{
  "generated_at": "2026-05-11",
  "best_frequency": "30min",
  "best_monthly_pct": 3.59,
  "strategies": {
    "30min_2factor": {
      "frequency": "30min",
      "monthly_pct": 3.59,
      "max_dd_pct": -1.3,
      "trades": 671,
      "factors": ["london_session_momentum", "london_session_drift"],
      "direction": 1,
      "session_hours": [7, 17]
    },
    "1h_2factor": {
      "frequency": "1h",
      "monthly_pct": 3.29,
      "max_dd_pct": -1.2,
      "trades": 621,
      "factors": ["london_session_momentum", "london_session_drift"],
      "direction": 1,
      "session_hours": [7, 17]
    },
    "1h_sma1030": {
      "frequency": "1h",
      "monthly_pct": 0.40,
      "max_dd_pct": -0.9,
      "signal": "price_only",
      "live_ready": true,
      "note": "Computable from OHLCV, no factor data needed"
    }
  },
  "active_live_strategy": "1h_sma1030",
  "active_backtest_strategy": "30min_2factor",
  "cost_bps": 2.14,
  "ftmo_safety": {
    "worst_day_pct": -1.08,
    "daily_limit_pct": -5.0,
    "total_limit_pct": -10.0
  }
}