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[codex] Add TQQQ pullback rebound quality gate#21

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Pigbibi merged 2 commits intomainfrom
codex/tqqq-pullback-rebound-filter
Apr 17, 2026
Merged

[codex] Add TQQQ pullback rebound quality gate#21
Pigbibi merged 2 commits intomainfrom
codex/tqqq-pullback-rebound-filter

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@Pigbibi Pigbibi commented Apr 17, 2026

Summary

  • Add a TQQQ pullback quality gate that only allows below-MA200 pullback risk when QQQ has rebounded more than 3% from its rolling 20-day low.
  • Keep the normal above-MA200 trend entry/hold/exit behavior unchanged.
  • Surface pullback rebound diagnostics and document the new default settings.

Research Notes

  • Real TQQQ 2010-02-11 to 2026-04-16: CAGR improved from 25.74% to 26.28%; max drawdown stayed at -35.77%; 30-day whipsaw count fell from 86 to 81.
  • Real TQQQ 2015+: CAGR improved from 29.15% to 29.48%; max drawdown stayed at -31.65%.
  • 2018-2019 improved from 4.10% CAGR / -23.62% max drawdown to 7.58% CAGR / -21.53% max drawdown.
  • 2022 improved from 2.35% CAGR to 3.93%; max drawdown unchanged at -17.52%.
  • Synthetic 1999+ pressure sample did not show a drawdown regression; GFC synthetic max drawdown improved slightly from -26.51% to -26.25%.

Validation

  • git diff --check
  • .venv/bin/python -m pytest tests/test_strategy_plans.py tests/test_entrypoints.py -q
  • .venv/bin/python -m pytest -q

@Pigbibi Pigbibi marked this pull request as ready for review April 17, 2026 08:19
@Pigbibi Pigbibi merged commit db95322 into main Apr 17, 2026
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@Pigbibi Pigbibi deleted the codex/tqqq-pullback-rebound-filter branch April 17, 2026 16:30
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