{
  "_comment": "A+D Allocator Strategy Parameters - Snapshot from this run",
  "_version": "v0.1.0-SQL",
  "_run_metadata": {
    "run_id": "20251207_233112",
    "timestamp": "2025-12-07 23:31:38",
    "timezone": "Europe/Vienna (CET/CEST)",
    "config_hash": "d43810f8d03e5e55",
    "python_version": "3.12.3"
  },
  "optimization": {
    "lookback_days": 300,
    "weight_min": 0.2,
    "weight_max": 0.8,
    "weight_step": 0.01,
    "epsilon": 1e-08,
    "sharpe_tolerance": 1e-10
  },
  "rebalance_bands": {
    "sell_band": 0.05,
    "buy_band_base": 0.062,
    "buy_band_crash": 0.04
  },
  "transaction_costs": {
    "transaction_cost": 0.003
  },
  "crash_circuit": {
    "crash_1day_threshold": -0.086,
    "crash_3day_threshold": -0.175,
    "crash_window_length": 5,
    "crash_exposure_cap": 0.45
  },
  "winner_cap": {
    "roc_window": 20,
    "roc_threshold": 0.143,
    "sma_window": 70,
    "stretch_threshold": 1.3,
    "winner_weight_cap": 0.454,
    "winner_cap_window": 35
  },
  "initial_conditions": {
    "initial_value": 10000.0,
    "detailed_history_initial": 10000.0,
    "initial_weight_1": 0.5,
    "initial_weight_2": 0.5
  },
  "visualization": {
    "figure_dpi": 300,
    "plot_style": "seaborn-v0_8-darkgrid"
  },
  "export": {
    "export_detailed_history": true
  }
}