TQQQ options education
State of TQQQ Regimes: measurement framework
The transparent specification for a recurring report on trend, transition, chop, signal provenance, and avoided trades—before results are available.
Why publish the specification first
Choosing metrics after seeing results creates room for selection bias. This page fixes the categories and disclosure rules before the recurring report is populated. No performance figure appears here because no qualifying report dataset has been published yet.
What each edition will include
- Count and share of trading days classified trend, transition, and chop.
- All directional signals, explicit cash/no-trade decisions, and corrections.
- Signal time, source identifier, model version, sample period, and settlement status.
- Separate totals for signal-post-only, modeled, and market-observed provenance.
- Modeled assumptions for contract selection, entry, exit, spread, fees, and missing data.
- Changes from prior model versions without rewriting the original record.
What the report will not imply
A published signal is not an executed account. A modeled option path is not a fill. A market-observed price is not proof that it was available at size. Aggregates will not combine these categories into a single “return” number, and no edition will promise that historical classifications predict future outcomes.
Release gate for the first edition
The first report will publish only after the ledger contains enough complete, consistently labeled observations to make each denominator meaningful. Until then, the public ledger is the source of truth and any unavailable field remains unavailable. Corrections will be appended with dates and reasons rather than silently replacing history.
Primary sources and further reading
Sources document product terms and risks. They do not endorse Quant Paradise.