Public trading strategy
SPY Volatility Regime Confirmation (Avoid-Default) Strategy
Created
Thesis
A 600-point Dow drop on a fully expected rate hike tells you the market was positioned for comfort and got a warning instead — Warsh signaled more hikes are coming with bond yields already at two-decade highs. When policy disappointment meets jumpy positioning, price swings tend to expand for days or weeks, not hours. That environment rewards owning volatility itself rather than betting on either direction for stocks. The trade is to get long volatility instruments in the days immediately following the shock.
Strategy approach
A 600-point Dow drop on a fully expected rate hike tells you the market was positioned for comfort and got a warning instead — Warsh signaled more hikes are coming with bond yields already at two-decade highs. When policy disappointment meets jumpy positioning, price swings tend to expand for days or weeks, not hours. That environment rewards owning volatility itself rather than betting on either direction for stocks. The trade is to get long volatility instruments in the days immediately following the shock. Decision analysis profile: value. Required dimensions: valuation_method, valuation_sensitivity, business_economics, cash_quality, balance_sheet_leverage, dilution_capital_allocation, moat, catalysts, counterevidence, invalidation.
Markets and timeframes
Latest published rule evaluation
Evaluated . This is a dated rule snapshot, not a live price or trade execution confirmation.
SPY · 1d
1 of 3 published entry conditions marked met.
- ADX (14) above 20 — far
- RSI (14) above 20 — met
- Price above EMA (20) — near
- RSI (14) below 50 — met
- ADX (14) below 15 — far
VIX · 1d
Incomplete evidence; No entry condition values were published.
VXX · 1d
1 of 3 published entry conditions marked met.
- ADX (14) above 20 — far
- RSI (14) above 20 — met
- Price above EMA (20) — near
- RSI (14) below 50 — near
- ADX (14) below 15 — met
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: ADX/RSI/EMA Crossover Long (SPY@1d) (4 conditions)
- Entry: ADX/RSI/EMA Crossover Long (VXX@1d) (4 conditions)
- Exit: ADX Threshold Exit (SPY@1d) (3 conditions)
- Exit: ADX Threshold Exit (VXX@1d) (3 conditions)
- Exit: TP: Near Resistance[1] (SPY@1d) (1 condition)
- Exit: TP: Near Resistance[1] (VXX@1d) (1 condition)
- Exit: SL: Below Support[2] (SPY@1d) (1 condition)
- Exit: SL: Below Support[2] (VXX@1d) (1 condition)
- Exit: Stop Loss at 2.6% (1 condition)
- Exit: Take Profit at 5.2% (1 condition)
Shared strategy rules
Rule configuration
{
"data_dependencies": [
{
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
{
"symbol": "STOCK:VXX",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 1,
"type": "resistance_level"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 20
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_spy",
"name": "ADX/RSI/EMA Crossover Long (SPY@1d)",
"priority": 2,
"trade_symbol": "STOCK:SPY"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 1,
"type": "resistance_level"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 20
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_vxx",
"name": "ADX/RSI/EMA Crossover Long (VXX@1d)",
"priority": 3,
"trade_symbol": "STOCK:VXX"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 50
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 15
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 30
}
}
],
"enabled": true,
"id": "exit_1_spy",
"name": "ADX Threshold Exit (SPY@1d)",
"priority": 1,
"purpose": "signal",
"target_symbol": "STOCK:SPY"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 50
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 15
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 30
}
}
],
"enabled": true,
"id": "exit_1_vxx",
"name": "ADX Threshold Exit (VXX@1d)",
"priority": 2,
"purpose": "signal",
"target_symbol": "STOCK:VXX"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"rank": 1,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_2_spy",
"name": "TP: Near Resistance[1] (SPY@1d)",
"priority": 97,
"purpose": "take_profit",
"target_symbol": "STOCK:SPY"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"rank": 1,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_2_vxx",
"name": "TP: Near Resistance[1] (VXX@1d)",
"priority": 98,
"purpose": "take_profit",
"target_symbol": "STOCK:VXX"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_spy",
"name": "SL: Below Support[2] (SPY@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "STOCK:SPY"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_vxx",
"name": "SL: Below Support[2] (VXX@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "STOCK:VXX"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.5954545454545452
}
}
],
"enabled": true,
"id": "exit_4",
"name": "Stop Loss at 2.6%",
"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": 5.1909090909090905
}
}
],
"enabled": true,
"id": "exit_5",
"name": "Take Profit at 5.2%",
"priority": 100,
"purpose": "take_profit"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"risk_percent": 2.5954545454545452,
"support_stop_rank": 2,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Indicator configuration
{
"indicators": [
{
"name": "adx",
"period": 14
},
{
"name": "ema",
"period": 20
},
{
"name": "rsi",
"period": 14
},
{
"name": "adx",
"period": 14
},
{
"name": "ema",
"period": 20
},
{
"name": "rsi",
"period": 14
}
]
}Parsed strategy
{
"data_dependencies": [
{
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
{
"symbol": "STOCK:VXX",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 1,
"type": "resistance_level"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 20
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_spy",
"name": "ADX/RSI/EMA Crossover Long (SPY@1d)",
"priority": 2,
"trade_symbol": "STOCK:SPY"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 1,
"type": "resistance_level"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 20
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_vxx",
"name": "ADX/RSI/EMA Crossover Long (VXX@1d)",
"priority": 3,
"trade_symbol": "STOCK:VXX"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 50
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 15
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 30
}
}
],
"enabled": true,
"id": "exit_1_spy",
"name": "ADX Threshold Exit (SPY@1d)",
"priority": 1,
"purpose": "signal",
"target_symbol": "STOCK:SPY"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 50
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 15
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 30
}
}
],
"enabled": true,
"id": "exit_1_vxx",
"name": "ADX Threshold Exit (VXX@1d)",
"priority": 2,
"purpose": "signal",
"target_symbol": "STOCK:VXX"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"rank": 1,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_2_spy",
"name": "TP: Near Resistance[1] (SPY@1d)",
"priority": 97,
"purpose": "take_profit",
"target_symbol": "STOCK:SPY"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"rank": 1,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_2_vxx",
"name": "TP: Near Resistance[1] (VXX@1d)",
"priority": 98,
"purpose": "take_profit",
"target_symbol": "STOCK:VXX"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:SPY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_spy",
"name": "SL: Below Support[2] (SPY@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "STOCK:SPY"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_vxx",
"name": "SL: Below Support[2] (VXX@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "STOCK:VXX"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.5954545454545452
}
}
],
"enabled": true,
"id": "exit_4",
"name": "Stop Loss at 2.6%",
"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": 5.1909090909090905
}
}
],
"enabled": true,
"id": "exit_5",
"name": "Take Profit at 5.2%",
"priority": 100,
"purpose": "take_profit"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"risk_percent": 2.5954545454545452,
"support_stop_rank": 2,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Strategy instructions
Trading agent generated from recommendation idea 'A 600-point Dow drop on a fully expected rate hike tells you the market was positioned for comfort and got a warning instead — Warsh signaled more hikes are coming with bond yields already at two-decade highs. When policy disappointment meets jumpy positi'. Thesis: A 600-point Dow drop on a fully expected rate hike tells you the market was positioned for comfort and got a warning instead — Warsh signaled more hikes are coming with bond yields already at two-decade highs. When policy disappointment meets jumpy positioning, price swings tend to expand for days or weeks, not hours. That environment rewards owning volatility itself rather than betting on either direction for stocks. The trade is to get long volatility instruments in the days immediately following the shock.
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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