Public trading strategy
KRE Confirmation-Gated Breakdown Short Strategy
Created
Thesis
Bank of America warns the Warsh Fed could push rates above 5% — a repeat of the tightening cycle that helped break Silicon Valley Bank — and the 2-year Treasury yield has already hit a multi-year high after the hike. Regional banks fund themselves with deposits and hold long-dated loans and bonds, so every extra month of higher-for-longer compresses their profits and pressures the value of what they own. Shorting the regional bank ETF is a direct way to bet that this squeeze worsens if the Fed delivers on its hawkish signal.
Strategy approach
Bank of America warns the Warsh Fed could push rates above 5% — a repeat of the tightening cycle that helped break Silicon Valley Bank — and the 2-year Treasury yield has already hit a multi-year high after the hike. Regional banks fund themselves with deposits and hold long-dated loans and bonds, so every extra month of higher-for-longer compresses their profits and pressures the value of what they own. Shorting the regional bank ETF is a direct way to bet that this squeeze worsens if the Fed delivers on its hawkish signal. 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.
KRE · 1d
1 of 4 published entry conditions marked met.
- Price below 70 — near
- Price above SMA (20) — near
- MACD (12,26,9) crossed below MACD (12,26,9) — near
- ADX (14) above 20 — met
TLT · 1d
No entry condition values were published.
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: Confirmed Range-Floor Breakdown Short (KRE@1d) (4 conditions)
- Exit: Time Stop at 90 Days (1 condition)
- Exit: Scale-Out at Half Max Holding Without New Lows (1 condition)
- Exit: TP: Prior Swing Low Support[2] (KRE@1d) (1 condition)
- Exit: SL: Reclaim of Broken Range Floor Support[1] (KRE@1d) (1 condition)
- Exit: Stop Loss at 2.3% (1 condition)
- Exit: Take Profit at 4.6% (1 condition)
Shared strategy rules
Rule configuration
{
"data_dependencies": [
{
"symbol": "STOCK:KRE",
"timeframe": "1d"
},
{
"symbol": "STOCK:TLT",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:KRE",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 70
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:KRE",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:KRE",
"timeframe": "1d"
},
"field": "close",
"indicator": {
"name": "sma",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:KRE",
"timeframe": "1d"
},
"field": "line",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "STOCK:KRE",
"timeframe": "1d"
},
"field": "signal",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:KRE",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
}
],
"direction": "short",
"enabled": true,
"id": "entry_1_kre",
"name": "Confirmed Range-Floor Breakdown Short (KRE@1d)",
"priority": 1,
"trade_symbol": "STOCK:KRE"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 90
}
}
],
"enabled": true,
"id": "exit_1",
"name": "Time Stop at 90 Days",
"priority": 1,
"purpose": "signal"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 45
}
}
],
"enabled": true,
"id": "exit_2",
"name": "Scale-Out at Half Max Holding Without New Lows",
"priority": 2,
"purpose": "take_profit"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:KRE",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_kre",
"name": "TP: Prior Swing Low Support[2] (KRE@1d)",
"priority": 97,
"purpose": "take_profit",
"target_symbol": "STOCK:KRE"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:KRE",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_4_kre",
"name": "SL: Reclaim of Broken Range Floor Support[1] (KRE@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "STOCK:KRE"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.28
}
}
],
"enabled": true,
"id": "exit_5",
"name": "Stop Loss at 2.3%",
"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": 4.56
}
}
],
"enabled": true,
"id": "exit_6",
"name": "Take Profit at 4.6%",
"priority": 100,
"purpose": "take_profit"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"risk_percent": 2.28,
"support_stop_rank": 1,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 2
}Indicator configuration
{
"indicators": [
{
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
{
"name": "adx",
"period": 14
},
{
"name": "obv"
},
{
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
{
"name": "adx",
"period": 14
},
{
"name": "obv"
}
]
}Parsed strategy
{
"data_dependencies": [
{
"symbol": "STOCK:KRE",
"timeframe": "1d"
},
{
"symbol": "STOCK:TLT",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:KRE",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 70
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:KRE",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:KRE",
"timeframe": "1d"
},
"field": "close",
"indicator": {
"name": "sma",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:KRE",
"timeframe": "1d"
},
"field": "line",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "STOCK:KRE",
"timeframe": "1d"
},
"field": "signal",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:KRE",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
}
],
"direction": "short",
"enabled": true,
"id": "entry_1_kre",
"name": "Confirmed Range-Floor Breakdown Short (KRE@1d)",
"priority": 1,
"trade_symbol": "STOCK:KRE"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 90
}
}
],
"enabled": true,
"id": "exit_1",
"name": "Time Stop at 90 Days",
"priority": 1,
"purpose": "signal"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 45
}
}
],
"enabled": true,
"id": "exit_2",
"name": "Scale-Out at Half Max Holding Without New Lows",
"priority": 2,
"purpose": "take_profit"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:KRE",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_kre",
"name": "TP: Prior Swing Low Support[2] (KRE@1d)",
"priority": 97,
"purpose": "take_profit",
"target_symbol": "STOCK:KRE"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:KRE",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_4_kre",
"name": "SL: Reclaim of Broken Range Floor Support[1] (KRE@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "STOCK:KRE"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.28
}
}
],
"enabled": true,
"id": "exit_5",
"name": "Stop Loss at 2.3%",
"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": 4.56
}
}
],
"enabled": true,
"id": "exit_6",
"name": "Take Profit at 4.6%",
"priority": 100,
"purpose": "take_profit"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"risk_percent": 2.28,
"support_stop_rank": 1,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 2
}Strategy instructions
Trading agent generated from recommendation idea 'Bank of America warns the Warsh Fed could push rates above 5% — a repeat of the tightening cycle that helped break Silicon Valley Bank — and the 2-year Treasury yield has already hit a multi-year high after the hike. Regional banks fund themselves with de'. Thesis: Bank of America warns the Warsh Fed could push rates above 5% — a repeat of the tightening cycle that helped break Silicon Valley Bank — and the 2-year Treasury yield has already hit a multi-year high after the hike. Regional banks fund themselves with deposits and hold long-dated loans and bonds, so every extra month of higher-for-longer compresses their profits and pressures the value of what they own. Shorting the regional bank ETF is a direct way to bet that this squeeze worsens if the Fed delivers on its hawkish signal.
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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