Skip to content

[codex] Document live risk budget stance #200

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
Pigbibi merged 1 commit into from
Jul 4, 2026
Merged

[codex] Document live risk budget stance #200

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
7 changes: 7 additions & 0 deletions docs/us_equity_strategy_status.md
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -26,6 +26,13 @@ Full archive index: [us_equity_runtime_archive.md](./us_equity_runtime_archive.m

See the Chinese handbook for localized positioning text and default parameter tables.

## Current live risk-budget stance

- Keep `soxl_soxx_trend_income` live as the high-return semiconductor engine; do not downgrade it to shadow/research solely because of drawdown risk.
- Keep `tqqq_growth_income`, `russell_top50_leader_rotation`, and `global_etf_rotation` live.
- Treat `us_equity_combo_leveraged_shadow_402040` as a replacement candidate for part of the existing TQQQ/SOXL exposure, not an additive live layer.
- Do not promote TECL, CN combo, or HK combo profiles to live without separate evidence and manual approval.

## Research retained, not `runtime_enabled`

| Profile / track | Status | Why not live |
Expand Down
7 changes: 7 additions & 0 deletions docs/us_equity_strategy_status.zh-CN.md
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -71,6 +71,13 @@ _更新日期：2026-06-28_

- `global_etf_rotation`：已切到 SMA250 置信度 + 相对波动门控的保留版；最新回测 CAGR 13.91%，最大回撤 -23.29%，已替代原先的等权默认档。`global_etf_confidence_vol_gate` 仅保留为同一 runtime profile 的 legacy alias / 回放名。

## 当前 live 风险预算口径

- `soxl_soxx_trend_income` 保持 live：它是当前高收益半导体引擎，不因回撤风险单独降级为 shadow/research。
- `tqqq_growth_income`、`russell_top50_leader_rotation`、`global_etf_rotation` 保持 live。
- `us_equity_combo_leveraged_shadow_402040` 只作为未来替换部分 TQQQ/SOXL 暴露的 shadow 候选，不作为额外叠加的 live 杠杆层。
- `TECL`、CN combo、HK combo 继续 research/shadow；没有单独证据和人工确认前不进入 live。

## 研究中但未进入运行 profile 的方向

| 研究方向 | 当前状态 | 不直接部署的原因 |
Expand Down
Loading