Config · megahold

atlas dual_momentum dynamo levetf megahold retirement401k sector_etf sector_pulse stock_scorer trendrunner

execution.json MEGAHOLD

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

{
    "_note": "MegaHold master config \u2014 pure 3-month momentum rank on Nasdaq 100 (NQ100) or US Large-Caps (Mega100B), top-N score-weighted, weekly (Monday) rebalance, gated by a single market-wide rule: fully invested while market_gate.ticker is above its own daily EMA, fully in cash the moment it closes below (checked/acted on every scheduled run). Replaced the old per-stock EMA20/50/200+RSI+W%R gate stack 2026-07-14 \u2014 backtested worse than pure momentum ranking, see engines/megahold/backtest/gate_ablation_results.csv.",
    "execution_mode": "PAPER",
    "order_type": "market",
    "universe_mode": "NQ100",
    "weighting_mode": "score_weighted",
    "max_positions": 8,
    "transaction_cost": 0.001,
    "rebalance_weekday": 0,
    "_rebalance_weekday_note": "0=Monday..4=Friday. Monday backtested best (see backtest/best_rebalance_day_results.csv). Stock-selection rotation only happens on this weekday (or immediately on market re-entry) -- not every scheduled run.",
    "market_gate": {
        "_note": "Ticker must close above its own daily EMA(ema_period) for MegaHold to hold any positions at all -- checked every scheduled run, acted on same-day.",
        "ticker": "QQQ",
        "ema_period": 200
    },
    "brokers": {
        "webull": {
            "enabled": false,
            "account_id": "CUU96SE2",
            "label": "Webull Rollover IRA",
            "type": "RETIREMENT",
            "accounts": [
                {
                    "id": "CUU96SE2",
                    "label": "Webull Rollover IRA",
                    "type": "RETIREMENT",
                    "number": "CUU96SE2",
                    "capital_estimate": 100000
                }
            ]
        }
    },
    "filters": {
        "_note": "No longer used as pass/fail gates (removed 2026-07-14, see market_gate above) -- kept only as the indicator periods shown in the report table for context.",
        "wpr_period": 10,
        "rsi_period": 14
    }
}

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