Public trading strategy
Three different consumer-facing companies — Macy's, American Eagle, and JetBlue
Created
Thesis
Three different consumer-facing companies — Macy's, American Eagle, and JetBlue — all dropped on the same day, and the pattern is telling: even a clear earnings beat at Macy's got sold because the forward outlook wasn't strong enough. When the market punishes good news, it usually means investors expect shoppers to pull back, likely squeezed by $100 oil and rising borrowing costs. Post-earnings slide momentum tends to persist for weeks as institutions reprice guidance. Shorting the laggards as a basket captures this while diversifying away any single-company noise.
Strategy approach
Three different consumer-facing companies — Macy's, American Eagle, and JetBlue — all dropped on the same day, and the pattern is telling: even a clear earnings beat at Macy's got sold because the forward outlook wasn't strong enough. When the market punishes good news, it usually means investors expect shoppers to pull back, likely squeezed by $100 oil and rising borrowing costs. Post-earnings slide momentum tends to persist for weeks as institutions reprice guidance. Shorting the laggards as a basket captures this while diversifying away any single-company noise. Decision analysis profile: value. Required dimensions: valuation_method, valuation_sensitivity, business_economics, cash_quality, balance_sheet_leverage, dilution_capital_allocation, moat, catalysts, counterevidence,…
Markets and timeframes
Latest published rule evaluation
Evaluated . This is a dated rule snapshot, not a live price or trade execution confirmation.
AEO · 1d
6 of 6 published entry conditions marked met.
- Price below Donchian (10) — met
- MACD (12,26,9) below 0 — met
- ROC (5) below 0 — met
- Price below Donchian (10) — met
- MACD (12,26,9) below 0 — met
- ROC (5) below 0 — met
- Price below EMA (20) — met
JBLU · 1d
6 of 6 published entry conditions marked met.
- Price below Donchian (10) — met
- MACD (12,26,9) below 0 — met
- ROC (5) below 0 — met
- Price below Donchian (10) — met
- MACD (12,26,9) below 0 — met
- ROC (5) below 0 — met
- Price below EMA (20) — met
M · 1d
6 of 6 published entry conditions marked met.
- Price below Donchian (10) — met
- MACD (12,26,9) below 0 — met
- ROC (5) below 0 — met
- Price below Donchian (10) — met
- MACD (12,26,9) below 0 — met
- ROC (5) below 0 — met
- Price below EMA (20) — met
XRT · 1d
6 of 6 published entry conditions marked met.
- Price below Donchian (10) — met
- MACD (12,26,9) below 0 — met
- ROC (5) below 0 — met
- Price below Donchian (10) — met
- MACD (12,26,9) below 0 — met
- ROC (5) below 0 — met
- Price below EMA (20) — 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: DONCHIAN/MACD/ROC Crossover Long (M@1d) (4 conditions)
- Entry: DONCHIAN/MACD/ROC Crossover Long (AEO@1d) (4 conditions)
- Entry: DONCHIAN/MACD/ROC Crossover Long (JBLU@1d) (4 conditions)
- Entry: DONCHIAN/MACD/ROC Crossover Long (XRT@1d) (4 conditions)
- Entry: DONCHIAN/MACD/ROC Signal Long (M@1d) (3 conditions)
- Entry: DONCHIAN/MACD/ROC Signal Long (AEO@1d) (3 conditions)
- Entry: DONCHIAN/MACD/ROC Signal Long (JBLU@1d) (3 conditions)
- Entry: DONCHIAN/MACD/ROC Signal Long (XRT@1d) (3 conditions)
- Entry: Crossover Long (M@1d) (1 condition)
- Entry: Crossover Long (AEO@1d) (1 condition)
- Entry: Crossover Long (JBLU@1d) (1 condition)
- Entry: Crossover Long (XRT@1d) (1 condition)
- Exit: Position Exit Rule (M@1d) (2 conditions)
- Exit: Position Exit Rule (AEO@1d) (2 conditions)
- Exit: Position Exit Rule (JBLU@1d) (2 conditions)
- Exit: Position Exit Rule (XRT@1d) (2 conditions)
- Exit: TP: Fib Extension 127.2% (M@1d) (1 condition)
- Exit: TP: Fib Extension 127.2% (AEO@1d) (1 condition)
- Exit: TP: Fib Extension 127.2% (JBLU@1d) (1 condition)
- Exit: TP: Fib Extension 127.2% (XRT@1d) (1 condition)
- Exit: Stop Loss at 2.5% (1 condition)
- Exit: Take Profit at 5.0% (1 condition)
Shared strategy rules
Rule configuration
{
"data_dependencies": [
{
"symbol": "STOCK:M",
"timeframe": "1d"
},
{
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
{
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
{
"symbol": "STOCK:XRT",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "donchian",
"period": 10
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"field": "histogram",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 5
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_m",
"name": "DONCHIAN/MACD/ROC Crossover Long (M@1d)",
"priority": 1,
"trade_symbol": "STOCK:M"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "donchian",
"period": 10
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"field": "histogram",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 5
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_aeo",
"name": "DONCHIAN/MACD/ROC Crossover Long (AEO@1d)",
"priority": 2,
"trade_symbol": "STOCK:AEO"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "donchian",
"period": 10
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"field": "histogram",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 5
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_jblu",
"name": "DONCHIAN/MACD/ROC Crossover Long (JBLU@1d)",
"priority": 3,
"trade_symbol": "STOCK:JBLU"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "donchian",
"period": 10
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"field": "histogram",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 5
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_xrt",
"name": "DONCHIAN/MACD/ROC Crossover Long (XRT@1d)",
"priority": 4,
"trade_symbol": "STOCK:XRT"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "donchian",
"period": 10
