[codex] rename tech pullback cash buffer profile

.github/workflows/sync-cloud-run-env.yml

@@ -56,11 +56,11 @@ jobs:
             NOTIFY_LANG
           )
 
-          if [ "${STRATEGY_PROFILE:-}" = "russell_1000_multi_factor_defensive" ] || [ "${STRATEGY_PROFILE:-}" = "cash_buffer_branch_default" ]; then
+          if [ "${STRATEGY_PROFILE:-}" = "russell_1000_multi_factor_defensive" ] || [ "${STRATEGY_PROFILE:-}" = "tech_pullback_cash_buffer" ]; then
             required_vars+=(IBKR_FEATURE_SNAPSHOT_PATH)
           fi
 
-          if [ "${STRATEGY_PROFILE:-}" = "cash_buffer_branch_default" ]; then
+          if [ "${STRATEGY_PROFILE:-}" = "tech_pullback_cash_buffer" ]; then
             required_vars+=(IBKR_FEATURE_SNAPSHOT_MANIFEST_PATH IBKR_STRATEGY_CONFIG_PATH IBKR_RECONCILIATION_OUTPUT_PATH)
           fi
 

README.md

@@ -16,7 +16,7 @@ IBKR runtime for shared `us_equity` strategy profiles from `UsEquityStrategies`.
 
 - `global_etf_rotation` (`Global ETF Rotation Defense`): quarterly ETF momentum rotation with daily canary defense
 - `russell_1000_multi_factor_defensive` (`Russell 1000 Multi-Factor Defensive`): monthly stock-selection strategy that consumes a precomputed feature snapshot
-- `cash_buffer_branch_default` (`Tech Pullback Cash Buffer`, alias `tech_pullback_cash_buffer`): monthly tech-heavy stock-selection branch with explicit BOXX cash buffer
+- `tech_pullback_cash_buffer` (`Tech Pullback Cash Buffer`): monthly tech-heavy stock-selection branch with explicit BOXX cash buffer
 
 Current strategy implementations are sourced from `UsEquityStrategies`.
 
@@ -29,11 +29,7 @@ This runtime matrix is the authoritative enablement source for IBKR. `UsEquitySt
 
 - `global_etf_rotation`
 - `russell_1000_multi_factor_defensive`
-- `cash_buffer_branch_default`
-
-Human-readable alias is available for config review and future migration:
-
-- `tech_pullback_cash_buffer` -> `cash_buffer_branch_default`
+- `tech_pullback_cash_buffer`
 
 
 **IBKR profile matrix**
@@ -42,7 +38,7 @@ Human-readable alias is available for config review and future migration:
 | --- | --- | --- | --- | --- | --- | --- | --- |
 | `global_etf_rotation` | Global ETF Rotation Defense | `global_macro_etf_rotation` | Yes | Yes | Yes | `us_equity` | current rollback line |
 | `russell_1000_multi_factor_defensive` | Russell 1000 Multi-Factor Defensive | `r1000_multifactor_defensive` | Yes | No | No | `us_equity` | defensive stock baseline |
-| `cash_buffer_branch_default` | Tech Pullback Cash Buffer | `tech_pullback_cash_buffer` | Yes | No | No | `us_equity` | current IBKR paper dry-run candidate |
+| `tech_pullback_cash_buffer` | Tech Pullback Cash Buffer | `—` | Yes | No | No | `us_equity` | current IBKR paper dry-run candidate |
 
