Public trading strategy
Tanker attacks spark sudden oil panic after a brutal quarter — buy the wash-out
Created
Thesis
Oil prices have been crushed this quarter, setting up a very washed-out baseline. However, recent news of a tanker carrying Qatari crude being hit in the Strait of Hormuz introduces severe supply risk. By combining the historically weak quarterly price action with sudden geopolitical flare-ups, we have an asymmetric setup: the downside is priced in from the broad sell-off, but any escalation in the Middle East could force a rapid short-covering rally.
Strategy approach
Build a mean-reversion / breakout strategy that enters long USO on D1 when the fund has closed down at least 10% over the trailing 60 days (oversold baseline) but then triggers a 5%+ momentum rally within a 3-day window (geopolitical risk spike). Exit after 14 days or on a 8% trailing stop.
Markets and timeframes
Latest published rule evaluation
Evaluated . This is a dated rule snapshot, not a live price or trade execution confirmation.
USO · 1d
4 of 6 published entry conditions marked met.
- ROC (60) below -10 — far
- ROC (60) above 5 — met
- ADX (14) above 25 — met
- ROC (60) above 3 — met
- Supertrend (10) above 1 — met
- ATR (14) above 0.5 — unknown
XLE · 1d
3 of 6 published entry conditions marked met.
- ROC (60) below -10 — far
- ROC (60) above 5 — met
- ADX (14) above 25 — far
- ROC (60) above 3 — met
- Supertrend (10) above 1 — met
- ATR (14) above 0.5 — 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: ROC/ADX/SUPERTREND/ATR Signal Long (USO@1d) (8 conditions)
- Entry: ROC/ADX/SUPERTREND/ATR Signal Long (XLE@1d) (8 conditions)
- Exit: Stop Loss at 8.0% (1 condition)
- Exit: TP: Near Resistance[1] (USO@1d) (1 condition)
- Exit: TP: Near Resistance[1] (XLE@1d) (1 condition)
- Exit: SL: Below Support[2] (USO@1d) (1 condition)
- Exit: SL: Below Support[2] (XLE@1d) (1 condition)
- Exit: SL: Fib Retracement 78.6% (USO@1d) (1 condition)
- Exit: SL: Fib Retracement 78.6% (XLE@1d) (1 condition)
- Exit: Take Profit at 16.0% (1 condition)
Shared strategy rules
Rule configuration
{
"data_dependencies": [
{
"symbol": "USO",
"timeframe": "1d"
},
{
"symbol": "XLE",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "USO",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 60
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": -10
}
},
{
"left": {
"chart_ref": {
"symbol": "USO",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 60
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 5
}
},
{
"left": {
"chart_ref": {
"symbol": "USO",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 25
}
},
{
"left": {
"chart_ref": {
"symbol": "USO",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 60
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 3
}
},
{
"left": {
"field": "low",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"chart_ref": {
"symbol": "USO",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "USO",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
},
{
"left": {
"chart_ref": {
"symbol": "USO",
"timeframe": "1d"
},
"indicator": {
"multiplier": 3,
"name": "supertrend",
"period": 10
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 1
}
},
{
"left": {
"chart_ref": {
"symbol": "USO",
"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_uso",
"name": "ROC/ADX/SUPERTREND/ATR Signal Long (USO@1d)",
"priority": 1,
"trade_symbol": "USO"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "XLE",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 60
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": -10
}
},
{
"left": {
"chart_ref": {
"symbol": "XLE",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 60
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 5
}
},
{
"left": {
"chart_ref": {
"symbol": "XLE",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 25
}
},
{
"left": {
"chart_ref": {
"symbol": "XLE",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 60
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 3
}
},
{
"left": {
"field": "low",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"chart_ref": {
"symbol": "XLE",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "XLE",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
},
{
"left": {
"chart_ref": {
"symbol": "XLE",
"timeframe": "1d"
},
"indicator": {
"multiplier": 3,
"name": "supertrend",
"period": 10
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 1
}
},
{
"left": {
"chart_ref": {
"symbol": "XLE",
"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_xle",
"name": "ROC/ADX/SUPERTREND/ATR Signal Long (XLE@1d)",
"priority": 2,
"trade_symbol": "XLE"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": -8
}
}
],
"enabled": true,
"id": "exit_1",
"name": "Stop Loss at 8.0%",
"priority": 1,
"purpose": "signal"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"rank": 1,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_2_uso",
"name": "TP: Near Resistance[1] (USO@1d)",
"priority": 97,
"purpose": "take_profit",
"target_symbol": "USO"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"rank": 1,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_2_xle",
"name": "TP: Near Resistance[1] (XLE@1d)",
"priority": 98,
"purpose": "take_profit",
"target_symbol": "XLE"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_uso",
"name": "SL: Below Support[2] (USO@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "USO"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_xle",
"name": "SL: Below Support[2] (XLE@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "XLE"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "USO",
"timeframe": "1d"
},
"ratio": 786,
"type": "fibonacci_retracement"
}
}
],
"enabled": true,
"id": "exit_4_uso",
"name": "SL: Fib Retracement 78.6% (USO@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "USO"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "XLE",
"timeframe": "1d"
},
"ratio": 786,
"type": "fibonacci_retracement"
}
}
],
"enabled": true,
"id": "exit_4_xle",
"name": "SL: Fib Retracement 78.6% (XLE@1d)",
