{
  "format_version": 1,
  "kind": "campaign",
  "name": "arc4-breadth-mom-vnorm",
  "description": "Arc 4 breadth test of vol-normalized H1 momentum: the only family with a regime-robust WF-OOS positive (US500, P(E[R]<=0) < 0.05 in all three arc3 regimes) asked across the 21-instrument universe. Wide-stop regimes (vol{60,k6}, vol{60,k12}), vol slippage cost. If risk-adjusted momentum is a genuine cross-asset effect, the index family should lean positive together; a lone US500 flag with 0-sign-agreement elsewhere reads as selection luck across the arc3 program.",
  "seed": 0,
  "data": {
    "instruments": [
      "GER40",
      "US500",
      "EURUSD",
      "XAUUSD",
      "US30",
      "NAS100",
      "UK100",
      "JPN225",
      "HK50",
      "FRA40",
      "GBPUSD",
      "USDJPY",
      "AUDUSD",
      "USDCAD",
      "USDCHF",
      "NZDUSD",
      "EURAUD",
      "XAGUSD",
      "NatGas",
      "BTCUSD",
      "ETHUSD"
    ],
    "windows": [
      {
        "from_ms": 1514764800000,
        "to_ms": 1782863999999
      }
    ]
  },
  "risk": [
    {
      "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"
    ]
  }
}