 **Pool (22 ETFs + 1 safe haven):**
 
@@ -158,7 +154,7 @@ The selected `ACCOUNT_GROUP` is now the runtime identity. Keep broker-specific i
 |----------|----------|-------------|
 | `IB_GATEWAY_ZONE` | Optional fallback | GCE zone (for example `us-central1-a`). Recommended to keep in the selected account-group entry; this env var is only a transition fallback. |
 | `IB_GATEWAY_IP_MODE` | Optional fallback | `internal` (default) or `external`. Recommended to keep in the selected account-group entry; this env var is only a transition fallback. |
-| `STRATEGY_PROFILE` | Yes | Strategy profile selector. Supported `us_equity` values: `global_etf_rotation`, `russell_1000_multi_factor_defensive`, `cash_buffer_branch_default` (alias: `tech_pullback_cash_buffer`) |
+| `STRATEGY_PROFILE` | Yes | Strategy profile selector. Supported `us_equity` values: `global_etf_rotation`, `russell_1000_multi_factor_defensive`, `tech_pullback_cash_buffer` |
 | `ACCOUNT_GROUP` | Yes | Account-group selector. No default fallback. |
 | `IBKR_FEATURE_SNAPSHOT_PATH` | Conditionally required | Required when `STRATEGY_PROFILE=russell_1000_multi_factor_defensive`. Path to the latest feature snapshot file (`.csv`, `.json`, `.jsonl`, `.parquet`). |
 | `IB_ACCOUNT_GROUP_CONFIG_SECRET_NAME` | Yes for Cloud Run | Secret Manager secret name for account-group config JSON. Recommended production source. |
@@ -208,11 +204,11 @@ NOTIFY_LANG=zh
 ```
 
 ```bash
-STRATEGY_PROFILE=cash_buffer_branch_default
+STRATEGY_PROFILE=tech_pullback_cash_buffer
 ACCOUNT_GROUP=default
 IB_ACCOUNT_GROUP_CONFIG_SECRET_NAME=ibkr-account-groups
-IBKR_FEATURE_SNAPSHOT_PATH=/var/data/cash_buffer_branch_feature_snapshot_latest.csv
-IBKR_FEATURE_SNAPSHOT_MANIFEST_PATH=/var/data/cash_buffer_branch_feature_snapshot_latest.csv.manifest.json
+IBKR_FEATURE_SNAPSHOT_PATH=/var/data/tech_pullback_cash_buffer_feature_snapshot_latest.csv
+IBKR_FEATURE_SNAPSHOT_MANIFEST_PATH=/var/manifests/tech_pullback_cash_buffer_feature_snapshot_latest.csv.manifest.json
 IBKR_DRY_RUN_ONLY=true
 GLOBAL_TELEGRAM_CHAT_ID=<telegram-chat-id>
 NOTIFY_LANG=zh
@@ -337,7 +333,7 @@ gcloud run services update ibkr-quant \
 
 基于 IBKR 的全球 ETF 季度轮动策略（国际市场、商品、美股行业、美股宽基、科技和半导体），含每日金丝雀应急机制。定位上比 `TQQQ`、`SOXL` 这类高弹性科技策略更稳健，但不再把科技完全排除在外。部署在 GCP Cloud Run，连接 GCE 上的 IB Gateway。
 
-当前 `global_etf_rotation`、`russell_1000_multi_factor_defensive` 和 `cash_buffer_branch_default` 的策略实现都来自 `UsEquityStrategies`。
+当前 `global_etf_rotation`、`russell_1000_multi_factor_defensive` 和 `tech_pullback_cash_buffer` 的策略实现都来自 `UsEquityStrategies`。
 
 完整策略说明现在放在 [`UsEquityStrategies`](https://github.com/QuantStrategyLab/UsEquityStrategies#global_etf_rotation)。下面的策略章节主要保留执行侧摘要。
 
