trend:
  slope_threshold: 0.0005
  mr_band: 0.003

volatility:
  low_quantile: 0.3
  high_quantile: 0.7
  stress_quantile: 0.9

dollar:
  neutral_band: 0.2

risk:
  stress_vol_threshold: 0.75
  risk_off_equity_threshold: -0.01