{ "format_version": 1, "kind": "campaign", "name": "arc3-bo-h1-volregime", "description": "Arc 3 family bo-h1-volregime: Conditioning the Arc-1 H1 donchian breakout on a volatility-EXPANSION regime reshapes the breakout R-distribution. The base signal is the prev-bar channel breakout (long_latch = Latch(close > prev-bar RollingMax, close < prev-bar RollingMin), short_latch the mirror). The regime is non-directional: on H1 returns r = close \u2212 Delay(close,1), vol_short = Sqrt(SMA(r\u00b2, Ls)) and vol_long = Sqrt(SMA(r\u00b2, L", "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": "f878dc0f0837bad88585286f709f55ad5058c7948554a136e544397ca3f43a59" }, "axes": { "channel_length": { "kind": "I64", "values": [ 24, 48, 96 ] }, "vol_long.length": { "kind": "I64", "values": [ 48, 96, 192 ] } } } ], "process": { "ref": { "content_id": "41863fcae9300b334056c6f2a899e8c2672ecb29387d294e9a6e58f159ef51b4" } }, "presentation": { "persist_taps": [], "emit": [ "selection_report" ] } }