Public trading strategy
TBT Confirmed Momentum Breakout Strategy
Created
Thesis
Apollo's chief economist flags that diesel-driven inflation hides inside shipping and manufacturing costs across the inflation basket, so headline numbers can keep surprising higher even when the energy line looks tame. A voting Fed official is worried inflation expectations could deteriorate, which means the central bank is unlikely to rescue the bond market anytime soon. Meanwhile yields are already surging and creating a fresh policy dilemma — a mix that historically punishes long-dated bonds. That makes shorting the long bond the cleaner expression than shorting stocks, since it directly targets the pressure point.
Strategy approach
Apollo's chief economist flags that diesel-driven inflation hides inside shipping and manufacturing costs across the inflation basket, so headline numbers can keep surprising higher even when the energy line looks tame. A voting Fed official is worried inflation expectations could deteriorate, which means the central bank is unlikely to rescue the bond market anytime soon. Meanwhile yields are already surging and creating a fresh policy dilemma — a mix that historically punishes long-dated bonds. That makes shorting the long bond the cleaner expression than shorting stocks, since it directly targets the pressure point. Decision analysis profile: value. Required dimensions: valuation_method, valuation_sensitivity, business_economics, cash_quality, balance_sheet_leverage,…
Markets and timeframes
Latest published rule evaluation
Evaluated . This is a dated rule snapshot, not a live price or trade execution confirmation.
TBT · 1d
3 of 3 published entry conditions marked met.
- Price above Donchian (20) — met
- ADX (14) above 20 — met
- Price above EMA (20) — met
- MACD (12,26,9) above 0 — met
- Price above EMA (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 Breakout Fade Short (TBT@1d): short into the 20-day high breakout when trend and long-bond weakness confirm (3 conditions)
- Exit: Momentum Turn Profit Exit (TBT@1d): positive MACD histogram while the short is in profit (2 conditions)
- Exit: Thesis Invalidation Exit (TBT@1d): close above the 20-day EMA confirms the breakout is continuing (1 condition)
- Exit: Time Stop at 90 Days (TBT@1d) (1 condition)
- Exit: TP: Near Support[1] (TBT@1d) (1 condition)
- Exit: Stop Loss at 5.0% (1 condition)
- Exit: Take Profit at 10.0% (1 condition)
Shared strategy rules
Rule configuration
{
"data_dependencies": [
{
"symbol": "STOCK:TBT",
"timeframe": "1d"
},
{
"symbol": "STOCK:TLT",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:TBT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:TBT",
"timeframe": "1d"
},
"field": "upper",
"indicator": {
"name": "donchian",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:TBT",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:TBT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:TBT",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 20
},
"type": "indicator"
}
}
],
"direction": "short",
"enabled": true,
"id": "entry_1_tbt",
"name": "Confirmed Breakout Fade Short (TBT@1d): short into the 20-day high breakout when trend and long-bond weakness confirm",
"priority": 1,
"trade_symbol": "STOCK:TBT"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:TBT",
"timeframe": "1d"
},
"field": "histogram",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0
}
}
],
"enabled": true,
"id": "exit_1_tbt",
"name": "Momentum Turn Profit Exit (TBT@1d): positive MACD histogram while the short is in profit",
"priority": 1,
"purpose": "signal",
"target_symbol": "STOCK:TBT"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:TBT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:TBT",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 20
},
"type": "indicator"
}
}
],
"enabled": true,
"id": "exit_2_tbt",
"name": "Thesis Invalidation Exit (TBT@1d): close above the 20-day EMA confirms the breakout is continuing",
"priority": 2,
"purpose": "signal",
"target_symbol": "STOCK:TBT"
},
{
"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_3_tbt",
"name": "Time Stop at 90 Days (TBT@1d)",
"priority": 3,
"purpose": "signal",
"target_symbol": "STOCK:TBT"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:TBT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_4_tbt",
"name": "TP: Near Support[1] (TBT@1d)",
"priority": 97,
"purpose": "take_profit",
"target_symbol": "STOCK:TBT"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -5
}
}
],
"enabled": true,
"id": "exit_5",
"name": "Stop Loss at 5.0%",
"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": 10
}
}
],
"enabled": true,
"id": "exit_6",
"name": "Take Profit at 10.0%",
"priority": 100,
"purpose": "take_profit"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"risk_percent": 2.85,
"stop_loss_percent": 5,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 3
}Indicator configuration
{
"indicators": [
{
"name": "donchian",
"period": 20
},
{
"name": "adx",
"period": 14
},
{
"name": "ema",
"period": 20
},
{
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
{
"name": "atr",
"period": 14
},
{
"name": "donchian",
"period": 20
},
{
"name": "adx",
"period": 14
},
{
"name": "ema",
"period": 20
},
{
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
{
"name": "atr",
"period": 14
}
]
}Parsed strategy
{
"data_dependencies": [
{
"symbol": "STOCK:TBT",
"timeframe": "1d"
},
{
"symbol": "STOCK:TLT",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:TBT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:TBT",
"timeframe": "1d"
},
"field": "upper",
"indicator": {
"name": "donchian",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:TBT",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:TBT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:TBT",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 20
},
"type": "indicator"
}
}
],
"direction": "short",
"enabled": true,
"id": "entry_1_tbt",
"name": "Confirmed Breakout Fade Short (TBT@1d): short into the 20-day high breakout when trend and long-bond weakness confirm",
"priority": 1,
"trade_symbol": "STOCK:TBT"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:TBT",
"timeframe": "1d"
},
"field": "histogram",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0
}
}
],
"enabled": true,
"id": "exit_1_tbt",
"name": "Momentum Turn Profit Exit (TBT@1d): positive MACD histogram while the short is in profit",
"priority": 1,
"purpose": "signal",
"target_symbol": "STOCK:TBT"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:TBT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:TBT",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 20
},
"type": "indicator"
}
}
],
"enabled": true,
"id": "exit_2_tbt",
"name": "Thesis Invalidation Exit (TBT@1d): close above the 20-day EMA confirms the breakout is continuing",
"priority": 2,
"purpose": "signal",
"target_symbol": "STOCK:TBT"
},
{
"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_3_tbt",
"name": "Time Stop at 90 Days (TBT@1d)",
"priority": 3,
"purpose": "signal",
"target_symbol": "STOCK:TBT"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:TBT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_4_tbt",
"name": "TP: Near Support[1] (TBT@1d)",
"priority": 97,
"purpose": "take_profit",
"target_symbol": "STOCK:TBT"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -5
}
}
],
"enabled": true,
"id": "exit_5",
"name": "Stop Loss at 5.0%",
"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": 10
}
}
],
"enabled": true,
"id": "exit_6",
"name": "Take Profit at 10.0%",
"priority": 100,
"purpose": "take_profit"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"risk_percent": 2.85,
"stop_loss_percent": 5,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 3
}Strategy instructions
Trading agent generated from recommendation idea 'Apollo's chief economist flags that diesel-driven inflation hides inside shipping and manufacturing costs across the inflation basket, so headline numbers can keep surprising higher even when the energy line looks tame. A voting Fed official is worried in'. Thesis: Apollo's chief economist flags that diesel-driven inflation hides inside shipping and manufacturing costs across the inflation basket, so headline numbers can keep surprising higher even when the energy line looks tame. A voting Fed official is worried inflation expectations could deteriorate, which means the central bank is unlikely to rescue the bond market anytime soon. Meanwhile yields are already surging and creating a fresh policy dilemma — a mix that historically punishes long-dated bonds. That makes shorting the long bond the cleaner expression than shorting stocks, since it directly targets the pressure point.
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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