Config · levetf

atlas dual_momentum dynamo levetf megahold retirement401k sector_etf sector_pulse stock_scorer trendrunner

execution.json LEVETF

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

{
    "_note": "LevETF 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",
    "sizing": {
        "_note": "method: score_weighted. base_pct: equal-weight reference (each of 8 slots = 12.5%). max_positions lives in filters. VIX-size tiers are enforced at runtime.",
        "method": "score_weighted",
        "base_pct": 10,
        "max_pct": 20.0,
        "min_pct": 3.0,
        "vix_size_mult": {
            "vix_below_20": 1.0,
            "vix_20_to_25": 0.5,
            "vix_above_25_hold_only": true,
            "vix_above_30_exit_longs": true
        }
    },
    "brokers": {
        "_note": "account_id at the top level is documentation \u2014 config.py reads it from env vars and brain.py loops over all enabled brokers.",
        "schwab": {
            "enabled": true,
            "account_id": "14579432",
            "trade_stocks": false,
            "trade_etfs": true,
            "accounts": [
                {
                    "id": "14579432SCHW",
                    "label": "ThinkorSwim Margin",
                    "type": "MARGIN",
                    "number": "14579432SCHW",
                    "capital_estimate": 250000
                }
            ]
        },
        "moomoo": {
            "enabled": false,
            "account_id": "283445328441899086",
            "label": "MooMoo Margin",
            "type": "MARGIN",
            "trade_stocks": false,
            "trade_etfs": true,
            "accounts": [
                {
                    "id": "283445328441899086",
                    "label": "MooMoo Margin",
                    "type": "MARGIN",
                    "number": "283445328441899086",
                    "capital_estimate": 50000
                }
            ]
        }
    },
    "filters": {
        "_note": "Entry gates applied to every candidate before scoring. All must pass.",
        "max_positions": 6,
        "hold_zone": 6,
        "max_per_underlying": 3,
        "min_rsi_daily": 40,
        "min_dollar_volume": 40000,
        "score_hold_threshold": 40,
        "inverse_rsi_gate": 50,
        "reversal_bonus_pct": -4.0,
        "min_hold_minutes": 45,
        "require_ema20": true,
        "require_ema50": false
    },
    "vix_gates": {
        "_note": "vix_full: below this \u2192 full size. vix_cautious: 50% size (also blocks new entries \u2014 same threshold, dual effect). vix_exit_all: exit leveraged longs if vix > this AND vix RSI > vix_exit_rsi. cautious_size_mult: size multiplier during cautious regime.",
        "vix_full": 20.0,
        "vix_cautious": 25.0,
        "vix_exit_all": 25.0,
        "vix_exit_rsi": 50.0,
        "cautious_size_mult": 0.5
    },
    "risk": {
        "_note": "stop_loss_pct (hard stop from entry) and trailing_stop_pct (from peak). Whole percentages, e.g. 4.0 means 4%. surge_alert_pct: flag ETF as SURGE if up > this % today.",
        "stop_loss_pct": -4.0,
        "trailing_stop_pct": 6.0,
        "surge_alert_pct": 7.0,
        "daily_loss_halt_pct": 5.0,
        "trailing_stop_from_high_watermark": true,
        "inverse_surge_eject_pct": -10.0,
        "long_plunge_eject_pct": -10.0,
        "rsi_taper_start": 75.0,
        "rsi_taper_mid": 80.0,
        "rsi_taper_high": 85.0
    },
    "decay_filter": {
        "_note": "Blocks entry into 3x ETFs with persistent decay vs QQQx3. Thresholds are wide \u2014 only catches extreme spirals (semi crash vs QQQ).",
        "enabled": true,
        "alpha_5d_below": -20.0,
        "alpha_10d_below": -35.0
    },
    "euphoric_gate": {
        "_note": "Hard block on extended/overbought entries. rsi_above: RSI(14) > this blocks entry. ext_pct_above_sma20: price % above SMA20 blocks entry. Both must pass when enabled.",
        "enabled": true,
