{
  "symbol": "US500",
  "timeframe": "H1",
  "lookback": 48,
  "num_features": 24,
  "feature_columns": [
    "open",
    "high",
    "low",
    "close",
    "tick_volume",
    "rsi",
    "ema20_n",
    "ema50_n",
    "atr_n",
    "price_change",
    "high_low_ratio",
    "volume_ma",
    "volume_ratio",
    "rsi7_n",
    "rsi21_n",
    "rsi_fast_slow_spread",
    "rsi_velocity",
    "rsi_accel",
    "rsi_dist_mid_50",
    "rsi_cross_overbought",
    "rsi_cross_oversold",
    "rsi_cross_50_up",
    "rsi_cross_50_down",
    "session_asian_utc"
  ],
  "num_classes": 5,
  "class_names": [
    "HOLD",
    "BUY",
    "SELL_SHORT",
    "CLOSE_LONG",
    "CLOSE_SHORT"
  ],
  "train_window": [
    "2010-01-01",
    "2020-01-01"
  ],
  "oos_window": [
    "2020-01-01",
    "2025-01-01"
  ],
  "scaler_fit_on": "train_only_rows_before_2020",
  "clustering": "KMeans n=12 on forward returns (1,2,4,8,16) ATR-norm; sample reweight train",
  "scaler_feature_min": [
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  "scaler_feature_max": [
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  "scaler_scale": [
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  "oos_val_accuracy": 0.293920636177063,
  "oos_val_loss": 1.5438036918640137,
  "notes": "ONNX for repo EAs; convert to ENKS externally if required."
}