MCP Hybrid Forecasting

{
  "tickers": {
    "default": ["AAPL", "MSFT", "GOOGL", "AMZN"],
    "large_cap": ["AAPL", "MSFT", "GOOGL", "AMZN", "TSLA", "NVDA", "META", "NFLX","AVGO", "ADBE", "CSCO"],
    "small_cap": ["ZM", "DOCU", "SNAP", "TWLO", "CRWD", "OKTA", "PINS"],
    "mid_cap": ["SHOP", "XYZ", "PLTR", "ZM", "DOCU", "SNAP"],
    "emerging_tech": ["TSLA", "NVDA", "AMD", "INTC", "QCOM", "AVGO","ASML","KLAC", "LRCX"],
    "financials": ["JPM", "BAC", "WFC", "C", "GS", "MS"],
    "healthcare": ["JNJ", "PFE", "MRK", "UNH", "ABT", "CVS"],
    "consumer_discretionary": ["AMZN", "TSLA", "NFLX", "NKE", "HD", "MCD"],
    "consumer_staples": ["PG", "KO", "PEP", "WMT", "COST", "TGT"],
    "utilities": ["NEE", "DUK", "SO", "D", "EXC", "AEP"],
    "energy": ["XOM", "CVX", "BP", "SLB", "EOG", "OXY"],
    "industrials": ["BA", "CAT", "DE", "MMM", "GE", "HON"],
    "materials": ["DD", "NEM", "FCX", "LIN", "APD", "VMC"],
    "real_estate": ["AMT", "PLD", "SPG", "O", "VTR", "DLR"],
    "telecommunications": ["T", "VZ", "TMUS", "CTL", "LUMN", "S"],
    "consumer_services": ["DIS", "CMCSA", "NFLX", "SBUX", "MCD", "YUM"],
    "cyclical": ["F", "GM", "TSLA", "NKE", "HD", "LOW"],
    "defensive": ["PG", "KO", "PEP", "WMT", "TGT", "CVS"],
    "growth": ["AAPL", "MSFT", "GOOGL", "AMZN", "TSLA", "NVDA", "META"],
    "tech_focus": ["AAPL", "MSFT", "GOOGL", "NVDA", "META"],
    "full_portfolio": ["AAPL", "MSFT", "GOOGL", "AMZN", "TSLA", "NVDA", "META", "NFLX"],
    "mega_cap": ["AAPL", "MSFT", "GOOGL", "AMZN", "TSLA", "NVDA", "META", "NFLX", "BRK-B", "UNH"],
    "lenny_golub":["COIN","GBTC","HOOD","MSTR","PYPL"],
    "custom": ["AAPL", "TSLA", "NVDA","AVGO"],
    "defence": ["LMT", "RTX", "NOC", "GD", "BA", "HWM","HWM","TXT","KTOS","LDOS"],
    "defence1": ["NOC"]
  },
  "trading_parameters": {
    "buy_threshold": 0.02,
    "sell_threshold": -0.02,
    "confidence_threshold": 0.6,
    "max_position_size": 0.1,
    "stop_loss": 0.05,
    "take_profit": 0.10
  },
  "data_parameters": {
    "lookback_period": "1y",
    "update_frequency": "daily",
    "data_source": "yfinance"
  },
  "model_parameters": {
    "arima": {
      "orders_to_try": [[1,1,1], [1,1,2], [2,1,1], [2,1,2], [0,1,1], [1,1,0]],
      "seasonal": false,
      "max_p": 3,
      "max_d": 2,
      "max_q": 3
    },
    "xgboost": {
      "n_estimators": 150,
      "max_depth": 4,
      "learning_rate": 0.1,
      "subsample": 0.8,
      "colsample_bytree": 0.8,
      "n_lags": 5,
      "technical_indicators": true,
      "volume_features": true
    }
  },
  "risk_management": {
    "max_volatility": 0.05,
    "min_confidence": 0.6,
    "diversification_limit": 0.3,
    "sector_limits": {
      "technology": 0.6,
      "finance": 0.2,
      "healthcare": 0.2
    }
  },
  "output_settings": {
    "save_results": true,
    "output_directory": "results/trading_signals",
    "chart_generation": false,
    "email_alerts": false
  }
}