This is a faithful translation of the MIT-licensed pinkfish example 'double-7s-ave-portfolio' by Farrell Aultman (https://github.com/fja05680/pinkfish/blob/18a0d557ead25e0e82de3ece86bcab6c325a59ed/examples/portfolios/double-7s-ave-portfolio/strategy.py). The credit belongs to the author. The rules come from Larry Connors and Cesar Alvarez, 'Short Term Strategies that Work'. It is a tradeable strategy, not a utility. With the default options (periods=[7], sma=200, use_regime_filter=True, margin=1.0, use_adj=False), the 'portfolio' has one synthetic symbol, SPY_7. It reduces to the classic single-ETF Double 7s: a daily mean-reversion dip-buy. The source passes the symbol in at runtime. Its examples use SPY, so we trade SPY.USEQ on 1-DAY bars. These bars have decades of history, which gives the factory's most robust backtest venue for this mechanism. USEQ is commission-free, with about 0.02-0.05% round-trip spread and impact. Dividends are not in PnL. The prices are split-adjusted, and SPY has never split, so use_adj=False is matched. The strategy is long-only with no shorts and no leverage. The source's margin=1.0 means the position is sized at 100% of equity × weight. Do NOT add any 'leverage' key to the optimization plan. The engine default (1.0) already equals the source. Any performance claimed by the source is unverified; our backtest with real costs decides. Portfolio-diversity note: this is a long-only single-symbol hypothesis. It is admitted because it is a user-requested faithful port, it is on the under-used USEQ venue (6.6%) rather than BINANCE futures, and it is not crypto/BTC.