        "rsi_above": 78.0,
        "ext_pct_above_sma20": 40.0
    },
    "extended_hours": {
        "_note": "When true, orders outside regular NYSE hours (before 9:30 ET or after 16:00 ET) are submitted as extended-hours LIMIT orders. min_extended_volume: minimum dollar volume in the live quote to allow an extended-hours order (0 = disabled).",
        "enabled": true,
        "min_extended_volume": 500000
    },
    "exclude": {
        "_note": "Tickers in this list are never scored or entered. Edit here to permanently block specific 3x ETFs.",
        "tickers": [
            "XXXX",
            "YYYY",
            "ZZZZ"
        ]
    },
    "chop_hv_gate": {
        "_note": "Measured on the underlying ETF (e.g. QQQ for TQQQ), not the 3x ETF itself.",
        "enabled": false,
        "chop14_block_above": 61.8,
        "hv20_block_above": 70.0,
        "measured_on": "underlying_not_3x"
    },
    "leveraged_3x": [
        "TQQQ",
        "SPXL",
        "UDOW",
        "TNA",
        "SOXL",
        "TECL",
        "FNGU",
        "BULZ",
        "FAS",
        "DPST",
        "LABU",
        "CURE",
        "NAIL",
        "DFEN",
        "GDXU",
        "JNUG",
        "GUSH",
        "OILU",
        "YINN",
        "WEBL",
        "PILL",
        "RETL",
        "UTSL",
        "HIBL",
        "DRN",
        "TMF"
    ],
    "inverse_3x": {
        "_note": "always_enabled: when true, inverse ETFs are scored alongside longs regardless of VIX regime \u2014 lets you short specific sectors (e.g. SQQQ when SOXL crashes 45%) even in a BULL market. When false, only activates on EXTREME/ELEVATED VIX regime. tickers: the inverse 3x universe. elevated_size_mult: size multiplier for inverse rotation during ELEVATED VIX.",
        "always_enabled": false,
        "elevated_size_mult": 0.75,
        "tickers": [
            "SQQQ",
            "SPXU",
            "SOXS",
            "TECS",
            "FAZ",
            "SRTY",
            "TZA",
            "LABD",
            "DRV",
            "YANG",
            "SDOW"
        ]
    },
    "underlying_map": {
        "_note": "Maps each 3x ETF to the source ETF used for CHOP/HV20 decay detection. Must stay in sync with leveraged_3x and inverse_3x lists.",
        "TQQQ": "QQQ",
        "SQQQ": "QQQ",
        "SPXL": "SPY",
        "SPXU": "SPY",
        "UDOW": "DIA",
        "SDOW": "DIA",
        "TNA": "IWM",
        "SRTY": "IWM",
        "TZA": "IWM",
        "SOXL": "SOXX",
        "SOXS": "SOXX",
        "TECL": "XLK",
        "TECS": "XLK",
        "FNGU": "MAGS",
        "BULZ": "QQQ",
        "FAS": "XLF",
        "FAZ": "XLF",
        "DPST": "KRE",
        "LABU": "XBI",
        "LABD": "XBI",
        "CURE": "XLV",
        "NAIL": "ITB",
        "DFEN": "ITA",
        "GDXU": "GDX",
        "JNUG": "GDX",
        "GUSH": "XOP",
        "ERX": "XLE",
        "OILU": "XLE",
        "YINN": "FXI",
        "WEBL": "FDN",
        "PILL": "XPH",
        "RETL": "XRT",
        "UTSL": "XLU",
        "HIBL": "SPY",
        "DRN": "XLRE",
        "DRV": "XLRE",
        "YANG": "FXI",
        "TMF": "TLT"
    },
    "regime_allocations": {
        "_note": "aggressive_mult scales size_mult (VIX-tiered deployment) upward in BULL \u2014 e.g. BULL=1.20 on size_mult=0.8 \u2192 0.96. stop_tighten_factor is informational (LevETF exits by regime rule, not ATR stop). CRISIS/BEAR aggressive_mult < 1.0 reinforces the hardcoded zero-out.",
        "BULL": {
            "aggressive_mult": 1.25,
            "stop_tighten_factor": 1.0
        },
        "BULL_OVERBOUGHT": {
            "aggressive_mult": 1.0,
            "stop_tighten_factor": 0.8
        },
        "NEUTRAL": {
            "aggressive_mult": 1.0,
            "stop_tighten_factor": 0.85
        },
        "CAUTIOUS": {
            "aggressive_mult": 0.25,
            "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
        }
    }
}

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