Public trading strategy
Barclays is explicitly warning that June's friendly inflation number was a one-o
Created
Thesis
Barclays is explicitly warning that June's friendly inflation number was a one-off, not a trend, and that July data will likely show prices rebounding. Markets are quiet and complacent right now — sitting near highs with low volatility — which means investors haven't priced in the risk of a bad print. If inflation comes in hotter than expected, it instantly revives fears of more rate hikes and forces a sharp pullback. This setup is a classic contrarian play: the crowd is calm, but a respected voice is telling them they're wrong about the direction of prices.
Markets and timeframes
Entry and exit at a glance
These are the named rules in the shared configuration. Review the full conditions below before using a strategy.
- Entry: Post-CPI Breakdown Short: Close Below BB Lower (QQQ@1d) (3 conditions)
- Entry: Post-CPI Breakdown Short: Close Below BB Lower (SPY@1d) (3 conditions)
- Exit: Invalidation: BB Middle Reclaim (QQQ@1d) (1 condition)
- Exit: Invalidation: BB Middle Reclaim (SPY@1d) (1 condition)
- Exit: Scale-Out TP: 2.5% Decline from Entry (1 condition)
- Exit: Take Profit at 4.7% (1 condition)
- Exit: Stop Loss at 2.4% (1 condition)
- Exit: Time Stop: 3 Bars (CPI Shock Absorption) (1 condition)
Shared strategy rules
Rule configuration
{
"data_dependencies": [
{
"symbol": "STOCK:QQQ",
"timeframe": "1d"
},
{
"symbol": "STOCK:SPY",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:QQQ",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "STOCK:QQQ",
"timeframe": "1d"
},
"field": "middle",
"indicator": {
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:QQQ",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:QQQ",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:QQQ",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 45
}
}
],
"direction": "short",
"enabled": true,
"id": "entry_1_qqq",
"name": "Post-CPI Breakdown Short: Close Below BB Lower (QQQ@1d)",
"priority": 1,
"trade_symbol": "STOCK:QQQ"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"field": "middle",
"indicator": {
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 45
}
}
],
"direction": "short",
"enabled": true,
"id": "entry_1_spy",
"name": "Post-CPI Breakdown Short: Close Below BB Lower (SPY@1d)",
"priority": 2,
"trade_symbol": "STOCK:SPY"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:QQQ",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:QQQ",
"timeframe": "1d"
},
"field": "middle",
"indicator": {
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
"type": "indicator"
}
}
],
"enabled": true,
"id": "exit_1_qqq",
"name": "Invalidation: BB Middle Reclaim (QQQ@1d)",
"priority": 1,
"purpose": "signal",
"target_symbol": "STOCK:QQQ"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"field": "middle",
"indicator": {
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
"type": "indicator"
}
}
],
"enabled": true,
"id": "exit_1_spy",
"name": "Invalidation: BB Middle Reclaim (SPY@1d)",
"priority": 2,
"purpose": "signal",
"target_symbol": "STOCK:SPY"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 2.5
}
}
],
"enabled": true,
"id": "exit_2",
"name": "Scale-Out TP: 2.5% Decline from Entry",
"priority": 90,
"purpose": "take_profit"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 4.727142857142858
}
}
],
"enabled": true,
"id": "exit_3",
"name": "Take Profit at 4.7%",
"priority": 95,
"purpose": "take_profit"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.363571428571429
}
}
],
"enabled": true,
"id": "exit_4",
"name": "Stop Loss at 2.4%",
"priority": 100,
"purpose": "stop_loss"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 3
}
}
],
"enabled": true,
"id": "exit_5",
"name": "Time Stop: 3 Bars (CPI Shock Absorption)",
"priority": 103,
"purpose": "signal"
}
],
"position_sizing": {
"max_position_percent": 20,
"method": {
"risk_percent": 2.363571428571429,
"support_stop_rank": 2,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 2
}Indicator configuration
{
"indicators": [
{
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
{
"name": "rsi",
"period": 14
},
{
"name": "adx",
"period": 14
},
{
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
{
"name": "rsi",
"period": 14
},
{
"name": "adx",
"period": 14
},
{
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
{
"name": "rsi",
"period": 14
},
{
"name": "adx",
"period": 14
},
{
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
