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Add SOXL 20d volatility delever gate#50

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Pigbibi merged 1 commit into
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soxl-20d-volatility-gate
May 10, 2026
Merged

Add SOXL 20d volatility delever gate#50
Pigbibi merged 1 commit into
mainfrom
soxl-20d-volatility-gate

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@Pigbibi Pigbibi commented May 10, 2026

Summary

  • add a configurable SOXL volatility delever overlay to soxl_soxx_trend_income
  • enable the live default as SOXX 20d annualized volatility >= 50%, redirecting SOXL to SOXX with 0% SOXL retention
  • keep BOXX allocation as the residual tier allocation, so the 20d gate does not suppress BOXX targets
  • expose diagnostics and execution annotations for live notifications/reports

Tests

  • PYTHONPATH=/home/ubuntu/Projects/UsEquityStrategies/src:/home/ubuntu/Projects/QuantPlatformKit/src /home/ubuntu/Projects/LongBridgePlatform/.venv/bin/python -m pytest tests/test_strategy_plans.py::StrategyPlanMetadataTest::test_soxl_soxx_trend_income_exposes_live_tiered_metadata tests/test_strategy_plans.py::StrategyPlanMetadataTest::test_soxl_soxx_trend_income_volatility_delever_redirects_soxl_to_soxx tests/test_strategy_plans.py::StrategyPlanMetadataTest::test_soxl_soxx_trend_income_overlay_cap_can_downgrade_live_tier tests/test_entrypoints.py::StrategyEntrypointTests::test_soxl_soxx_trend_income_entrypoint_maps_target_values_without_execution_fields tests/test_catalog.py -q

@Pigbibi Pigbibi merged commit ed55a6a into main May 10, 2026
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@Pigbibi Pigbibi deleted the soxl-20d-volatility-gate branch May 10, 2026 12:24
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