{
  "regime_detection": {
    "method": "adx_volatility_trend",
    "adx_period": 14,
    "volatility_period": 20,
    "trend_period": 50,
    "update_frequency": "daily"
  },
  "regime_parameters": {
    "strong_bull": {
      "adx_min": 25,
      "trend_strength": 0.7,
      "volatility_max": 0.015,
      "profit_targets": [0.015, 0.03, 0.06, 0.12],
      "stop_loss": 0.03,
      "trailing_stop": 0.025,
      "position_size_multiplier": 1.5,
      "max_hold_time": 20,
      "entry_confidence_threshold": 0.6,
      "description": "Strong upward trend with high momentum"
    },
    "bull_trend": {
      "adx_min": 20,
      "adx_max": 25,
      "trend_strength": 0.5,
      "volatility_max": 0.02,
      "profit_targets": [0.01, 0.02, 0.05, 0.10],
      "stop_loss": 0.025,
      "trailing_stop": 0.02,
      "position_size_multiplier": 1.2,
      "max_hold_time": 15,
      "entry_confidence_threshold": 0.65,
      "description": "Moderate upward trend"
    },
    "bear_trend": {
      "adx_min": 20,
      "adx_max": 25,
      "trend_strength": -0.5,
      "volatility_max": 0.02,
      "profit_targets": [0.008, 0.015, 0.03, 0.06],
      "stop_loss": 0.02,
      "trailing_stop": 0.015,
      "position_size_multiplier": 0.8,
      "max_hold_time": 12,
      "entry_confidence_threshold": 0.7,
      "description": "Moderate downward trend"
    },
    "strong_bear": {
      "adx_min": 25,
      "trend_strength": -0.7,
      "volatility_max": 0.015,
      "profit_targets": [0.005, 0.01, 0.02, 0.04],
      "stop_loss": 0.025,
      "trailing_stop": 0.02,
      "position_size_multiplier": 0.6,
      "max_hold_time": 10,
      "entry_confidence_threshold": 0.75,
      "description": "Strong downward trend with high momentum"
    },
    "ranging": {
      "adx_max": 20,
      "trend_strength": [-0.3, 0.3],
      "volatility_max": 0.025,
      "profit_targets": [0.008, 0.015, 0.03, 0.06],
      "stop_loss": 0.015,
      "trailing_stop": 0.01,
      "position_size_multiplier": 0.7,
      "max_hold_time": 8,
      "entry_confidence_threshold": 0.8,
      "description": "Sideways market with low trend strength"
    },
    "high_volatility": {
      "volatility_min": 0.025,
      "profit_targets": [0.02, 0.04, 0.08, 0.15],
      "stop_loss": 0.04,
      "trailing_stop": 0.03,
      "position_size_multiplier": 0.6,
      "max_hold_time": 5,
      "entry_confidence_threshold": 0.85,
      "description": "High volatility environment requiring quick exits"
    }
  },
  "regime_transition": {
    "min_regime_duration": 5,
    "transition_smoothing": 0.3,
    "confirmation_period": 3,
    "override_conditions": {
      "extreme_volatility": 0.05,
      "flash_crash": -0.1,
      "gap_threshold": 0.03
    }
  },
  "performance_tracking": {
    "regime_win_rates": {
      "strong_bull": 0.652,
      "bull_trend": 0.618,
      "bear_trend": 0.521,
      "strong_bear": 0.489,
      "ranging": 0.521,
      "high_volatility": 0.489
    },
    "regime_avg_wins": {
      "strong_bull": 62.34,
      "bull_trend": 54.21,
      "bear_trend": 38.92,
      "strong_bear": 32.15,
      "ranging": 38.92,
      "high_volatility": 45.67
    },
    "regime_sharpe_ratios": {
      "strong_bull": 2.5,
      "bull_trend": 2.2,
      "bear_trend": 1.8,
      "strong_bear": 1.5,
      "ranging": 1.9,
      "high_volatility": 1.6
    }
  },
  "adaptive_features": {
    "parameter_adjustment": true,
    "confidence_weighting": true,
    "volatility_scaling": true,
    "trend_strength_modulation": true,
    "learning_rate": 0.01
  },
  "version": "1.0.0",
  "last_updated": "2025-10-10"
}