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"field": "histogram",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 5
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_2_m",
"name": "DONCHIAN/MACD/ROC Signal Long (M@1d)",
"priority": 2,
"trade_symbol": "STOCK:M"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "donchian",
"period": 10
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"field": "histogram",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 5
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_2_aeo",
"name": "DONCHIAN/MACD/ROC Signal Long (AEO@1d)",
"priority": 3,
"trade_symbol": "STOCK:AEO"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "donchian",
"period": 10
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"field": "histogram",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 5
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_2_jblu",
"name": "DONCHIAN/MACD/ROC Signal Long (JBLU@1d)",
"priority": 4,
"trade_symbol": "STOCK:JBLU"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "donchian",
"period": 10
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"field": "histogram",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 5
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_2_xrt",
"name": "DONCHIAN/MACD/ROC Signal Long (XRT@1d)",
"priority": 5,
"trade_symbol": "STOCK:XRT"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_3_m",
"name": "Crossover Long (M@1d)",
"priority": 2,
"trade_symbol": "STOCK:M"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_3_aeo",
"name": "Crossover Long (AEO@1d)",
"priority": 3,
"trade_symbol": "STOCK:AEO"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_3_jblu",
"name": "Crossover Long (JBLU@1d)",
"priority": 4,
"trade_symbol": "STOCK:JBLU"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_3_xrt",
"name": "Crossover Long (XRT@1d)",
"priority": 5,
"trade_symbol": "STOCK:XRT"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 60
}
}
],
"enabled": true,
"id": "exit_1_m",
"name": "Position Exit Rule (M@1d)",
"priority": 1,
"purpose": "signal",
"target_symbol": "STOCK:M"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 60
}
}
],
"enabled": true,
"id": "exit_1_aeo",
"name": "Position Exit Rule (AEO@1d)",
"priority": 2,
"purpose": "signal",
"target_symbol": "STOCK:AEO"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 60
}
}
],
"enabled": true,
"id": "exit_1_jblu",
"name": "Position Exit Rule (JBLU@1d)",
"priority": 3,
"purpose": "signal",
"target_symbol": "STOCK:JBLU"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 60
}
}
],
"enabled": true,
"id": "exit_1_xrt",
"name": "Position Exit Rule (XRT@1d)",
"priority": 4,
"purpose": "signal",
"target_symbol": "STOCK:XRT"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_2_m",
"name": "TP: Fib Extension 127.2% (M@1d)",
"priority": 96,
"purpose": "take_profit",
"target_symbol": "STOCK:M"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_2_aeo",
"name": "TP: Fib Extension 127.2% (AEO@1d)",
"priority": 97,
"purpose": "take_profit",
"target_symbol": "STOCK:AEO"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_2_jblu",
"name": "TP: Fib Extension 127.2% (JBLU@1d)",
"priority": 98,
"purpose": "take_profit",
"target_symbol": "STOCK:JBLU"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_2_xrt",
"name": "TP: Fib Extension 127.2% (XRT@1d)",
"priority": 99,
"purpose": "take_profit",
"target_symbol": "STOCK:XRT"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.475277777777778
}
}
],
"enabled": true,
"id": "exit_3",
"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": 4.950555555555556
}
}
],
"enabled": true,
"id": "exit_4",
"name": "Take Profit at 5.0%",
"priority": 100,
"purpose": "take_profit"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"risk_percent": 2.475277777777778,
"support_stop_rank": 2,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Indicator configuration
{
"indicators": [
{
"name": "donchian",
"period": 10
},
{
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
{
"name": "roc",
"period": 5
},
{
"name": "ema",
"period": 20
},
{
"name": "ema",
"period": 50
},
{
"name": "donchian",
"period": 10
},
{
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
{
"name": "roc",
"period": 5
},
{
"name": "ema",
"period": 20
},
{
"name": "ema",
"period": 50
},
{
"name": "donchian",
"period": 10
},
{
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
{
"name": "roc",
"period": 5
},
{
"name": "ema",
"period": 20
},
{
"name": "ema",
"period": 50
},
{
"name": "donchian",
"period": 10
},
{
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
{
"name": "roc",
"period": 5
},
{
"name": "ema",
"period": 20
},
{
"name": "ema",
"period": 50
}
]
}Parsed strategy
{
"data_dependencies": [
{
"symbol": "STOCK:M",
"timeframe": "1d"
},
{
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
{
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
{
"symbol": "STOCK:XRT",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "donchian",
"period": 10
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"field": "histogram",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 5
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_m",
"name": "DONCHIAN/MACD/ROC Crossover Long (M@1d)",
"priority": 1,
"trade_symbol": "STOCK:M"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "donchian",
"period": 10
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"field": "histogram",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 5
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_aeo",
"name": "DONCHIAN/MACD/ROC Crossover Long (AEO@1d)",
"priority": 2,
"trade_symbol": "STOCK:AEO"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "donchian",
"period": 10
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"field": "histogram",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 5
