Loading…
Public trading strategy

The U.S. just saw cooler-than-expected inflation, which sent the S&P 500 to reco

Created

Thesis

The U.S. just saw cooler-than-expected inflation, which sent the S&P 500 to record highs because it signals the economy can handle current high interest rates without the Fed hiking further. High U.S. rates keep the dollar extremely attractive compared to the Japanese yen, especially since Japan's interest rates are practically at zero. Big speculators are openly treating government interventions to rescue the yen as buying opportunities to reload their short positions. This creates a powerful, unbalanced momentum trade where the path of least resistance for the dollar-yen pair remains higher as long as U.S. growth holds up and Japan's yields stay pinned low.

Markets and timeframes

Latest published rule evaluation

Evaluated . This is a dated rule snapshot, not a live price or trade execution confirmation.

FXY · 1d

1 of 3 published entry conditions marked met.

  • Price below 0 — far
  • ATR (14) above 0.5 — unknown
  • ADX (14) above 20 — met
  • Price above 0 — met
  • Price below 0 — far
  • ATR (14) above 0.7 — unknown

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: ATR/ADX Crossover Long (FXY@1d) (4 conditions)
  • Exit: ATR Threshold Exit (FXY@1d) (4 conditions)
  • Exit: SL: Below Support[2] (FXY@1d) (1 condition)
  • Exit: TP: Near Resistance[1] (FXY@1d) (1 condition)
  • Exit: Stop Loss at 2.7% (1 condition)
  • Exit: Take Profit at 5.3% (1 condition)

Shared strategy rules

Rule configuration

{
  "data_dependencies": [
    {
      "symbol": "STOCK:FXY",
      "timeframe": "1d"
    }
  ],
  "entry_rules": [
    {
      "conditions": [
        {
          "left": {
            "chart_ref": {
              "symbol": "STOCK:FXY",
              "timeframe": "1d"
            },
            "field": "close",
            "type": "price"
          },
          "operator": "less_than",
          "right": {
            "type": "constant",
            "value": 0
          }
        },
        {
          "left": {
            "chart_ref": {
              "symbol": "STOCK:FXY",
              "timeframe": "1d"
            },
            "indicator": {
              "name": "atr",
              "period": 14
            },
            "type": "indicator"
          },
          "operator": "greater_than",
          "right": {
            "type": "constant",
            "value": 0.5
          }
        },
        {
          "left": {
            "chart_ref": {
              "symbol": "STOCK:FXY",
              "timeframe": "1d"
            },
            "field": "adx",
            "indicator": {
              "name": "adx",
              "period": 14
            },
            "type": "indicator"
          },
          "operator": "greater_than",
          "right": {
            "type": "constant",
            "value": 20
          }
        },
        {
          "left": {
            "chart_ref": {
              "symbol": "STOCK:FXY",
              "timeframe": "1d"
            },
            "field": "close",
            "type": "price"
          },
          "operator": "crossed_below",
          "right": {
            "rank": 1,
            "type": "support_level"
          }
        }
      ],
      "direction": "long",
      "enabled": true,
      "id": "entry_1",
      "name": "ATR/ADX Crossover Long (FXY@1d)",
      "priority": 1,
      "trade_symbol": "STOCK:FXY"
    }
  ],
  "exit_rules": [
    {
      "applies_to": "both",
      "conditions": [
        {
          "left": {
            "chart_ref": {
