Versioned and auditable

TQQQ regime methodology

The desk asks one narrow question: is trend quality strong enough to justify evaluating short-dated call premium today?

Evidence categories

The classifier considers price structure and location, participation or breadth, realized volatility and reversal behavior, option-market context, and scheduled event risk. No single indicator is described as sufficient.

Three states

Trend requires aligned, persistent evidence. Transition records unresolved or conflicting evidence. Chop records repeated reversal, weak follow-through, or conditions in which paying short-dated premium is difficult to justify.

Timing and information boundary

Each public classification is tied to an issue time and model version. Inputs must have been available at that time. Later prices, revised data, and hindsight-selected contracts cannot be used to change the original signal.

Outcome treatment

Direction, option selection, and execution are separate layers. Signal posts may be scored as published decisions, while reconstructed option paths remain labeled modeled. The site does not treat a bar high, midpoint, or theoretical quote as an executed return.

Model changes and corrections

Material methodology changes receive a new model version and apply prospectively. Corrections retain the original record, reason, and correction date. See the editorial policy and corrections log.

The exact proprietary thresholds are not public. That protects the model without relaxing the public requirements for timing, provenance, loss inclusion, and versioning.