Regime Switch 100/200 SMA

Dec 25, 2025

What it does
Daily, close-only trend regime for any symbol using the 100-day (momentum) and 200-day (regime) SMAs. Classifies the tape into GREEN / YELLOW / RED and stays stable intraday.

How it works (rules)

• GREEN = Close > 100D and 100D > 200D -> full risk-on.
  
• YELLOW = Close > 200D and 100D <= 200D -> light risk-on / repair.
  
• RED = Close < 200D -> risk-off.
  
• State changes require N = 2 daily closes (configurable).
  
• Optional +/- band % around 200D to reduce whipsaws.
  
• Always computes on daily data (independent of chart timeframe).
  

Inputs

• Use chart symbol? (else pick a fixed symbol)
  
• Fast SMA length (default 100)
  
• Slow SMA length (default 200)
  
• Daily closes to confirm (default 2)
  
• Buffer band % around 200D (default 0)
  
• Toggles: state-change markers, status panel, SMA labels
  

Visuals & alerts

• Background: GREEN / YELLOW / RED by state
  
• Lines: SMA100 (yellow) and SMA200 (orange)
  
• Markers on state flips; three alertconditions fire on GREEN / YELLOW / RED changes
  

How to use (workflow)

• View with 1D candles, ~1Y range.
  
• Decide at the daily close; execute next day’s open.
• Example sizing when signaling on QQQ and expressing with TQQQ:
  - GREEN -> sleeve 10–15% (cap 20–25%); trim if sleeve > target x 1.25.
  - YELLOW -> sleeve 5–8% (half risk).
  - RED -> 0%; sit in cash until GREEN or YELLOW returns.
  
• No margin/loans layered on leveraged ETFs.
  

Notes

• Works with regular candles; dividend-adjustment settings can nudge SMA values.
  
• For faster but noisier behavior, shorten to 150/100D or set Confirm=1.
  

Change log

• v1.0: Initial release (daily, 3-state, follows chart symbol, alerts, panel).
  

Disclosure
Educational use only. Not investment advice.

Dec 25, 2025

Release Notes

TQQQ Regime Throttle (100–200 SMA, Vol Aware)
What it does
A simple, robust regime map using QQQ’s 100/200-day SMAs, upgraded with:

• Volatility gate: only “enables” TQQQ when realized vol and ATR% are tame.
• Dynamic band & confirmations: adds a small buffer around the 200D and raises confirmations as vol rises to reduce whipsaws.
• TrendScore → suggested sleeve: converts trend quality into a suggested position size, capped to your risk budget.
• Expression hint: tells you when to use TQQQ vs QQQ vs Cash.

States (computed on QQQ daily; act next day’s open)

• GREEN – Close > 100D AND 100D > 200D → Risk ON.
• YELLOW – Close > 200D AND 100D ≤ 200D → Light risk.
• RED – Close < 200D → Risk OFF (cash).

Default: 2 daily-close confirmations to switch states. A dynamic band around the 200D is shown in the panel.
Panel fields (what you’ll see)

• RISK: current regime (GREEN / YELLOW / RED).
• Close vs 200D and 100D ? 200D: structure of the trend.
• Confirm | Band: required closes to flip state and the dynamic ±% buffer on the 200D.
• AnnVol | ATR%: realized volatility (annualized) and ATR as % of price.
• TrendScore (0–1): higher = stronger, cleaner trend.
• Express: TQQQ / QQQ / Cash — based on regime + vol gates + TrendScore.
• Suggested sleeve: position size guidance for your TQQQ sleeve after vol/trend scaling and your cap.

How to use (discipline)

• Decide at the daily close; execute at the next day’s open.
• If Express: TQQQ → allocate up to Suggested sleeve (respect your cap).
• If Express: QQQ → stay unlevered (trend OK but vol too hot / quality marginal).
• If RED → flat/cash.
• Rebalance trims: if sleeve value > target × 1.25, cut back to target.

Inputs (tunable)

• Fast/Slow SMA: defaults 100/200.
• ConfirmBars: base confirmations (dynamic add-ons with vol).
• Vol lookback, ATR length.
• Max AnnVol for TQQQ and Max ATR%: tighten to be more conservative.
• Base sleeves & cap: set your GREEN/YELLOW targets and overall cap.
• Dynamic band & confirm multipliers: increase slightly to reduce flip-flops in choppy markets.