"priority": 102,
"purpose": "stop_loss",
"target_symbol": "XLE"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 16
}
}
],
"enabled": true,
"id": "exit_5",
"name": "Take Profit at 16.0%",
"priority": 100,
"purpose": "take_profit"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"fib_stop_ratio": 786,
"risk_percent": 2.781633333333333,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Indicator configuration
{
"indicators": [
{
"name": "roc",
"period": 60
},
{
"name": "roc",
"period": 3
},
{
"name": "adx",
"period": 14
},
{
"multiplier": 3,
"name": "supertrend",
"period": 10
},
{
"name": "atr",
"period": 14
},
{
"name": "roc",
"period": 60
},
{
"name": "roc",
"period": 3
},
{
"name": "adx",
"period": 14
},
{
"multiplier": 3,
"name": "supertrend",
"period": 10
},
{
"name": "atr",
"period": 14
}
]
}Parsed strategy
{
"data_dependencies": [
{
"symbol": "USO",
"timeframe": "1d"
},
{
"symbol": "XLE",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "USO",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 60
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": -10
}
},
{
"left": {
"chart_ref": {
"symbol": "USO",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 60
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 5
}
},
{
"left": {
"chart_ref": {
"symbol": "USO",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 25
}
},
{
"left": {
"chart_ref": {
"symbol": "USO",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 60
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 3
}
},
{
"left": {
"field": "low",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"chart_ref": {
"symbol": "USO",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "USO",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
},
{
"left": {
"chart_ref": {
"symbol": "USO",
"timeframe": "1d"
},
"indicator": {
"multiplier": 3,
"name": "supertrend",
"period": 10
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 1
}
},
{
"left": {
"chart_ref": {
"symbol": "USO",
"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_uso",
"name": "ROC/ADX/SUPERTREND/ATR Signal Long (USO@1d)",
"priority": 1,
"trade_symbol": "USO"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "XLE",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 60
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": -10
}
},
{
"left": {
"chart_ref": {
"symbol": "XLE",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 60
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 5
}
},
{
"left": {
"chart_ref": {
"symbol": "XLE",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 25
}
},
{
"left": {
"chart_ref": {
"symbol": "XLE",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 60
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 3
}
},
{
"left": {
"field": "low",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"chart_ref": {
"symbol": "XLE",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "XLE",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
},
{
"left": {
"chart_ref": {
"symbol": "XLE",
"timeframe": "1d"
},
"indicator": {
"multiplier": 3,
"name": "supertrend",
"period": 10
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 1
}
},
{
"left": {
"chart_ref": {
"symbol": "XLE",
"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_xle",
"name": "ROC/ADX/SUPERTREND/ATR Signal Long (XLE@1d)",
"priority": 2,
"trade_symbol": "XLE"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": -8
}
}
],
"enabled": true,
"id": "exit_1",
"name": "Stop Loss at 8.0%",
"priority": 1,
"purpose": "signal"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"rank": 1,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_2_uso",
"name": "TP: Near Resistance[1] (USO@1d)",
"priority": 97,
"purpose": "take_profit",
"target_symbol": "USO"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"rank": 1,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_2_xle",
"name": "TP: Near Resistance[1] (XLE@1d)",
"priority": 98,
"purpose": "take_profit",
"target_symbol": "XLE"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_uso",
"name": "SL: Below Support[2] (USO@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "USO"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_xle",
"name": "SL: Below Support[2] (XLE@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "XLE"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "USO",
"timeframe": "1d"
},
"ratio": 786,
"type": "fibonacci_retracement"
}
}
],
"enabled": true,
"id": "exit_4_uso",
"name": "SL: Fib Retracement 78.6% (USO@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "USO"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "XLE",
"timeframe": "1d"
},
"ratio": 786,
"type": "fibonacci_retracement"
}
}
],
"enabled": true,
"id": "exit_4_xle",
"name": "SL: Fib Retracement 78.6% (XLE@1d)",
"priority": 102,
"purpose": "stop_loss",
"target_symbol": "XLE"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 16
}
}
],
"enabled": true,
"id": "exit_5",
"name": "Take Profit at 16.0%",
"priority": 100,
"purpose": "take_profit"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"fib_stop_ratio": 786,
"risk_percent": 2.781633333333333,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Strategy instructions
Trading agent generated from recommendation idea 'Tanker attacks spark sudden oil panic after a brutal quarter — buy the wash-out'. Thesis: Oil prices have been crushed this quarter, setting up a very washed-out baseline. However, recent news of a tanker carrying Qatari crude being hit in the Strait of Hormuz introduces severe supply risk. By combining the historically weak quarterly price action with sudden geopolitical flare-ups, we have an asymmetric setup: the downside is priced in from the broad sell-off, but any escalation in the Middle East could force a rapid short-covering rally.
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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How CommonQuant researches and tests strategies · Public paper-trading record and its limits · Discover public strategies