Public trading strategy
Oil prices whipsaw on war fears but supply is flooding the market — long oil ref
Created
Thesis
The Bloomberg story about Asian refiners unloading oil on the US market reveals a key insight: while Middle East geopolitical tension caused a brief price spike, the actual physical oil supply is overwhelming demand and creating a glut. When crude input costs drop but retail fuel prices stay sticky, refiners capture enormous margin spreads. The second Bloomberg article about the initial tanker-hit spike shows the market is still pricing in geopolitical risk, but the glut story confirms the fundamental reality is cheap supply. Pair this with the Reuters article about gold suffering its biggest drop since 2008 on a hawkish Fed — a strong dollar further depresses commodity prices, making oil even cheaper for refiners to buy and process.
Strategy approach
Build a rule-based strategy that enters long VLO on D1 when crude oil (CL=F) drops 5% over 5 days while VLO is making a 10-day high. Exit if oil rebounds 8% from its low or after a 21-day hold. Use a 7% trailing stop.
Markets and timeframes
Latest published rule evaluation
Evaluated . This is a dated rule snapshot, not a live price or trade execution confirmation.
MPC · 1d
1 of 3 published entry conditions marked met.
- ROC (5) below -5 — far
- ADX (14) above 20 — met
- RSI (14) below 40 — far
- ROC (5) above 8 — far
PSX · 1d
1 of 3 published entry conditions marked met.
- ROC (5) below -5 — far
- ADX (14) above 20 — met
- RSI (14) below 40 — far
- ROC (5) above 8 — far
VLO · 1d
1 of 3 published entry conditions marked met.
- ROC (5) below -5 — far
- ADX (14) above 20 — met
- RSI (14) below 40 — far
- ROC (5) above 8 — far
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: ROC/ADX/RSI Signal Long (USO@1d) (3 conditions)
- Exit: ROC Threshold Exit (USO@1d) (2 conditions)
- Exit: Stop Loss at 2.7% (1 condition)
- Exit: Take Profit at 5.5% (1 condition)
- Exit: TP: Near Resistance[1] (USO@1d) (1 condition)
- Exit: SL: Below Support[1] (USO@1d) (1 condition)
Shared strategy rules
Rule configuration
{
"data_dependencies": [
{
"symbol": "USO",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "USO",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 5
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": -5
}
},
{
"left": {
"chart_ref": {
"symbol": "USO",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"chart_ref": {
"symbol": "USO",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 40
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1",
"name": "ROC/ADX/RSI Signal Long (USO@1d)",
"priority": 1,
"trade_symbol": "USO"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "USO",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 5
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 8
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "USO",
"timeframe": "1d"
},
"indicator": {
"name": "atr",
"period": 14
},
"type": "indicator"
}
}
],
"enabled": true,
"id": "exit_1",
"name": "ROC Threshold Exit (USO@1d)",
"priority": 1,
"purpose": "signal",
"target_symbol": "USO"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.730266666666667
}
}
],
"enabled": true,
"id": "exit_2",
"name": "Stop Loss at 2.7%",
"priority": 100,
"purpose": "stop_loss"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 5.460533333333334
}
}
],
"enabled": true,
"id": "exit_3",
"name": "Take Profit at 5.5%",
"priority": 100,
"purpose": "take_profit"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"rank": 1,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_4",
"name": "TP: Near Resistance[1] (USO@1d)",
"priority": 97,
"purpose": "take_profit"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_5",
"name": "SL: Below Support[1] (USO@1d)",
"priority": 100,
"purpose": "stop_loss"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"risk_percent": 2.730266666666667,
"support_stop_rank": 2,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Indicator configuration
{
"indicators": [
{
"name": "roc",
"period": 5
},
{
"name": "rsi",
"period": 14
},
{
"name": "atr",
"period": 14
},
{
"name": "adx",
"period": 14
}
]
}Parsed strategy
{
"data_dependencies": [
{
"symbol": "USO",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "USO",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 5
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": -5
}
},
{
"left": {
"chart_ref": {
"symbol": "USO",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"chart_ref": {
"symbol": "USO",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 40
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1",
"name": "ROC/ADX/RSI Signal Long (USO@1d)",
"priority": 1,
"trade_symbol": "USO"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "USO",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 5
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 8
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "USO",
"timeframe": "1d"
},
"indicator": {
"name": "atr",
"period": 14
},
"type": "indicator"
}
}
],
"enabled": true,
"id": "exit_1",
"name": "ROC Threshold Exit (USO@1d)",
"priority": 1,
"purpose": "signal",
"target_symbol": "USO"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.730266666666667
}
}
],
"enabled": true,
"id": "exit_2",
"name": "Stop Loss at 2.7%",
"priority": 100,
"purpose": "stop_loss"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 5.460533333333334
}
}
],
"enabled": true,
"id": "exit_3",
"name": "Take Profit at 5.5%",
"priority": 100,
"purpose": "take_profit"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"rank": 1,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_4",
"name": "TP: Near Resistance[1] (USO@1d)",
"priority": 97,
"purpose": "take_profit"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_5",
"name": "SL: Below Support[1] (USO@1d)",
"priority": 100,
"purpose": "stop_loss"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"risk_percent": 2.730266666666667,
"support_stop_rank": 2,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Strategy instructions
Trading agent generated from recommendation idea 'Oil prices whipsaw on war fears but supply is flooding the market — long oil refiners on cheap crude'. Thesis: The Bloomberg story about Asian refiners unloading oil on the US market reveals a key insight: while Middle East geopolitical tension caused a brief price spike, the actual physical oil supply is overwhelming demand and creating a glut. When crude input costs drop but retail fuel prices stay sticky, refiners capture enormous margin spreads. The second Bloomberg article about the initial tanker-hit spike shows the market is still pricing in geopolitical risk, but the glut story confirms the fundamental reality is cheap supply. Pair this with the Reuters article about gold suffering its biggest drop since 2008 on a hawkish Fed — a strong dollar further depresses commodity prices, making oil even cheaper for refiners to buy and process.
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 dated rule snapshot above shows the conditions evaluated at that time. It does not prove a current trigger or executed trade.
- 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.
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