term (r1d - k*r5d) rewards turnarounds (strong today, weak week) \u2014 the exact semis-bounce pattern.",
        "r1d_weight": 0.5,
        "r3d_weight": 0.3,
        "r5d_weight": 0.2,
        "reversal_k": 1.0,
        "reversal_weight": 0.3,
        "sector_relative": false,
        "min_history_days": 10
    },
    "indicators": {
        "rsi_period": 14,
        "ema_short": 20,
        "ema_mid": 50,
        "ema_long": 200,
        "atr_period": 14,
        "rvol_period": 20
    },
    "report": {
        "top_n_tickers": 30,
        "engine_name": "DYNAMO",
        "engine_version": "2.0.0",
        "color_buy": "#00d084",
        "color_nobuy": "#f5a623",
        "color_riskoff": "#e54b4b",
        "color_crisis": "#8b0000"
    },
    "market_exposure": {
        "_note": "THE single market-wide gate -- replaces the old margin_full_mult + regime_allocations (aggressive_mult) + market_pulse long_mult, which were three separate multipliers all derived from the same regime signal and stacking on each other. exposure_mult scales TOTAL deployable equity only, applied once (core/margin.py -> sizing.py's dollar_value calc). It never touches which stock gets how much of that pool -- that split is still driven purely by each stock's own rank/score (portfolio/sizing.py's rank_pct/score_scaled). Keyed on shared.market_pulse's label (BULL/NEUTRAL/CAUTIOUS/BEAR/CRISIS) -- the single authoritative regime source for this gate. stop_tighten narrows the trailing ATR stop distance in the same regime; bundled here because it reacts to the same one signal, not because it's another sizing lever. Recalibrated 2026-07-13 after a real losing day: BEAR/CRISIS now cut hard (0.20x / 0.0x) instead of the old aggressive_mult=0.0 bug that zeroed the sizing-percent clamp and forced positions down to a 1-share stub instead of a real, controlled reduction.",
        "BULL": {
            "exposure_mult": 3.0,
            "stop_tighten": 0.6
        },
        "NEUTRAL": {
            "exposure_mult": 1.0,
            "stop_tighten": 0.6
        },
        "CAUTIOUS": {
            "exposure_mult": 0.75,
            "stop_tighten": 0.6
        },
        "BEAR": {
            "exposure_mult": 0.2,
            "stop_tighten": 0.5
        },
        "CRISIS": {
            "exposure_mult": 0.0,
            "stop_tighten": 0.4
        }
    },
    "qqq_gate": {
        "_note": "Dynamic trend gate on Nasdaq 100 -- caps (never raises) market_exposure's exposure_mult when tech/growth underperforms.",
        "enabled": true,
        "ema_period": 20,
        "margin_cap": 1.0
    }
}

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