@@ -396,7 +392,7 @@ IBKR 账户
 |------|------|------|
 | `IB_GATEWAY_ZONE` | 可选过渡项 | GCE zone（如 `us-central1-a`）。推荐直接放进选中的账号组配置里；这里只保留过渡 fallback。 |
 | `IB_GATEWAY_IP_MODE` | 可选过渡项 | `internal`（默认）或 `external`。推荐直接放进选中的账号组配置里；这里只保留过渡 fallback。 |
-| `STRATEGY_PROFILE` | 是 | 策略档位选择。当前可用的 `us_equity` 值：`global_etf_rotation`、`russell_1000_multi_factor_defensive`、`cash_buffer_branch_default`（alias：`tech_pullback_cash_buffer`） |
+| `STRATEGY_PROFILE` | 是 | 策略档位选择。当前可用的 `us_equity` 值：`global_etf_rotation`、`russell_1000_multi_factor_defensive`、`tech_pullback_cash_buffer` |
 | `ACCOUNT_GROUP` | 是 | 账号组选择器，不再提供默认回退。 |
 | `IB_ACCOUNT_GROUP_CONFIG_SECRET_NAME` | Cloud Run 建议必填 | 账号组配置 JSON 在 Secret Manager 里的密钥名。生产环境推荐使用。 |
 | `IB_ACCOUNT_GROUP_CONFIG_JSON` | 否 | 本地开发用的账号组配置 JSON fallback。不建议在生产 Cloud Run 直接使用。 |

configs/paper_global_etf_rotation.rollback.env.example

@@ -4,7 +4,7 @@ ACCOUNT_GROUP=default
 IB_ACCOUNT_GROUP_CONFIG_SECRET_NAME=ibkr-account-groups
 GLOBAL_TELEGRAM_CHAT_ID=<telegram-chat-id>
 NOTIFY_LANG=zh
-# remove if previously set for cash_buffer_branch_default:
+# remove if previously set for tech_pullback_cash_buffer:
 # IBKR_FEATURE_SNAPSHOT_PATH
 # IBKR_FEATURE_SNAPSHOT_MANIFEST_PATH
 # IBKR_STRATEGY_CONFIG_PATH

configs/paper_tech_pullback_cash_buffer.dryrun.env.example

@@ -0,0 +1,11 @@
+# IBKR paper runtime switch: tech_pullback_cash_buffer (dry-run)
+STRATEGY_PROFILE=tech_pullback_cash_buffer
+ACCOUNT_GROUP=default
+IB_ACCOUNT_GROUP_CONFIG_SECRET_NAME=ibkr-account-groups
+IBKR_FEATURE_SNAPSHOT_PATH=/var/data/tech_pullback_cash_buffer_feature_snapshot_latest.csv
+IBKR_FEATURE_SNAPSHOT_MANIFEST_PATH=/var/manifests/tech_pullback_cash_buffer_feature_snapshot_latest.csv.manifest.json
+IBKR_STRATEGY_CONFIG_PATH=/workspace/research/configs/growth_pullback_tech_pullback_cash_buffer.json
+IBKR_RECONCILIATION_OUTPUT_PATH=/var/log/ibkr_tech_pullback_cash_buffer_reconciliation.json
+IBKR_DRY_RUN_ONLY=true
+GLOBAL_TELEGRAM_CHAT_ID=<telegram-chat-id>
+NOTIFY_LANG=zh

configs/paper_tech_pullback_cash_buffer.env.example

@@ -0,0 +1,11 @@
+# IBKR paper runtime switch: tech_pullback_cash_buffer
+STRATEGY_PROFILE=tech_pullback_cash_buffer
+ACCOUNT_GROUP=default
+IB_ACCOUNT_GROUP_CONFIG_SECRET_NAME=ibkr-account-groups
+IBKR_FEATURE_SNAPSHOT_PATH=/var/data/tech_pullback_cash_buffer_feature_snapshot_latest.csv
+IBKR_FEATURE_SNAPSHOT_MANIFEST_PATH=/var/manifests/tech_pullback_cash_buffer_feature_snapshot_latest.csv.manifest.json
+IBKR_STRATEGY_CONFIG_PATH=/workspace/research/configs/growth_pullback_tech_pullback_cash_buffer.json
+IBKR_RECONCILIATION_OUTPUT_PATH=/var/log/ibkr_tech_pullback_cash_buffer_reconciliation.json
+IBKR_DRY_RUN_ONLY=true
+GLOBAL_TELEGRAM_CHAT_ID=<telegram-chat-id>
+NOTIFY_LANG=zh