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_jblu",
"name": "DONCHIAN/MACD/ROC Crossover Long (JBLU@1d)",
"priority": 3,
"trade_symbol": "STOCK:JBLU"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "donchian",
"period": 10
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"field": "histogram",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 5
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_xrt",
"name": "DONCHIAN/MACD/ROC Crossover Long (XRT@1d)",
"priority": 4,
"trade_symbol": "STOCK:XRT"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "donchian",
"period": 10
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"field": "histogram",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 5
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_2_m",
"name": "DONCHIAN/MACD/ROC Signal Long (M@1d)",
"priority": 2,
"trade_symbol": "STOCK:M"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "donchian",
"period": 10
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"field": "histogram",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 5
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_2_aeo",
"name": "DONCHIAN/MACD/ROC Signal Long (AEO@1d)",
"priority": 3,
"trade_symbol": "STOCK:AEO"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "donchian",
"period": 10
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"field": "histogram",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 5
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_2_jblu",
"name": "DONCHIAN/MACD/ROC Signal Long (JBLU@1d)",
"priority": 4,
"trade_symbol": "STOCK:JBLU"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "donchian",
"period": 10
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"field": "histogram",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 5
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_2_xrt",
"name": "DONCHIAN/MACD/ROC Signal Long (XRT@1d)",
"priority": 5,
"trade_symbol": "STOCK:XRT"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_3_m",
"name": "Crossover Long (M@1d)",
"priority": 2,
"trade_symbol": "STOCK:M"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_3_aeo",
"name": "Crossover Long (AEO@1d)",
"priority": 3,
"trade_symbol": "STOCK:AEO"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_3_jblu",
"name": "Crossover Long (JBLU@1d)",
"priority": 4,
"trade_symbol": "STOCK:JBLU"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_3_xrt",
"name": "Crossover Long (XRT@1d)",
"priority": 5,
"trade_symbol": "STOCK:XRT"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 60
}
}
],
"enabled": true,
"id": "exit_1_m",
"name": "Position Exit Rule (M@1d)",
"priority": 1,
"purpose": "signal",
"target_symbol": "STOCK:M"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 60
}
}
],
"enabled": true,
"id": "exit_1_aeo",
"name": "Position Exit Rule (AEO@1d)",
"priority": 2,
"purpose": "signal",
"target_symbol": "STOCK:AEO"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 60
}
}
],
"enabled": true,
"id": "exit_1_jblu",
"name": "Position Exit Rule (JBLU@1d)",
"priority": 3,
"purpose": "signal",
"target_symbol": "STOCK:JBLU"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 60
}
}
],
"enabled": true,
"id": "exit_1_xrt",
"name": "Position Exit Rule (XRT@1d)",
"priority": 4,
"purpose": "signal",
"target_symbol": "STOCK:XRT"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:M",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_2_m",
"name": "TP: Fib Extension 127.2% (M@1d)",
"priority": 96,
"purpose": "take_profit",
"target_symbol": "STOCK:M"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:AEO",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_2_aeo",
"name": "TP: Fib Extension 127.2% (AEO@1d)",
"priority": 97,
"purpose": "take_profit",
"target_symbol": "STOCK:AEO"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:JBLU",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_2_jblu",
"name": "TP: Fib Extension 127.2% (JBLU@1d)",
"priority": 98,
"purpose": "take_profit",
"target_symbol": "STOCK:JBLU"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:XRT",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_2_xrt",
"name": "TP: Fib Extension 127.2% (XRT@1d)",
"priority": 99,
"purpose": "take_profit",
"target_symbol": "STOCK:XRT"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.475277777777778
}
}
],
"enabled": true,
"id": "exit_3",
"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": 4.950555555555556
}
}
],
"enabled": true,
"id": "exit_4",
"name": "Take Profit at 5.0%",
"priority": 100,
"purpose": "take_profit"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"risk_percent": 2.475277777777778,
"support_stop_rank": 2,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Strategy instructions
Trading agent generated from recommendation idea 'Three different consumer-facing companies — Macy's, American Eagle, and JetBlue — all dropped on the same day, and the pattern is telling: even a clear earnings beat at Macy's got sold because the forward outlook wasn't strong enough. When the market puni'. Thesis: Three different consumer-facing companies — Macy's, American Eagle, and JetBlue — all dropped on the same day, and the pattern is telling: even a clear earnings beat at Macy's got sold because the forward outlook wasn't strong enough. When the market punishes good news, it usually means investors expect shoppers to pull back, likely squeezed by $100 oil and rising borrowing costs. Post-earnings slide momentum tends to persist for weeks as institutions reprice guidance. Shorting the laggards as a basket captures this while diversifying away any single-company noise.
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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