top1_every_5_days_p05_trend3.yaml 206 B

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  1. name: top1_every_5_days_p05_trend3
  2. top_n: 1
  3. rebalance_frequency: every_5_days
  4. commission_bps: 0.0
  5. slippage_bps: 0.0
  6. cash_return: 0.0
  7. risk_penalty_multiplier: 0.5
  8. trend_min_rules: 3
  9. start_date: "2019-12-31"