configs/paper_tech_pullback_cash_buffer.paper.env.example

@@ -0,0 +1,11 @@
+# IBKR paper runtime switch: tech_pullback_cash_buffer (paper ordering)
+STRATEGY_PROFILE=tech_pullback_cash_buffer
+ACCOUNT_GROUP=default
+IB_ACCOUNT_GROUP_CONFIG_SECRET_NAME=ibkr-account-groups
+IBKR_FEATURE_SNAPSHOT_PATH=/var/data/tech_pullback_cash_buffer_feature_snapshot_latest.csv
+IBKR_FEATURE_SNAPSHOT_MANIFEST_PATH=/var/manifests/tech_pullback_cash_buffer_feature_snapshot_latest.csv.manifest.json
+IBKR_STRATEGY_CONFIG_PATH=/workspace/research/configs/growth_pullback_tech_pullback_cash_buffer.json
+IBKR_RECONCILIATION_OUTPUT_PATH=/var/log/ibkr_tech_pullback_cash_buffer_reconciliation.json
+IBKR_DRY_RUN_ONLY=false
+GLOBAL_TELEGRAM_CHAT_ID=<telegram-chat-id>
+NOTIFY_LANG=zh

requirements.txt

@@ -1,7 +1,7 @@
 flask
 gunicorn
 quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@6e8cc058b821aea8a54015d4b39e02fbdd3dc198
-us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@8b0c59f2ecd7c74cc2d350f1870f124a2560b205
+us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@53f996ef489700f325a5b750355d644f4aed7270
 pandas
 numpy
 requests

research/backtest_growth_pullback_v1_4_cash_buffer_refinement.py

@@ -394,10 +394,10 @@ def build_recommendation(
         level = "cash_buffer_branch_candidate"
         reason = "cash-buffer branch direction still exists, but the refined candidates do not keep enough relative-to-QQQ edge"
     elif honest_ok and occupancy_ok and concentration_ok and best_is_current_default and (stable_margin or no_material_gain_over_current):
-        level = "cash_buffer_branch_default_frozen"
+        level = "tech_pullback_cash_buffer_frozen"
         reason = "current honest cash-buffer branch is already good enough; small refinements do not justify further spec churn"
     elif honest_ok and performance_ok:
-        level = "cash_buffer_branch_default"
+        level = "tech_pullback_cash_buffer"
         reason = "a refined honest cash-buffer candidate is strong enough to act as the branch default, but the spec is not fully frozen yet"
     else:
         level = "cash_buffer_branch_candidate"

research/backtest_growth_pullback_v1_5_freeze_review.py

@@ -26,7 +26,7 @@
 DEFAULT_RESULTS_DIR = SCRIPT_DIR / "results"
 DEFAULT_CONFIGS_DIR = SCRIPT_DIR / "configs"
 MAIN_COST_BPS = 5.0
-CANONICAL_CONFIG_FILENAME = "growth_pullback_cash_buffer_branch_default.json"
+CANONICAL_CONFIG_FILENAME = "growth_pullback_tech_pullback_cash_buffer.json"
 V14_SUMMARY_FILENAME = "growth_pullback_v1_4_cash_buffer_refinement.csv"
 V14_RECOMMENDATION_FILENAME = "growth_pullback_v1_4_recommendation.json"
 
@@ -72,15 +72,15 @@ def resolve_paths(configs_dir: Path, results_dir: Path) -> dict[str, Path]:
 def build_canonical_spec(center_cfg: gp.GrowthPullbackConfig, previous_candidate_name: str) -> CanonicalBranchSpec:
     config = replace(
         center_cfg,
-        name="cash_buffer_branch_default",
+        name="tech_pullback_cash_buffer",
         holdings_count=8,
         single_name_cap=0.10,
         sector_cap=0.40,
         hold_bonus=0.10,
         exposures=gp.suite.ExposureConfig("80_60_0", 0.60, 0.00),
     )
     return CanonicalBranchSpec(
-        name="cash_buffer_branch_default",
+        name="tech_pullback_cash_buffer",
         previous_candidate_name=previous_candidate_name,
         config=config,
         risk_on_exposure=0.80,
@@ -95,7 +95,7 @@ def build_canonical_spec(center_cfg: gp.GrowthPullbackConfig, previous_candidate
 
