Use dynamic RSI threshold for SOXL overlay

[Pigbibi]

Summary

• enable SOXL/SOXX overheat RSI checks to use max(static RSI threshold, rsi14_dynamic_threshold) when the dynamic threshold flag is enabled
• enable dynamic RSI thresholding in the SOXL/SOXX manifest and catalog defaults while preserving fallback to static 70 when the indicator is absent
• surface dynamic/effective RSI threshold diagnostics through the strategy entrypoint
• bump package to 0.7.33 and pin QuantPlatformKit to 3368b261b6ab2210ecbfa79d0f93c5d0cd85c37d

Long-horizon validation

Using Yahoo adjusted SOXL/SOXX and BIL-as-BOXX data from 2010-10-04 to 2026-05-06, with the live dynamic-threshold strategy path:

• dynamic q90/floor70: CAGR 46.52%, MaxDD -44.00%, Sharpe 1.07
• fixed70 comparison: CAGR 45.94%, MaxDD -44.00%, Sharpe 1.06
• fixed72 comparison: CAGR 46.26%, MaxDD -44.31%, Sharpe 1.06

Trend gate robustness scan kept the existing 140d / 8% entry / 6% mid / 2% exit parameters.

Validation

• slowrun bash -lc 'PYTHONPATH=src:../QuantPlatformKit/src .venv/bin/python -m pytest tests/test_strategy_plans.py::StrategyPlanMetadataTest::test_soxl_soxx_trend_income_overlay_cap_can_downgrade_live_tier'
• slowrun bash -lc 'PYTHONPATH=src:../QuantPlatformKit/src .venv/bin/python -m pytest tests'
• .venv/bin/python -m ruff check 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 tests/test_strategy_plans.py
• git diff --check

[Pigbibi]

@codex review

[chatgpt-codex-connector]

Codex Review: Didn't find any major issues. Hooray!

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