QQQ Tier 3 Strategy

Codex Skill for a SPY SMA200 + VIX tiered QQQ/TQQQ allocation monitor with daily Chinese signal reports.

About

qqq-tier3-strategy turns a rules-based QQQ/TQQQ trading framework into a reusable Codex Skill. It uses SPY versus its 200-day moving average to identify market regime, VIX tiers to reduce risk during volatility spikes, and a persisted Schmitt-trigger state file to handle buffer-zone holds.

Suggested GitHub About description:

Codex Skill for a SPY SMA200 + VIX tiered QQQ/TQQQ allocation monitor with daily Chinese signal reports.

Suggested topics:

qqq, tqqq, spy, vix, trading-strategy, codex-skill, risk-management

Update the live GitHub About metadata with:

GH_TOKEN=... python3 scripts/update_github_about.py \
  --repo MichaelRochonnn/qqq-tier3-strategy \
  --description "Codex Skill for a SPY SMA200 + VIX tiered QQQ/TQQQ allocation monitor with daily Chinese signal reports." \
  --topics "qqq,tqqq,spy,vix,trading-strategy,codex-skill,risk-management"

The token needs repository administration write access because GitHub treats About metadata and topics as repository settings.

Strategy Logic

The strategy uses SPY as the market-regime signal and trades TQQQ, QQQ, or cash.

Priority order:

1. VIX >= 60: all cash.
2. SPY < SMA200 * 0.97: bear regime, all cash.
3. SPY > SMA200 * 1.04: bull regime, allocate by VIX tier.
4. Buffer band: keep the previous stored state.

Bull-regime VIX tiers:

VIX range	Allocation
< 40	100% TQQQ
40 <= VIX < 45	75% QQQ + 25% cash
45 <= VIX < 50	50% QQQ + 50% cash
50 <= VIX < 60	25% QQQ + 75% cash
>= 60	100% cash

Usage

Run the signal script:

python3 scripts/qqq_tier3_signal.py

Machine-readable output:

python3 scripts/qqq_tier3_signal.py --format json

Preview the signal without updating persisted state:

python3 scripts/qqq_tier3_signal.py --no-update-state

By default, the script stores state at:

~/.hermes/state/qqq-tier3-state.json

Data Sources

The script fetches:

• SPY daily history from Nasdaq, with Yahoo Finance as fallback.
• VIX history from Cboe, with Yahoo Finance as fallback.

Skill Files

• SKILL.md: Codex Skill instructions.
• scripts/qqq_tier3_signal.py: executable signal monitor.
• scripts/update_github_about.py: GitHub About/Topics updater.
• references/strategy-rules.md: strategy rule reference.
• agents/openai.yaml: UI metadata for Codex Skill discovery.

Risk Note

This repository implements a rules-based signal generator. It is not personal financial advice. Leveraged ETFs such as TQQQ can experience large drawdowns, volatility drag, and tracking differences, especially over longer holding periods.