 def canonical_spec_to_dict(spec: CanonicalBranchSpec) -> dict[str, object]:
     return {
-        "role": "cash_buffer_branch_default",
+        "role": "tech_pullback_cash_buffer",
         "status": "research_only",
         "strategy": "growth_pullback_systematic_v1",
         "branch_name": "cash_buffer_branch",
@@ -295,7 +295,7 @@ def build_consistency_checks(
         },
         {
             "check": "recommendation_matches_branch_default_role",
-            "passed": recommendation_level == "cash_buffer_branch_default",
+            "passed": recommendation_level == "tech_pullback_cash_buffer",
             "detail": f"recommendation={recommendation_level}",
         },
         {
@@ -390,7 +390,7 @@ def build_role_table(
     qqq_full = v12.extract_period_row(qqq_reference_rows, "QQQ", MAIN_COST_BPS, "Full Sample")
     rows.extend([
         {
-            "strategy": "cash_buffer_branch_default",
+            "strategy": "tech_pullback_cash_buffer",
             "role": "cash-buffered parallel branch",
             "full_cagr": canonical_summary["full_cagr"],
             "oos_cagr": canonical_summary["oos_cagr"],
@@ -486,15 +486,15 @@ def build_freeze_recommendation(
         level = "candidate"
         reason = "branch role is valid, but consistency or performance checks are not strong enough for default status"
     elif frozen_blockers:
-        level = "cash_buffer_branch_default"
+        level = "tech_pullback_cash_buffer"
         reason = "canonical naming and branch role are now clear, but avg names / 2022 profile / recent micro-adjustment mean it should stop at default, not frozen"
     else:
-        level = "cash_buffer_branch_default_frozen"
+        level = "tech_pullback_cash_buffer_frozen"
         reason = "branch semantics, deployment consistency, and behavior are all stable enough to freeze"
 
     return {
         "research_recommendation": level,
-        "branch_name": "cash_buffer_branch_default",
+        "branch_name": "tech_pullback_cash_buffer",
         "previous_candidate_name": "cash_buffer_a__hb10__base__adv50",
         "reason": reason,
         "frozen_blockers": frozen_blockers,
@@ -638,7 +638,7 @@ def main() -> None:
         "information_ratio_vs_qqq_oos": float(v12.extract_period_row(full_rows_df, "coherent_full_deployment_branch", MAIN_COST_BPS, "OOS Sample")["Information Ratio vs QQQ"]),
     })
 
-    preliminary_recommendation_level = "cash_buffer_branch_default"
+    preliminary_recommendation_level = "tech_pullback_cash_buffer"
     manifest = build_manifest(
         spec=spec,
         canonical_summary=canonical_summary,

research/backtest_cash_buffer_branch_daily_overlay.py → research/backtest_tech_pullback_cash_buffer_daily_overlay.py

@@ -1,5 +1,5 @@
 #!/usr/bin/env python3
-"""Research-only daily overlay backtest for cash_buffer_branch_default."""
+"""Research-only daily overlay backtest for tech_pullback_cash_buffer."""
 
