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Promote SOXL dynamic volatility threshold#113

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Pigbibi merged 1 commit into
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codex/soxl-dynamic-vol-live
Jun 9, 2026
Merged

Promote SOXL dynamic volatility threshold#113
Pigbibi merged 1 commit into
mainfrom
codex/soxl-dynamic-vol-live

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@Pigbibi

@Pigbibi Pigbibi commented Jun 9, 2026

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Summary

  • promote SOXL/SOXX live volatility delever gate to rolling p95 SOXX 10d annualized volatility bounded to 50%-75%
  • keep fixed 55% as the warm-up fallback and expose dynamic threshold diagnostics through entrypoints
  • bump QuantPlatformKit to 023641c88506c732624a7329e48b51b9dbbe3c2a for live indicator fields
  • update strategy status and research notes

Tests

  • PYTHONPATH=src:/home/ubuntu/Projects/QuantPlatformKit/src python -m pytest tests/test_catalog.py tests/test_strategy_plans.py::StrategyPlanMetadataTest::test_soxl_soxx_trend_income_uses_dynamic_volatility_delever_threshold -q
  • python -m py_compile src/us_equity_strategies/strategies/soxl_soxx_trend_income.py src/us_equity_strategies/entrypoints/init.py src/us_equity_strategies/manifests/init.py src/us_equity_strategies/catalog.py

Note: numeric strategy tests that import pandas/numpy could not fully run locally because this VPS Python environment does not have pandas/numpy installed.

@Pigbibi Pigbibi merged commit 7d35772 into main Jun 9, 2026
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@Pigbibi Pigbibi deleted the codex/soxl-dynamic-vol-live branch June 9, 2026 07:00
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