QuantRocket 'TrendDayStrategy' port: leveraged-ETF afternoon trend-day continuation (long if up >6% vs prior close at the afternoon checkpoint, short if down >6%, flat at session close) on TQQQ/SQQQ/UVXY USEQ 1-HOUR

Port of QuantRocket's open-source Moonshot strategy 'TrendDayStrategy' (code 'trend-day', https://github.com/quantrocket-codeload/trend-day, Apache-2.0, author QuantRocket LLC, who gets the credit). ORIGINAL RULES, exactly as written: universe 'leveraged-etf' on US-stock 1-minute data; DB_TIMES 14:00 and 15:59; MIN_PCT_CHANGE = 0.06. Each day: return = (OPEN of the 14:00 bar - CLOSE of the prior session's 15:59 bar) / prior session close. Signal +1 (long) if return > +0.06, -1 (short) if return < -0.06, otherwise 0. Weights: allocate_fixed_weights_capped(signals, 0.20, cap=1.0), so each active position gets 20% of capital, and all weights are scaled down proportionally if gross exposure would exceed 100%. Positions are entered the same day as the signal with a MARKET order at 14:01 (the close of the 14:00 bar is the entry price) and exited with a market-on-close (MOC) order at the 16:00 session close. There are no stops, no take-profit and no overnight holding. The original's costs were $0.005/share commission and 3 bps slippage; ours use the USEQ model, which charges zero commission and models spread and impact. PLATFORM ADAPTATION, stated honestly: (1) The universe is the 3 leveraged/volatility ETFs that exist in our USEQ universe and catalog: TQQQ.USEQ, SQQQ.USEQ and UVXY.USEQ. Other leveraged ETFs such as SOXL, SPXL and TNA are not collected. (2) Timeframe is 1-HOUR, not 1-minute. USEQ 1-minute bars start 2026-08-06, about 38 sessions, which would give fewer than 10 signals at a 6% threshold. USEQ 1-HOUR bars cover 2024-08-14 to now, about 530 sessions. Yahoo hourly bars are close-stamped at 10:30, 11:30, 12:30, 13:30, 14:30, 15:30 and 16:00 ET, so no bar closes at 14:00. The checkpoint is therefore the CLOSE of the bar stamped 14:30 ET, 30 minutes later than the original's 14:00, and the hold is 14:30 to 16:00, not 14:01 to 16:00. On half-day sessions (13:00 close) there is no 14:30 bar, so no trade, which matches the original because its 14:00 bar is missing on half-days. (3) The prior session close is the close of the previous session's final bar (stamped 16:00 ET, or 13:00 on half-days), equivalent to the original's 15:59 bar close. Sizing: 20% of current equity notional per active instrument, as in the original. With 3 instruments, gross exposure is at most 60%, so the 1.0 cap never binds but is still implemented. Long and short are allowed; USEQ is a Reg-T margin account, run at leverage 1.0. Note that TQQQ and SQQQ are mirror images, so a strong Nasdaq day usually signals both, long one and short the other. That is effectively the same bet on two instruments, net about 40% of equity on the Nasdaq direction. The original does this too and it is kept faithfully. Pre-study on our 1h catalog (gross, close-to-close, no costs), 6% threshold, return from 14:30 to 16:00 in the signal direction: TQQQ n=45, mean +0.31%, hit rate 64%; SQQQ n=44, mean +0.41%, hit rate 66%; UVXY n=94, mean +0.98%, hit rate 70%. That totals about 183 position-days in about 2 years. Treat these numbers as unverified until our backtest runs.