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[codex] Add panic reversal shadow plugin#15

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Pigbibi merged 1 commit into
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codex/panic-reversal-shadow
Jun 6, 2026
Merged

[codex] Add panic reversal shadow plugin#15
Pigbibi merged 1 commit into
mainfrom
codex/panic-reversal-shadow

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@Pigbibi Pigbibi commented Jun 6, 2026

Summary

  • add a research-only panic_reversal_shadow plugin for VIX panic reversal evidence
  • wire the optional component into market_regime_control without granting automatic allocation authority
  • register notification-only runner policies, CLI entrypoint, docs, and tests

Validation

  • pytest -q
  • ruff check .
  • local TQQQ/SOXL event study against Cboe VIX/VIX3M confirms only sparse 2020/2025-style signals

Runtime boundary

This remains notification/manual-review only. SOXL strategy-level mounting remains blocked; general notification target is allowed.

@Pigbibi Pigbibi merged commit 897c3af into main Jun 6, 2026
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@Pigbibi Pigbibi deleted the codex/panic-reversal-shadow branch June 6, 2026 09:41
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💡 Codex Review

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Reviewed commit: 16fd737262

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Comment on lines +692 to +693
symbols = [args.benchmark_symbol, args.attack_symbol, *_as_str_tuple(args.vix_symbols), *_as_str_tuple(args.vix3m_symbols)]
symbols = list(dict.fromkeys(symbol for symbol in symbols if symbol and not symbol.startswith("^")))
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P2 Badge Preserve caret volatility tickers for downloads

When the new CLI is run with --download, this drops Yahoo-style caret tickers such as ^VIX and ^VIX3M even though they are included in the defaults as volatility fallbacks. In environments where the non-caret aliases (VIX, VIX3M, VXV) do not resolve, or when a user explicitly passes only caret symbols, the downloaded price file will lack the VIX/VIX3M columns and the signal will be suppressed as missing volatility data rather than detecting panic reversals.

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