{
  "strategy_name": "Trend Join Long",
  "direction": "long_only",
  "trade_timeframe": "5m",

  "universe_filters": {
    "market": "small_cap_mid_cap",
    "min_market_cap_usd": 200000000,
    "max_market_cap_usd": 10000000000,
    "min_price_usd": 1.0,
    "max_price_usd": 25.0
  },

  "daily_filters": {
    "D1_above_prior_day_high": true,
    "D2_prior_close_above_sma200": true,
    "D3_min_gap_pct_from_prior_close": 3.0
  },

  "intraday_filters": {
    "I1_above_premarket_high": true,
    "I2_above_today_hod": true,
    "I3_rvol_min": 2.0,
    "I3_rvol_lookback_days": 14
  },

  "time_filter": {
    "earliest_entry_et": "09:35",
    "latest_entry_et": "15:30",
    "force_close_et": "15:51",
    "rth_open_et": "09:30",
    "rth_close_et": "16:00"
  },

  "exit": {
    "initial_stop_rule": "lod_minus_1pct",
    "partial_profit_trigger_R": 0.75,
    "partial_profit_fraction": 0.3333,
    "breakeven_trigger_R": 1.0,
    "post_breakeven_trail": "swing_low_5m_2_2"
  },

  "risk": {
    "max_risk_per_trade_pct": 2.0,
    "max_position_size_pct_of_portfolio": 40,
    "max_concurrent_positions": 5,
    "max_daily_exposure_pct": 80
  }
}