Why it’s different from a plain MA filter

• Leverage is conditional: only when drift ≫ noise.
• Whipsaw control: vol-aware banding and confirmations near the 200D where decay is most damaging.
• Sizing is systematic: stronger/cleaner trends earn more sleeve (capped).

Notes & best practices

• Signal is based on QQQ daily regardless of chart timeframe (via security() calls).
• Updates after the daily bar closes. Intra-day moves do not flip state.
• This is an indicator, not a strategy; Suggested sleeve is guidance for discretionary risk.
• You can toggle to use your chart symbol instead of QQQ if you prefer.

Alerts

• Regime: GREEN / YELLOW / RED on state changes.
• Express with TQQQ when trend is strong and vol is acceptable.
• Do NOT use TQQQ when vol is too high or trend weakens (prefer QQQ/cash).

Changelog

• v1.0 – Initial public release: vol gate, dynamic band/confirm, TrendScore sizing, expression hint, hardened symbol handling.

Disclaimer
This is educational material, not investment advice. Leveraged ETFs amplify gains and losses. Backtest your workflow and size prudently.

Dec 25, 2025

Release Notes

Overview Rule-based risk expression for QQQ/TQQQ with explicit action prompts. The panel translates a 100/200-day SMA regime on QQQ into what to hold and how big to size, so decisions are consistent.TL;DR This indicator pairs a 100/200-day SMA regime on QQQ with a volatility gate and a TrendScore so the panel tells you how to express risk: Express: TQQQ (use leverage and stay in TQQQ while this hint persists, subject to trims), Express: QQQ (stay unlevered), or Express: Cash (flat). It also suggests a sleeve size when enabled (e.g., 8–10% in GREEN if you set that band). What’s different vs a plain MA system

• Express hint: converts regime into an action—TQQQ vs QQQ vs Cash. “Express: TQQQ” means be long TQQQ until the hint changes per rules (or your trims hit).
• Volatility gate: AnnVol and ATR% thresholds must be met to enable TQQQ; if not, you remain in QQQ or Cash even if GREEN.
• TrendScore → size: maps trend quality to a suggested sleeve %, capped to your risk budget.
• Dynamic guardrails: optional buffer around the 200D and extra confirmations at higher vol to curb whipsaws.

How colors are determined

• GREEN = Close > 100D and 100D > 200D.
• YELLOW = Close > 200D and 100D ≤ 200D.
• RED = Close < 200D.

Colors come from MA rules and confirmations. Volatility does not flip colors by itself. The optional dynamic band/confirm may delay/accelerate flips near the 200D; set them to zero for plain-MA behavior.How to read the panel

• RISK: GREEN/YELLOW/RED per QQQ daily (updates on daily closes).
• Confirm | Band: required closes to change color; small ±% buffer on the 200D when vol rises.
• AnnVol | ATR%: realized vol and ATR% used by the gate.
• TrendScore (0–1): higher = stronger, cleaner trend.
• Express: what to hold—TQQQ if risk-on and vol tame; QQQ if risk-on but vol hot or trend marginal; Cash if risk-off.
• Suggested sleeve: size guidance when enabled (TrendScore × vol scaling, capped).

Playbook (discipline)

• Decide at the daily close; execute at the next open.
• If GREEN + Express: TQQQ → allocate up to Suggested sleeve (respect your cap).
• If GREEN + Express: QQQ → stay unlevered until vol cools or TrendScore improves.
• If YELLOW → light risk; follow the panel’s suggestion.
• If RED → flat/cash.
• Trim rule: if sleeve value > target × 1.25, rebalance back to target.

Inputs you can tune

• MA lengths (100/200) and confirmations.
• Vol lookback, ATR length, Max AnnVol, Max ATR% (stricter = less TQQQ).
• Base sleeves for GREEN/YELLOW and overall cap (e.g., GREEN 8–10%).
• Dynamic band/confirm multipliers (raise to reduce flip-flops).
• Signal source: QQQ by default; can follow your chart symbol.

Notes Signal is computed on QQQ daily via security() and locks at the daily close. The panel is an indicator, not an order system—use it to standardize decisions and sizing. Leveraged ETFs amplify gains and losses; backtest and size prudently.Disclaimer Educational only. Not investment advice.