directional:
  model_weights:
    trend: 0.35
    momentum: 0.25
    mean_reversion: 0.15
    carry: 0.10
    macro: 0.15

relative_value:
  lookback: 60
  spread_zscore_threshold: 1.0
  model_weights:
    spread: 0.5
    momentum_diff: 0.3
    carry_diff: 0.2

confidence:
  agreement_weight: 0.25
  regime_stability_weight: 0.20
  data_quality_weight: 0.20
  volatility_penalty_weight: 0.20
  event_penalty_weight: 0.15