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Merged
Pigbibi merged 1 commit into from
Jun 9, 2026
Merged

Promote dynamic TQQQ volatility delever #111

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13 changes: 10 additions & 3 deletions src/us_equity_strategies/catalog.py
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Original file line number Diff line number Diff line change
Expand Up @@ -79,7 +79,7 @@
},
TQQQ_GROWTH_INCOME_PROFILE: {
"benchmark_symbol": "QQQ",
"managed_symbols": ("TQQQ", "QQQ", "BOXX", "SCHD", "DGRO", "SGOV", "SPYI", "QQQI"),
"managed_symbols": ("TQQQ", "QQQM", "BOXX", "SCHD", "DGRO", "SGOV", "SPYI", "QQQI"),

@chatgpt-codex-connector chatgpt-codex-connector Bot Jun 9, 2026

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P1 Badge Keep legacy QQQ sleeve managed during migration

When an account already holds the old default unlevered sleeve (QQQ), removing it from managed_symbols makes the entrypoint/plan stop targeting or selling that position while total_equity still includes its value. In that upgrade scenario the strategy will allocate new TQQQ/QQQM/BOXX targets off the full account equity but leave the existing QQQ holding unmanaged, producing excess NASDAQ exposure instead of rotating the sleeve to QQQM. Include QQQ as a managed/sell-only legacy symbol or otherwise emit a zero target until old holdings are liquidated.

Useful? React with 👍 / 👎.

