name: top1_every_5_days_p05_cost15bp top_n: 1 rebalance_frequency: every_5_days commission_bps: 7.5 slippage_bps: 7.5 cash_return: 0.0 risk_penalty_multiplier: 0.5 momentum_weights: ret_5d: 0.20 ret_10d: 0.25 ret_20d: 0.30 ret_60d: 0.25 start_date: "2019-12-31"
