Base Config — shared across all runs
Signal Rank — sort candidates by ROC(N) before bar-by-bar; higher momentum gets first slot
Trend Filter — hard gate: removes symbols whose prior close is below MA(N)
Selection — picks top N by relvol or gap% each session from the symbol pool
Execution — bar close (market) = no slippage adj; next bar open = fills on open of next bar
Expiry — max bars after OR closes before entry signal expires (ORB strategies only)
Stop × — stop distance = N × ATR from entry price