              "symbol": "STOCK:FXY",
              "timeframe": "1d"
            },
            "field": "close",
            "type": "price"
          },
          "operator": "greater_than",
          "right": {
            "type": "constant",
            "value": 0
          }
        },
        {
          "left": {
            "chart_ref": {
              "symbol": "STOCK:FXY",
              "timeframe": "1d"
            },
            "field": "close",
            "type": "price"
          },
          "operator": "less_than",
          "right": {
            "type": "constant",
            "value": 0
          }
        },
        {
          "left": {
            "chart_ref": {
              "symbol": "STOCK:FXY",
              "timeframe": "1d"
            },
            "indicator": {
              "name": "atr",
              "period": 14
            },
            "type": "indicator"
          },
          "operator": "greater_than",
          "right": {
            "type": "constant",
            "value": 0.7
          }
        },
        {
          "left": {
            "field": "holding_period_bars",
            "type": "position"
          },
          "operator": "greater_than_or_equal",
          "right": {
            "type": "constant",
            "value": 45
          }
        }
      ],
      "enabled": true,
      "id": "exit_1",
      "name": "ATR Threshold Exit (FXY@1d)",
      "priority": 1,
      "purpose": "signal",
      "target_symbol": "STOCK:FXY"
    },
    {
      "applies_to": "both",
      "conditions": [
        {
          "left": {
            "chart_ref": {
              "symbol": "STOCK:FXY",
              "timeframe": "1d"
            },
            "field": "close",
            "type": "price"
          },
          "operator": "less_than_or_equal",
          "right": {
            "rank": 2,
            "type": "support_level"
          }
        }
      ],
      "enabled": true,
      "id": "exit_2",
      "name": "SL: Below Support[2] (FXY@1d)",
      "priority": 97,
      "purpose": "take_profit",
      "target_symbol": "STOCK:FXY"
    },
    {
      "applies_to": "both",
      "conditions": [
        {
          "left": {
            "chart_ref": {
              "symbol": "STOCK:FXY",
              "timeframe": "1d"
            },
            "field": "close",
            "type": "price"
          },
          "operator": "crossed_below",
          "right": {
            "rank": 1,
            "type": "resistance_level"
          }
        }
      ],
      "enabled": true,
      "id": "exit_3",
      "name": "TP: Near Resistance[1] (FXY@1d)",
      "priority": 100,
      "purpose": "stop_loss",
      "target_symbol": "STOCK:FXY"
    },
    {
      "applies_to": "both",
      "conditions": [
        {
          "left": {
            "field": "unrealized_pnl_percent",
            "type": "position"
          },
          "operator": "less_than_or_equal",
          "right": {
            "type": "constant",
            "value": -2.671666666666667
          }
        }
      ],
      "enabled": true,
      "id": "exit_4",
      "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": 5.343333333333334
          }
        }
      ],
      "enabled": true,
      "id": "exit_5",
      "name": "Take Profit at 5.3%",
      "priority": 100,
      "purpose": "take_profit"
    }
  ],
  "position_sizing": {
    "max_position_percent": 25,
    "method": {
      "resistance_stop_rank": 1,
      "risk_percent": 2.671666666666667,
      "type": "fixed_risk"
    },
    "min_position_value": 100
  },
  "trigger_timeframe": "1d",
  "version": 1
}