{
"name": "rsi",
"period": 14
},
{
"name": "adx",
"period": 14
},
{
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
{
"name": "rsi",
"period": 14
},
{
"name": "adx",
"period": 14
}
]
}Parsed strategy
{
"data_dependencies": [
{
"symbol": "STOCK:QQQ",
"timeframe": "1d"
},
{
"symbol": "STOCK:SPY",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:QQQ",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "STOCK:QQQ",
"timeframe": "1d"
},
"field": "middle",
"indicator": {
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:QQQ",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:QQQ",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:QQQ",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 45
}
}
],
"direction": "short",
"enabled": true,
"id": "entry_1_qqq",
"name": "Post-CPI Breakdown Short: Close Below BB Lower (QQQ@1d)",
"priority": 1,
"trade_symbol": "STOCK:QQQ"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"field": "middle",
"indicator": {
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 45
}
}
],
"direction": "short",
"enabled": true,
"id": "entry_1_spy",
"name": "Post-CPI Breakdown Short: Close Below BB Lower (SPY@1d)",
"priority": 2,
"trade_symbol": "STOCK:SPY"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:QQQ",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:QQQ",
"timeframe": "1d"
},
"field": "middle",
"indicator": {
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
"type": "indicator"
}
}
],
"enabled": true,
"id": "exit_1_qqq",
"name": "Invalidation: BB Middle Reclaim (QQQ@1d)",
"priority": 1,
"purpose": "signal",
"target_symbol": "STOCK:QQQ"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"field": "middle",
"indicator": {
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
"type": "indicator"
}
}
],
"enabled": true,
"id": "exit_1_spy",
"name": "Invalidation: BB Middle Reclaim (SPY@1d)",
"priority": 2,
"purpose": "signal",
"target_symbol": "STOCK:SPY"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 2.5
}
}
],
"enabled": true,
"id": "exit_2",
"name": "Scale-Out TP: 2.5% Decline from Entry",
"priority": 90,
"purpose": "take_profit"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 4.727142857142858
}
}
],
"enabled": true,
"id": "exit_3",
"name": "Take Profit at 4.7%",
"priority": 95,
"purpose": "take_profit"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.363571428571429
}
}
],
"enabled": true,
"id": "exit_4",
"name": "Stop Loss at 2.4%",
"priority": 100,
"purpose": "stop_loss"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 3
}
}
],
"enabled": true,
"id": "exit_5",
"name": "Time Stop: 3 Bars (CPI Shock Absorption)",
"priority": 103,
"purpose": "signal"
}
],
"position_sizing": {
"max_position_percent": 20,
"method": {
"risk_percent": 2.363571428571429,
"support_stop_rank": 2,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 2
}Strategy instructions
Trading agent generated from recommendation idea 'Barclays is explicitly warning that June's friendly inflation number was a one-off, not a trend, and that July data will likely show prices rebounding. Markets are quiet and complacent right now — sitting near highs with low volatility — which means inves'. Thesis: Barclays is explicitly warning that June's friendly inflation number was a one-off, not a trend, and that July data will likely show prices rebounding. Markets are quiet and complacent right now — sitting near highs with low volatility — which means investors haven't priced in the risk of a bad print. If inflation comes in hotter than expected, it instantly revives fears of more rate hikes and forces a sharp pullback. This setup is a classic contrarian play: the crowd is calm, but a respected voice is telling them they're wrong about the direction of prices.
Performance
No trade count, win rate, or realized P&L figures are provided in this public preview. The thesis and shared rules do not establish a performance record.
What this public preview can establish
- The thesis and strategy approach describe a market view. They do not show whether an entry or exit condition is currently met.
- Technical strategy fields are shared above. Inspect the actual conditions and check when they were evaluated before relying on them.
- No trade count, win rate, or P&L figure is published in this preview. It cannot establish a performance record.
Explore
How CommonQuant researches and tests strategies · Public paper-trading record and its limits · Discover public strategies