 from __future__ import annotations
 
@@ -25,7 +25,7 @@
 
 DEFAULT_RESULTS_DIR = SCRIPT_DIR / "results"
 DEFAULT_CONFIGS_DIR = SCRIPT_DIR / "configs"
-DEFAULT_BASELINE_CONFIG_PATH = DEFAULT_CONFIGS_DIR / "growth_pullback_cash_buffer_branch_default.json"
+DEFAULT_BASELINE_CONFIG_PATH = DEFAULT_CONFIGS_DIR / "growth_pullback_tech_pullback_cash_buffer.json"
 DEFAULT_QQQ_PLUS_RESULTS_PATH = DEFAULT_RESULTS_DIR / "stock_alpha_v1_1_spec_lock.csv"
 QQQ_PLUS_CURRENT_DEFAULT_SCENARIO = "v11_liquid_50m_norm_universe_cross_sectional_h12_cap8_sector30_hold10"
 MAIN_COST_BPS = 5.0
@@ -107,7 +107,7 @@ def load_baseline_spec(path: Path) -> BaselineSpec:
     return BaselineSpec(
         config=config,
         risk_on_exposure=float(payload["exposures"]["risk_on"]),
-        name="cash_buffer_branch_default_monthly_baseline",
+        name="tech_pullback_cash_buffer_monthly_baseline",
         config_payload=payload,
     )
 
@@ -117,7 +117,7 @@ def build_baseline_candidate(spec: BaselineSpec) -> v12.GeometryCandidate:
         spec.name,
         spec.config,
         risk_on_exposure=spec.risk_on_exposure,
-        note="Monthly baseline from canonical cash_buffer_branch_default; month-start chooses names, non-rebalance days are no-op.",
+        note="Monthly baseline from canonical tech_pullback_cash_buffer; month-start chooses names, non-rebalance days are no-op.",
     )
 
 

research/configs/growth_pullback_cash_buffer_branch_default.json → research/configs/growth_pullback_tech_pullback_cash_buffer.json

@@ -1,9 +1,9 @@
 {
-  "role": "cash_buffer_branch_default",
+  "role": "tech_pullback_cash_buffer",
   "status": "research_only",
   "strategy": "growth_pullback_systematic_v1",
   "branch_name": "cash_buffer_branch",
-  "name": "cash_buffer_branch_default",
+  "name": "tech_pullback_cash_buffer",
   "previous_candidate_name": "cash_buffer_a__hb10__base__adv50",
   "family": "tech_heavy_pullback",
   "universe": "tech_heavy",

research/results/growth_pullback_branch_manifest.json

@@ -1,5 +1,5 @@
 {
-  "branch_name": "cash_buffer_branch_default",
+  "branch_name": "tech_pullback_cash_buffer",
   "previous_candidate_name": "cash_buffer_a__hb10__base__adv50",
   "role": "cash-buffered parallel branch",
   "strategy_family": "tech_heavy_pullback",
@@ -50,7 +50,7 @@
       "OOS CAGR and IR improved with a simple hold_bonus increase from 0.05 to 0.10.",
       "Deployment semantics remain perfectly aligned with the written spec."
     ],
-    "recommendation": "cash_buffer_branch_default",
+    "recommendation": "tech_pullback_cash_buffer",
     "oos_cagr": 0.34068001857447316,
     "oos_cagr_minus_qqq": 0.23873167970694698,
     "oos_max_drawdown": -0.19176289938838953,

research/results/growth_pullback_v1_4_cash_buffer_refinement.md

@@ -85,7 +85,7 @@
 | QQQ | 2023+ | 0.282076 | -0.227683 | 0.000000 | 1.000000 | 1.000000 | 1.000000 | -0.000000 |  | 1.000000 | 1.000000 |
 
 ## Recommendation
-- research_recommendation=cash_buffer_branch_default
+- research_recommendation=tech_pullback_cash_buffer
 - selected_refined_default=cash_buffer_a__hb10__base__adv50
 - keep_parallel_branch=True
 - role_vs_qqq_plus_current_default=并行分支

research/results/growth_pullback_v1_4_recommendation.json

@@ -2,7 +2,7 @@
   "current_default": "coherent_cash_buffer_branch",
   "selected_refined_default": "cash_buffer_a__hb10__base__adv50",
   "full_deployment_reference": "coherent_full_deployment_branch",
-  "research_recommendation": "cash_buffer_branch_default",
+  "research_recommendation": "tech_pullback_cash_buffer",
   "keep_parallel_branch": true,
   "role_vs_qqq_plus_current_default": "并行分支",
   "reason": "a refined honest cash-buffer candidate is strong enough to act as the branch default, but the spec is not fully frozen yet",