Public trading strategy
Weak jobs report kills rate-hike fears just as JPMorgan launches a record $50B b
Created
Thesis
June's jobs report came in at roughly half the expected number, which immediately cooled fears of further Fed rate hikes. When rate-hike fears ease, financial stocks tend to rally because a steeper yield curve and stable economy support their lending margins. Layering on JPMorgan's massive new $50 billion buyback authorization, the bank has both macro tailwinds and an unprecedented amount of share-repurchase firepower to push its stock higher. This combination of a weak jobs report (good for stocks) and a massive capital return program creates a strong setup for the biggest US bank.
Strategy approach
Build a rule-based strategy that enters long JPM on D1 when the 10-Year Treasury Yield (TNX) drops >3% in 2 days and JPM is within 5% of its 52-week high. Exit if JPM closes below its 50-day moving average, or hold for 45 days.
Markets and timeframes
Latest published rule evaluation
Evaluated . This is a dated rule snapshot, not a live price or trade execution confirmation.
JPM · 1d
2 of 3 published entry conditions marked met.
- Price above 95 — met
- ROC (2) above 0 — met
- ATR (14) above 0.5 — unknown
- Price below SMA (50) — near
XLF · 1d
1 of 3 published entry conditions marked met.
- Price above 95 — far
- ROC (2) above 0 — met
- ATR (14) above 0.5 — unknown
- Price below SMA (50) — near
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/ATR Signal Long (JPM@1d) (4 conditions)
- Entry: ROC/ATR Signal Long (XLF@1d) (4 conditions)
- Exit: Take Profit at 45.0% (JPM@1d) (2 conditions)
- Exit: Take Profit at 45.0% (XLF@1d) (2 conditions)
- Exit: TP: Near Resistance[2] (JPM@1d) (1 condition)
- Exit: TP: Near Resistance[2] (XLF@1d) (1 condition)
- Exit: SL: Below Support[1] (JPM@1d) (1 condition)
- Exit: SL: Below Support[1] (XLF@1d) (1 condition)
- Exit: Stop Loss at 2.5% (1 condition)
- Exit: Take Profit at 5.1% (1 condition)
Shared strategy rules
Rule configuration
{
"data_dependencies": [
{
"symbol": "JPM",
"timeframe": "1d"
},
{
"symbol": "XLF",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 95
}
},
{
"left": {
"chart_ref": {
"symbol": "JPM",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 2
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"rank": 1,
"type": "resistance_level"
}
},
{
"left": {
"chart_ref": {
"symbol": "JPM",
"timeframe": "1d"
},
"indicator": {
"name": "atr",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0.5
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_jpm",
"name": "ROC/ATR Signal Long (JPM@1d)",
"priority": 1,
"trade_symbol": "JPM"
},
{
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 95
}
},
{
"left": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 2
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"rank": 1,
"type": "resistance_level"
}
},
{
"left": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "atr",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0.5
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_xlf",
"name": "ROC/ATR Signal Long (XLF@1d)",
"priority": 2,
"trade_symbol": "XLF"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "JPM",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
}
},
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 45
}
}
],
"enabled": true,
"id": "exit_1_jpm",
"name": "Take Profit at 45.0% (JPM@1d)",
"priority": 1,
"purpose": "signal",
"target_symbol": "JPM"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
}
},
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 45
}
}
],
"enabled": true,
"id": "exit_1_xlf",
"name": "Take Profit at 45.0% (XLF@1d)",
"priority": 2,
"purpose": "signal",
"target_symbol": "XLF"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"rank": 2,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_2_jpm",
"name": "TP: Near Resistance[2] (JPM@1d)",
"priority": 97,
"purpose": "take_profit",
"target_symbol": "JPM"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"rank": 2,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_2_xlf",
"name": "TP: Near Resistance[2] (XLF@1d)",
"priority": 98,
"purpose": "take_profit",
"target_symbol": "XLF"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_jpm",
"name": "SL: Below Support[1] (JPM@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "JPM"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_xlf",
"name": "SL: Below Support[1] (XLF@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "XLF"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.549366666666667
}
}
],
