{
  "format_version": 1,
  "kind": "campaign",
  "name": "arc3-mom-vnorm-h1",
  "description": "Arc 3 family mom-vnorm-h1: On H1 bars, the SIGN of vol-normalized momentum carries directional information: score = (close - close_{t-n}) / sqrt(mean of squared 1-bar returns over L bars) is a unit-free, risk-adjusted momentum that should be positive before up-moves and negative before down-moves, so a bias equal to sign(score) (squashed by Bias) should earn a positive net-of-cost expectancy_r on H1 and generalize across in",
  "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": "05045dfaa1e399c12505e21dc87c36a61b7bbfda75c0bebc2e95a9be5bfd9e42"
      },
      "axes": {
        "mom_lag.lag": {
          "kind": "I64",
          "values": [
            24,
            72,
            120
          ]
        },
        "vol_avg.length": {
          "kind": "I64",
          "values": [
            24,
            72,
            120
          ]
        }
      }
    }
  ],
  "process": {
    "ref": {
      "content_id": "41863fcae9300b334056c6f2a899e8c2672ecb29387d294e9a6e58f159ef51b4"
    }
  },
  "presentation": {
    "persist_taps": [],
    "emit": [
      "selection_report"
    ]
  }
}