Risk Parameters (stable defaults — edit sparingly, diffs matter)

Stage 03 reads this file; the strategy spec may override individual values.

Data window (v1)

window: start: 2026-02-27 # ~6 months back; stage 01 narrows to contract reality end: 2026-08-27

Costs

costs: slippage_model: mid_half_spread # each fill at mid ± half observed spread min_tick: 0.01 # options tick floor commissions_per_contract: 0.0 # 0 by default; operator may set

Sessions

session: default: RTH # 09:30–16:00 ET hard_exit_et: "15:45" # house rule: flat before the close extended_allowed: false # only if strategy spec explicitly enables

Sizing

sizing: mode: fixed_contract contracts: 1

Exits (defaults; spec overrides)

exits: breakeven_after_t1: false

Cache

cache: path: shared/data/backtest_cache.sqlite3 key: (contract, timespan, window) # cache-first; never re-pull existing rows max_rows_per_table: 5000000

Validation

validation: no_lookahead: true low_n_threshold: 30 # reports must flag results below this trade count split: none # optional in-sample/out-of-sample date split

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