[ib]
host = "127.0.0.1"
port = 4002             # IB Gateway: paper 4002 / live 4001; TWS: paper 7497 / live 7496
client_id = 17
health_client_id = 18   # `ibkr-quant gateway` probe; differs so it never collides with a running job
account = ""            # empty = the single account managed by this login
market_data_type = 3    # 1 = live (needs subscription), 3 = delayed (free, for testing)
allow_live = false      # refuse to connect to non-paper accounts unless true

[data]
universe = "data/universe.csv"
bars = "data/bars/daily.csv"
bars_duration = "2 Y"    # the strategy needs > 252 sessions

# overnight_recovery_top10, ported from quant-trading strategies/robust_momentum.py:
# overnight-return momentum (12m, skip 1m) + distance from the 126-day low, signal on
# sessions through yesterday's close, equal-weight top_n filled at today's close.
[strategy]
top_n = 10
rebalance_every = 10    # sessions; nothing trades in between and weights drift
buffer = 2.0            # keep a held name while ranked within top_n * (1 + buffer)
anchor = 2026-09-29     # first rebalance session; then every rebalance_every sessions

[execution]
order_type = "MOC"      # MOC (submit 09:30-15:45 ET) | LMT
limit_offset_bps = 20   # LMT only: price = snapshot * (1 ± offset)
cash_buffer = 0.02      # fraction of NAV kept in cash
resize_band = 0.10      # leave a held name alone while within 10% of its target value
min_trade_value = 50.0  # skip trades below max(min_trade_value, min_trade_fraction * NAV);
min_trade_fraction = 0.001  # full exits always trade