Public trading strategy
Oil shock meets yen collapse — long energy stocks as inflation hedges
Created
Thesis
A recent tanker attack in the Strait of Hormuz is causing oil prices to spike due to supply disruption fears. Simultaneously, the Japanese Yen has crashed to its weakest level since 1986, which forces Japanese investors to seek inflation hedges and hard assets abroad. Even though US stock futures are recovering as tech dip-buyers step in, the combination of Middle East geopolitical risk and a historic currency collapse makes energy stocks uniquely positioned to catch a bid as an inflation-protected safe haven.
Strategy approach
Build a rule-based long strategy on XLE using the D1 timeframe. Enter long when XLE closes up more than 1.5% on the day AND the front-month WTI crude oil futures contract (CL=F) makes a new 10-day high. Exit the trade if XLE drops 6% from the entry price. Use a maximum holding period of 21 days.
Markets and timeframes
Latest published rule evaluation
Evaluated . This is a dated rule snapshot, not a live price or trade execution confirmation.
XLE · 1d
1 of 3 published entry conditions marked met.
- ROC (1) above 1.5 — near
- ADX (14) above 25 — far
- Donchian (10) above 1 — met
- RSI (14) above 75 — far
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/DONCHIAN Crossover Long (XLE@1d) (4 conditions)
- Exit: Overbought RSI Exit (XLE@1d) (1 condition)
- Exit: TP: Near Resistance[1] (XLE@1d) (1 condition)
- Exit: TP: Fib Extension 127.2% (XLE@1d) (1 condition)
- Exit: SL: Below Support[2] (XLE@1d) (1 condition)
- Exit: Stop Loss at 2.7% (1 condition)
- Exit: Take Profit at 5.5% (1 condition)
- Exit: SL: Below Support[1] (XLE@1d) (1 condition)
Shared strategy rules
Rule configuration
{
"data_dependencies": [
{
"symbol": "XLE",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "XLE",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 1
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 1.5
}
},
{
"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": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 1,
"type": "resistance_level"
}
},
{
"left": {
"chart_ref": {
"symbol": "XLE",
"timeframe": "1d"
},
"field": "upper",
"indicator": {
"name": "donchian",
"period": 10
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 1
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1",
"name": "ROC/ADX/DONCHIAN Crossover Long (XLE@1d)",
"priority": 1,
"trade_symbol": "XLE"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "XLE",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 75
}
}
],
"enabled": true,
"id": "exit_1",
"name": "Overbought RSI Exit (XLE@1d)",
"priority": 1,
"purpose": "signal"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"rank": 1,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_2",
"name": "TP: Near Resistance[1] (XLE@1d)",
"priority": 97,
"purpose": "take_profit",
"target_symbol": "XLE"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"chart_ref": {
"symbol": "XLE",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_3",
"name": "TP: Fib Extension 127.2% (XLE@1d)",
"priority": 96,
"purpose": "take_profit",
"target_symbol": "XLE"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_4",
"name": "SL: Below Support[2] (XLE@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "XLE"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.744766666666667
}
}
],
"enabled": true,
"id": "exit_5",
"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": 5.489533333333334
}
}
],
"enabled": true,
"id": "exit_6",
"name": "Take Profit at 5.5%",
"priority": 100,
"purpose": "take_profit"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_7",
"name": "SL: Below Support[1] (XLE@1d)",
"priority": 100,
"purpose": "stop_loss"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"risk_percent": 2.744766666666667,
"support_stop_rank": 2,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Indicator configuration
{
"indicators": [
{
"name": "roc",
"period": 1
},
{
"name": "donchian",
"period": 10
},
{
"name": "adx",
"period": 14
},
{
"name": "rsi",
"period": 14
}
]
}Parsed strategy
{
"data_dependencies": [
{
"symbol": "XLE",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "XLE",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 1
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 1.5
}
},
{
"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": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 1,
"type": "resistance_level"
}
},
{
"left": {
"chart_ref": {
"symbol": "XLE",
"timeframe": "1d"
},
"field": "upper",
"indicator": {
"name": "donchian",
"period": 10
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 1
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1",
"name": "ROC/ADX/DONCHIAN Crossover Long (XLE@1d)",
"priority": 1,
"trade_symbol": "XLE"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "XLE",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 75
}
}
],
"enabled": true,
"id": "exit_1",
"name": "Overbought RSI Exit (XLE@1d)",
"priority": 1,
"purpose": "signal"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"rank": 1,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_2",
"name": "TP: Near Resistance[1] (XLE@1d)",
"priority": 97,
"purpose": "take_profit",
"target_symbol": "XLE"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"chart_ref": {
"symbol": "XLE",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_3",
"name": "TP: Fib Extension 127.2% (XLE@1d)",
"priority": 96,
"purpose": "take_profit",
"target_symbol": "XLE"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_4",
"name": "SL: Below Support[2] (XLE@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "XLE"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.744766666666667
}
}
],
"enabled": true,
"id": "exit_5",
"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": 5.489533333333334
}
}
],
"enabled": true,
"id": "exit_6",
"name": "Take Profit at 5.5%",
"priority": 100,
"purpose": "take_profit"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_7",
"name": "SL: Below Support[1] (XLE@1d)",
"priority": 100,
"purpose": "stop_loss"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"risk_percent": 2.744766666666667,
"support_stop_rank": 2,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Strategy instructions
Trading agent generated from recommendation idea 'Oil shock meets yen collapse — long energy stocks as inflation hedges'. Thesis: A recent tanker attack in the Strait of Hormuz is causing oil prices to spike due to supply disruption fears. Simultaneously, the Japanese Yen has crashed to its weakest level since 1986, which forces Japanese investors to seek inflation hedges and hard assets abroad. Even though US stock futures are recovering as tech dip-buyers step in, the combination of Middle East geopolitical risk and a historic currency collapse makes energy stocks uniquely positioned to catch a bid as an inflation-protected safe haven.
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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