Document TQQQ/SOXL optimization research

[Pigbibi]

Summary

• allow the notification-only crisis shadow plugin to mount to soxl_soxx_trend_income
• add SOXL runner regression coverage with configured SOXX/SOXL symbols
• document the strict no-regression TQQQ/SOXL optimization sweep and update SOXL research notes

Research notes

• TQQQ: no tested candidate passed the no-CAGR/no-MDD-regression rule across all windows
• SOXL: best passing candidate is SOXX 20d realized volatility >= 50%, retain 0% SOXL, redirect to SOXX
• crisis shadow remains shadow mode only; no broker writes or allocation mutation

Tests

• .venv/bin/python -m pytest tests/test_strategy_plugin_runner.py tests/test_crisis_response_shadow_plugin.py
• .venv/bin/python -m pytest tests/test_strategy_plugin_publish_workflow.py
• .venv/bin/ruff check src/us_equity_snapshot_pipelines/strategy_plugin_runner.py tests/test_strategy_plugin_runner.py src/us_equity_snapshot_pipelines/crisis_response_shadow_plugin.py tests/test_crisis_response_shadow_plugin.py

[chatgpt-codex-connector]

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[chatgpt-codex-connector]

Enforce SOXL symbol overrides for new strategy mount

Allowing crisis_response_shadow to mount to soxl_soxx_trend_income without additional validation means SOXL entries can still run with the plugin’s hardcoded defaults (benchmark_symbol=QQQ, attack_symbol=TQQQ) when those fields are omitted. In that case the runner either evaluates the wrong market context or trips the kill switch on SOXL-only price files (missing QQQ), which breaks the new compatibility path introduced here. Please either add strategy-specific defaults for SOXL or reject SOXL mounts unless benchmark_symbol/attack_symbol are explicitly configured.

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