Indicator configuration

{
  "indicators": [
    {
      "name": "atr",
      "period": 14
    },
    {
      "name": "adx",
      "period": 14
    }
  ]
}

Parsed strategy

{
  "data_dependencies": [
    {
      "symbol": "STOCK:FXY",
      "timeframe": "1d"
    }
  ],
  "entry_rules": [
    {
      "conditions": [
        {
          "left": {
            "chart_ref": {
              "symbol": "STOCK:FXY",
              "timeframe": "1d"
            },
            "field": "close",
            "type": "price"
          },
          "operator": "less_than",
          "right": {
            "type": "constant",
            "value": 0
          }
        },
        {
          "left": {
            "chart_ref": {
              "symbol": "STOCK:FXY",
              "timeframe": "1d"
            },
            "indicator": {
              "name": "atr",
              "period": 14
            },
            "type": "indicator"
          },
          "operator": "greater_than",
          "right": {
            "type": "constant",
            "value": 0.5
          }
        },
        {
          "left": {
            "chart_ref": {
              "symbol": "STOCK:FXY",
              "timeframe": "1d"
            },
            "field": "adx",
            "indicator": {
              "name": "adx",
              "period": 14
            },
            "type": "indicator"
          },
          "operator": "greater_than",
          "right": {
            "type": "constant",
            "value": 20
          }
        },
        {
          "left": {
            "chart_ref": {
              "symbol": "STOCK:FXY",
              "timeframe": "1d"
            },
            "field": "close",
            "type": "price"
          },
          "operator": "crossed_below",
          "right": {
            "rank": 1,
            "type": "support_level"
          }
        }
      ],
      "direction": "long",
      "enabled": true,
      "id": "entry_1",
      "name": "ATR/ADX Crossover Long (FXY@1d)",
      "priority": 1,
      "trade_symbol": "STOCK:FXY"
    }
  ],
  "exit_rules": [
    {
      "applies_to": "both",
      "conditions": [
        {
          "left": {
            "chart_ref": {
              "symbol": "STOCK:FXY",
              "timeframe": "1d"
            },
            "field": "close",
            "type": "price"
          },
          "operator": "greater_than",
          "right": {
            "type": "constant",
            "value": 0
          }
        },
        {
          "left": {
            "chart_ref": {
              "symbol": "STOCK:FXY",
              "timeframe": "1d"
            },
            "field": "close",
            "type": "price"
          },
          "operator": "less_than",
          "right": {
            "type": "constant",
            "value": 0
          }
        },
        {
          "left": {
            "chart_ref": {
              "symbol": "STOCK:FXY",
              "timeframe": "1d"
            },
            "indicator": {
              "name": "atr",
              "period": 14
            },
            "type": "indicator"
          },
          "operator": "greater_than",
          "right": {
            "type": "constant",
            "value": 0.7
          }
        },
        {
          "left": {
            "field": "holding_period_bars",
            "type": "position"
          },
          "operator": "greater_than_or_equal",
          "right": {
            "type": "constant",
            "value": 45
          }
        }
      ],
      "enabled": true,
      "id": "exit_1",
      "name": "ATR Threshold Exit (FXY@1d)",
      "priority": 1,
      "purpose": "signal",
      "target_symbol": "STOCK:FXY"
    },
    {
      "applies_to": "both",
      "conditions": [
        {
          "left": {
            "chart_ref": {
              "symbol": "STOCK:FXY",
              "timeframe": "1d"
            },
            "field": "close",
            "type": "price"
          },
          "operator": "less_than_or_equal",
          "right": {
            "rank": 2,
            "type": "support_level"
          }
        }
      ],
      "enabled": true,
      "id": "exit_2",
      "name": "SL: Below Support[2] (FXY@1d)",
      "priority": 97,
      "purpose": "take_profit",
      "target_symbol": "STOCK:FXY"
    },
    {
      "applies_to": "both",
      "conditions": [
        {
          "left": {
            "chart_ref": {
              "symbol": "STOCK:FXY",
              "timeframe": "1d"
            },
            "field": "close",
            "type": "price"
          },
          "operator": "crossed_below",
          "right": {
            "rank": 1,
            "type": "resistance_level"
          }
        }
      ],
      "enabled": true,
      "id": "exit_3",
      "name": "TP: Near Resistance[1] (FXY@1d)",
      "priority": 100,
      "purpose": "stop_loss",
      "target_symbol": "STOCK:FXY"
    },
    {
      "applies_to": "both",
      "conditions": [
        {
          "left": {
            "field": "unrealized_pnl_percent",
            "type": "position"
          },
          "operator": "less_than_or_equal",
          "right": {
            "type": "constant",
            "value": -2.671666666666667
          }
        }
      ],
      "enabled": true,
      "id": "exit_4",
      "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": 5.343333333333334
          }
        }
      ],
      "enabled": true,
      "id": "exit_5",
      "name": "Take Profit at 5.3%",
      "priority": 100,
      "purpose": "take_profit"
    }
  ],
  "position_sizing": {
    "max_position_percent": 25,
    "method": {
      "resistance_stop_rank": 1,
      "risk_percent": 2.671666666666667,
      "type": "fixed_risk"
    },
    "min_position_value": 100
  },
  "trigger_timeframe": "1d",
  "version": 1
}

Strategy instructions

Trading agent generated from recommendation idea 'The U.S. just saw cooler-than-expected inflation, which sent the S&P 500 to record highs because it signals the economy can handle current high interest rates without the Fed hiking further. High U.S. rates keep the dollar extremely attractive compared to'. Thesis: The U.S. just saw cooler-than-expected inflation, which sent the S&P 500 to record highs because it signals the economy can handle current high interest rates without the Fed hiking further. High U.S. rates keep the dollar extremely attractive compared to the Japanese yen, especially since Japan's interest rates are practically at zero. Big speculators are openly treating government interventions to rescue the yen as buying opportunities to reload their short positions. This creates a powerful, unbalanced momentum trade where the path of least resistance for the dollar-yen pair remains higher as long as U.S. growth holds up and Japan's yields stay pinned low.

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.

Explore

How CommonQuant researches and tests strategies · Public paper-trading record and its limits · Discover public strategies