Operate under a 4.0× volatility regime with zero directional drift. Study order book spread expansion and execution discipline.
Information:
Scenario Parameters & Objective
Macro / Market Overlay: Uncertainty quadruples volatility (4.0×) while mean drift remains 0.0%. Intraday swings test limit-order placement.
Objective: Preserve capital and capture mean-reverting fills using limit orders instead of market orders.
Window Duration: 14 simulated trading days · Starting Endowment: 100,000 MAD
