# best_artifacts

ts_utc: 2026-03-06 05:36:31
config_path: configs/etf_universe_industry_profiled.json
out_equity: data/etf_trend_equity_2020_2025_v15_best_confirm.parquet
out_weights: data/etf_trend_equity_2020_2025_v15_best_confirm_weights.parquet
out_trades: data/etf_trend_equity_2020_2025_v15_best_confirm_trades.parquet
params_json:
  {"ann_return": 0.2903126188408862, "ann_vol": 0.2518608248495592, "max_drawdown": -0.20451394712482074, "sharpe": 1.1526708014805198, "trades_per_year": 70.5, "max_positions": 3, "desired_positions_min": 1, "desired_positions_max": 3, "rebalance_every": 1, "replace_score_gap": 0.5, "max_replaces_per_day": 1, "sma_fast": 3, "sma_slow": 30, "atr_window": 14, "atr_mult": 3.2, "profit_tighten_atr": 4.0, "atr_mult_profit": 1.5, "stop_loss_atr": 3.2, "macro_min_breadth": 0.15, "macro_down_frac": 0.8, "macro_scale_risk_off": 0.0, "bias_window": 20, "bias_exit": 0.25, "vol_short": 5, "vol_long": 20, "vol_ratio_exit": 3.0, "min_score": 0.0, "score_vol_denom_floor": 0.02, "trend_strength_weight": 0.6, "w_r5": 0.25, "w_r20": 0.45, "w_r60": 0.2, "w_r120": 0.1, "min_history_days": 120, "cooldown_days": 5, "min_hold_days": 3, "lazy_days": 8, "rebalance_band": 0.06, "vol_window": 20, "max_weight_per_asset": 0.9, "concentration_power": 2.2, "port_vol_window": 60, "target_ann_vol": 0.25, "new_asset_days": 30, "new_asset_max_w": 0.2, "trial": 400, "seed": 121}