"income_threshold_usd": 250000.0,
"qqqi_income_ratio": 0.10,
"cash_reserve_ratio": 0.02,
Expand All @@ -93,7 +93,7 @@
"attack_allocation_mode": "fixed_qqq_tqqq_pullback",
"dual_drive_qqq_weight": 0.45,
"dual_drive_tqqq_weight": 0.45,
"dual_drive_unlevered_symbol": "QQQ",
"dual_drive_unlevered_symbol": "QQQM",
"dual_drive_cash_reserve_ratio": 0.02,
"dual_drive_allow_pullback": True,
"dual_drive_require_ma20_slope": True,
Expand All @@ -104,6 +104,13 @@
"dual_drive_volatility_delever_enabled": True,
"dual_drive_volatility_delever_window": 5,
"dual_drive_volatility_delever_threshold": 0.28,
"dual_drive_volatility_delever_exit_threshold": 0.28,
"dual_drive_volatility_delever_threshold_mode": "rolling_percentile",
"dual_drive_volatility_delever_dynamic_lookback": 252,
"dual_drive_volatility_delever_dynamic_percentile": 0.90,
"dual_drive_volatility_delever_dynamic_min_periods": 126,
"dual_drive_volatility_delever_dynamic_floor": 0.24,
"dual_drive_volatility_delever_dynamic_cap": 0.36,
"dual_drive_volatility_delever_taco_veto_enabled": True,
"dual_drive_macro_risk_governor_enabled": True,
"dual_drive_crisis_defense_enabled": True,
Expand Down Expand Up @@ -328,7 +335,7 @@ def _build_strategy_definition(
TQQQ_GROWTH_INCOME_PROFILE: StrategyMetadata(
canonical_profile=TQQQ_GROWTH_INCOME_PROFILE,
display_name="TQQQ Growth Income",
description="QQQ/TQQQ dual-drive growth profile with BOXX/cash defense and additive income sleeve.",
description="QQQ-signal TQQQ/QQQM dual-drive growth profile with BOXX/cash defense and additive income sleeve.",
aliases=(),
cadence="daily",
asset_scope="us_equity_qqq_tqqq_dual_drive",
Expand Down
61 changes: 61 additions & 0 deletions src/us_equity_strategies/entrypoints/__init__.py
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Original file line number Diff line number Diff line change
Expand Up @@ -378,9 +378,35 @@ def evaluate_tqqq_growth_income(ctx: StrategyContext) -> StrategyDecision:
"pullback_rebound_volatility_multiplier": plan.get("pullback_rebound_volatility_multiplier"),
"dual_drive_volatility_delever_enabled": plan.get("dual_drive_volatility_delever_enabled"),
"dual_drive_volatility_delever_window": plan.get("dual_drive_volatility_delever_window"),
"dual_drive_volatility_delever_threshold_mode": plan.get("dual_drive_volatility_delever_threshold_mode"),
"dual_drive_volatility_delever_threshold": plan.get("dual_drive_volatility_delever_threshold"),
"dual_drive_volatility_delever_exit_threshold": plan.get("dual_drive_volatility_delever_exit_threshold"),
"dual_drive_volatility_delever_dynamic_threshold": plan.get(
"dual_drive_volatility_delever_dynamic_threshold"
),
"dual_drive_volatility_delever_dynamic_sample_count": plan.get(
"dual_drive_volatility_delever_dynamic_sample_count"
),
"dual_drive_volatility_delever_dynamic_lookback": plan.get(
"dual_drive_volatility_delever_dynamic_lookback"
),
"dual_drive_volatility_delever_dynamic_percentile": plan.get(
"dual_drive_volatility_delever_dynamic_percentile"
),
"dual_drive_volatility_delever_dynamic_min_periods": plan.get(
"dual_drive_volatility_delever_dynamic_min_periods"
),
"dual_drive_volatility_delever_dynamic_floor": plan.get("dual_drive_volatility_delever_dynamic_floor"),
"dual_drive_volatility_delever_dynamic_cap": plan.get("dual_drive_volatility_delever_dynamic_cap"),
"dual_drive_volatility_delever_metric": plan.get("dual_drive_volatility_delever_metric"),
"dual_drive_volatility_delever_triggered": plan.get("dual_drive_volatility_delever_triggered"),
"dual_drive_volatility_delever_entry_triggered": plan.get(
"dual_drive_volatility_delever_entry_triggered"
),
"dual_drive_volatility_delever_hysteresis_triggered": plan.get(
"dual_drive_volatility_delever_hysteresis_triggered"
),
"dual_drive_volatility_delever_trigger_reason": plan.get("dual_drive_volatility_delever_trigger_reason"),
"dual_drive_volatility_delever_applied": plan.get("dual_drive_volatility_delever_applied"),
"dual_drive_volatility_delever_vetoed": plan.get("dual_drive_volatility_delever_vetoed"),
"dual_drive_volatility_delever_veto_reason": plan.get("dual_drive_volatility_delever_veto_reason"),
Expand Down Expand Up @@ -439,7 +465,42 @@ def evaluate_tqqq_growth_income(ctx: StrategyContext) -> StrategyDecision:
"long_trend_value": plan["ma200"],
"exit_line": plan["exit_line"],
"dual_drive_volatility_delever_enabled": plan.get("dual_drive_volatility_delever_enabled"),
"dual_drive_volatility_delever_window": plan.get("dual_drive_volatility_delever_window"),
"dual_drive_volatility_delever_threshold_mode": plan.get(
"dual_drive_volatility_delever_threshold_mode"
),
"dual_drive_volatility_delever_threshold": plan.get("dual_drive_volatility_delever_threshold"),
"dual_drive_volatility_delever_exit_threshold": plan.get(
"dual_drive_volatility_delever_exit_threshold"
),
"dual_drive_volatility_delever_dynamic_threshold": plan.get(
"dual_drive_volatility_delever_dynamic_threshold"
),
"dual_drive_volatility_delever_dynamic_sample_count": plan.get(
"dual_drive_volatility_delever_dynamic_sample_count"
),
"dual_drive_volatility_delever_dynamic_lookback": plan.get(
"dual_drive_volatility_delever_dynamic_lookback"
),
"dual_drive_volatility_delever_dynamic_percentile": plan.get(
"dual_drive_volatility_delever_dynamic_percentile"
),
"dual_drive_volatility_delever_dynamic_min_periods": plan.get(
"dual_drive_volatility_delever_dynamic_min_periods"
),
"dual_drive_volatility_delever_dynamic_floor": plan.get("dual_drive_volatility_delever_dynamic_floor"),
"dual_drive_volatility_delever_dynamic_cap": plan.get("dual_drive_volatility_delever_dynamic_cap"),
"dual_drive_volatility_delever_metric": plan.get("dual_drive_volatility_delever_metric"),
"dual_drive_volatility_delever_triggered": plan.get("dual_drive_volatility_delever_triggered"),
"dual_drive_volatility_delever_entry_triggered": plan.get(
"dual_drive_volatility_delever_entry_triggered"
),
"dual_drive_volatility_delever_hysteresis_triggered": plan.get(
"dual_drive_volatility_delever_hysteresis_triggered"
),
"dual_drive_volatility_delever_trigger_reason": plan.get(
"dual_drive_volatility_delever_trigger_reason"
),
"dual_drive_volatility_delever_applied": plan.get("dual_drive_volatility_delever_applied"),
"dual_drive_volatility_delever_vetoed": plan.get("dual_drive_volatility_delever_vetoed"),
"dual_drive_volatility_delever_veto_reason": plan.get(
Expand Down
13 changes: 10 additions & 3 deletions src/us_equity_strategies/manifests/__init__.py
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Original file line number Diff line number Diff line change
Expand Up @@ -89,12 +89,12 @@ def _manifest(
tqqq_growth_income_manifest = _manifest(
profile="tqqq_growth_income",
display_name="TQQQ Growth Income",
description="QQQ/TQQQ dual-drive growth profile with BOXX/cash defense and additive income sleeve.",
description="QQQ-signal TQQQ/QQQM dual-drive growth profile with BOXX/cash defense and additive income sleeve.",
aliases=(),
required_inputs=frozenset({"benchmark_history", "portfolio_snapshot"}),
default_config={
"benchmark_symbol": "QQQ",
"managed_symbols": ("TQQQ", "QQQ", "BOXX", "SCHD", "DGRO", "SGOV", "SPYI", "QQQI"),
"managed_symbols": ("TQQQ", "QQQM", "BOXX", "SCHD", "DGRO", "SGOV", "SPYI", "QQQI"),
"income_threshold_usd": 250000.0,
"qqqi_income_ratio": 0.10,
"cash_reserve_ratio": 0.02,
Expand All @@ -108,7 +108,7 @@ def _manifest(
"attack_allocation_mode": "fixed_qqq_tqqq_pullback",
"dual_drive_qqq_weight": 0.45,
"dual_drive_tqqq_weight": 0.45,
"dual_drive_unlevered_symbol": "QQQ",
"dual_drive_unlevered_symbol": "QQQM",
"dual_drive_cash_reserve_ratio": 0.02,
"dual_drive_allow_pullback": True,
"dual_drive_require_ma20_slope": True,
Expand All @@ -119,6 +119,13 @@ def _manifest(
"dual_drive_volatility_delever_enabled": True,
"dual_drive_volatility_delever_window": 5,
"dual_drive_volatility_delever_threshold": 0.28,
"dual_drive_volatility_delever_exit_threshold": 0.28,
"dual_drive_volatility_delever_threshold_mode": "rolling_percentile",
"dual_drive_volatility_delever_dynamic_lookback": 252,
"dual_drive_volatility_delever_dynamic_percentile": 0.90,
"dual_drive_volatility_delever_dynamic_min_periods": 126,
"dual_drive_volatility_delever_dynamic_floor": 0.24,
"dual_drive_volatility_delever_dynamic_cap": 0.36,
"dual_drive_volatility_delever_taco_veto_enabled": True,
"dual_drive_crisis_defense_enabled": True,
"market_regime_control_enabled": True,
Expand Down
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