{
  "format_version": 1,
  "kind": "campaign",
  "name": "arc3-meanrev-z-h1",
  "description": "Arc 3 family meanrev-z-h1: On H1 bars, price deviations from the local mean mean-revert, so fading the deviation carries positive expectancy. We compute a rolling z-score z = (close \u2212 SMA(close,L)) / rollingStd(close,L) over a window L spanning ~1\u201310 trading days of H1 bars, and take bias = Bias(\u2212z \u00b7 scale), i.e. we go short when close is stretched above its local mean and long when stretched below. CONFIRM if pooled WF-OOS",
  "seed": 0,
  "data": {
    "instruments": [
      "GER40",
      "US500",
      "EURUSD",
      "XAUUSD"
    ],
    "windows": [
      {
        "from_ms": 1514764800000,
        "to_ms": 1782863999999
      }
    ]
  },
  "risk": [
    {
      "vol": {
        "length": 3,
        "k": 2.0
      }
    },
    {
      "vol": {
        "length": 60,
        "k": 6.0
      }
    },
    {
      "vol": {
        "length": 60,
        "k": 12.0
      }
    }
  ],
  "cost": [
    {
      "vol_slippage": {
        "slip_vol_mult": 0.1
      }
    }
  ],
  "strategies": [
    {
      "ref": {
        "content_id": "d4e341ef35e8dad90a9a26cf484a1f2d1b71bb631a7e5fb4d547779066ba5bea"
      },
      "axes": {
        "window": {
          "kind": "I64",
          "values": [
            24,
            96,
            240
          ]
        },
        "fade.scale": {
          "kind": "F64",
          "values": [
            0.5,
            1.0,
            2.0
          ]
        }
      }
    }
  ],
  "process": {
    "ref": {
      "content_id": "41863fcae9300b334056c6f2a899e8c2672ecb29387d294e9a6e58f159ef51b4"
    }
  },
  "presentation": {
    "persist_taps": [],
    "emit": [
      "selection_report"
    ]
  }
}