Earnings Target DTE Min
What it does
Minimum DTE on the expiration chosen for earnings plays. The expiration must still fall after the earnings date. The old 7-day floor existed because near-dated 4-leg combos ate too much credit on the spread, so a tight expiry could not be built cleanly. That liquidity problem is now solved by the per-symbol naked-strangle opt-in (see /docs/earnings-naked-symbols) instead of by delaying entry, so the floor is back to 1. The 1-14 window is now a sanity bound on where the resulting expiry lands, not the entry-timing control. The setting that actually controls entry timing is /docs/entry-max-days-before-earnings.
When to change it
Leave at 1 in almost all cases. The 1-14 band is now just a sanity bound on the chosen expiry; it no longer governs how early the trade opens. To change how close to the report the engine enters, adjust earnings_entry_max_days_before_earnings (see /docs/entry-max-days-before-earnings), not this floor. Raise the floor above 1 only if you specifically want to forbid the very nearest expiries.
Safe range
1 to 14. 1 is the normal default floor, not a risky edge. There is no longer a 5-14 'safe' sub-range; the per-symbol naked-strangle opt-in, not a raised DTE floor, is what handles tight near-dated liquidity.
Example
Earnings on Wednesday after close. The following Friday (2 DTE) now passes at a 1-14 window, where it used to fail the old 7-day minimum. Entry timing is governed separately by the proximity gate (earnings_entry_max_days_before_earnings).