"enabled": true,
"id": "exit_4",
"name": "Stop Loss at 2.5%",
"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": 5.098733333333334
}
}
],
"enabled": true,
"id": "exit_5",
"name": "Take Profit at 5.1%",
"priority": 100,
"purpose": "take_profit"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"risk_percent": 2.549366666666667,
"support_stop_rank": 1,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Indicator configuration
{
"indicators": [
{
"name": "roc",
"period": 2
},
{
"name": "roc",
"period": 10
},
{
"name": "sma",
"period": 50
},
{
"name": "atr",
"period": 14
},
{
"name": "roc",
"period": 2
},
{
"name": "roc",
"period": 10
},
{
"name": "sma",
"period": 50
},
{
"name": "atr",
"period": 14
}
]
}Parsed strategy
{
"data_dependencies": [
{
"symbol": "JPM",
"timeframe": "1d"
},
{
"symbol": "XLF",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 95
}
},
{
"left": {
"chart_ref": {
"symbol": "JPM",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 2
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"rank": 1,
"type": "resistance_level"
}
},
{
"left": {
"chart_ref": {
"symbol": "JPM",
"timeframe": "1d"
},
"indicator": {
"name": "atr",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0.5
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_jpm",
"name": "ROC/ATR Signal Long (JPM@1d)",
"priority": 1,
"trade_symbol": "JPM"
},
{
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 95
}
},
{
"left": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 2
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"rank": 1,
"type": "resistance_level"
}
},
{
"left": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "atr",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0.5
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_xlf",
"name": "ROC/ATR Signal Long (XLF@1d)",
"priority": 2,
"trade_symbol": "XLF"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "JPM",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
}
},
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 45
}
}
],
"enabled": true,
"id": "exit_1_jpm",
"name": "Take Profit at 45.0% (JPM@1d)",
"priority": 1,
"purpose": "signal",
"target_symbol": "JPM"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
}
},
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 45
}
}
],
"enabled": true,
"id": "exit_1_xlf",
"name": "Take Profit at 45.0% (XLF@1d)",
"priority": 2,
"purpose": "signal",
"target_symbol": "XLF"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"rank": 2,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_2_jpm",
"name": "TP: Near Resistance[2] (JPM@1d)",
"priority": 97,
"purpose": "take_profit",
"target_symbol": "JPM"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"rank": 2,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_2_xlf",
"name": "TP: Near Resistance[2] (XLF@1d)",
"priority": 98,
"purpose": "take_profit",
"target_symbol": "XLF"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_jpm",
"name": "SL: Below Support[1] (JPM@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "JPM"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_xlf",
"name": "SL: Below Support[1] (XLF@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "XLF"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.549366666666667
}
}
],
"enabled": true,
"id": "exit_4",
"name": "Stop Loss at 2.5%",
"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": 5.098733333333334
}
}
],
"enabled": true,
"id": "exit_5",
"name": "Take Profit at 5.1%",
"priority": 100,
"purpose": "take_profit"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"risk_percent": 2.549366666666667,
"support_stop_rank": 1,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Strategy instructions
Trading agent generated from recommendation idea 'Weak jobs report kills rate-hike fears just as JPMorgan launches a record $50B buyback — ride the divergence'. Thesis: June's jobs report came in at roughly half the expected number, which immediately cooled fears of further Fed rate hikes. When rate-hike fears ease, financial stocks tend to rally because a steeper yield curve and stable economy support their lending margins. Layering on JPMorgan's massive new $50 billion buyback authorization, the bank has both macro tailwinds and an unprecedented amount of share-repurchase firepower to push its stock higher. This combination of a weak jobs report (good for stocks) and a massive capital return program creates a strong setup for the biggest US bank.
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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