Edit optimizer/optimize_sol_extended.toml

# SOL Extended-Bounds Optimizer
#
# SOL 15m optimize_vol_calibration.toml run: Sharpe 12.13 (good) but:
# - vol_floor = 0.70 (MAX bound hit) → true optimum may want vol_floor > 0.70
# - ev_hold_theo_threshold = 0.35 (MIN bound hit) → true optimum may want < 0.35
# Both params at walls: the PSO swarm could not escape the search boundary.
#
# This config extends the bounds to find the true optimum for SOL.
# ewma_lambda added for completeness — SOL may also benefit from lambda tuning,
# though the vol_floor hitting max suggests the raw EWMA vol was also low for SOL.
#
# If SOL's optimum settles at vol_floor ~1.0+ it means the EWMA underestimates
# SOL's realized volatility (possibly due to lookback being too short or lambda
# too high). The optimizer can then co-tune ewma_lambda + vol_floor together.

replay_dir = "replay_data/15m_live_recording_20260224_223827"
slugs = ["sol-up-or-down-15m"]
strategy_type = "cryptoprices"
template_config = "config/live/live-sol-eth-15m.toml"

[parameter_space.strategy]
vol_floor               = { min = 0.30, max = 1.50 }
ev_hold_theo_threshold  = { min = 0.10, max = 0.60 }
#hold_to_maturity_seconds = { min = 120,  max = 600  }
#stop_loss_pct           = { min = 0.15, max = 0.50 }
ewma_lambda             = { min = 0.05, max = 0.30 }

[parameter_space.global]
#stop_loss_timeout          = { min = 5,    max = 30   }
#stop_loss_recovery_buffer  = { min = 0.01, max = 0.05 }

[objective]
function = "sharpe_ratio"

[pso]
swarm_size          = 20
max_iterations      = 50
inertia_weight      = 0.729
cognitive_coefficient = 1.49445
social_coefficient  = 1.49445