Public trading strategy
Japanese yen at 40-year low while US rates stay high — ride the Japanese stock r
Created
Thesis
The yen hitting a 40-year low is a massive tailwind for Japanese exporters — their products become dramatically cheaper for the rest of the world to buy, and their overseas profits are worth far more when converted back into yen. Bloomberg notes that Japanese stocks are already set to climb on this dynamic. The driver is the contrast between a Fed under Chairman Warsh that investors are underestimating in its determination to fight inflation, and a Bank of Japan that is letting its currency slide. As long as US rates stay high and Japan stays dovish, the weak yen supercharges Japanese corporate earnings.
Strategy approach
Build a rule-based strategy that enters long EWJ on D1 when USD/JPY closes at a 20-day high and holds for 21 days unless a 5% trailing stop is hit.
Markets and timeframes
Latest published rule evaluation
Evaluated . This is a dated rule snapshot, not a live price or trade execution confirmation.
EWJ · 1d
18 of 28 published entry conditions marked met.
- Price crossed above Donchian (20) — near
- ADX (14) above 20 — met
- SMA (50) above SMA (200) — met
- Price crossed above Donchian (20) — near
- ADX (14) above 20 — met
- SMA (50) above SMA (200) — met
- Price crossed above Donchian (20) — near
- ADX (14) above 20 — met
- SMA (50) above SMA (200) — met
- Price crossed above Donchian (20) — near
- ADX (14) above 20 — met
- SMA (50) above SMA (200) — met
- Price crossed above Donchian (20) — near
- ADX (14) above 20 — met
- SMA (50) above SMA (200) — met
- Price crossed above Donchian (20) — near
- ADX (14) above 20 — met
- SMA (50) above SMA (200) — met
- Price crossed above Donchian (20) — near
- Price crossed above Donchian (20) — near
- ADX (14) above 20 — met
- SMA (50) above SMA (200) — met
- Price crossed above Donchian (20) — near
- ADX (14) above 20 — met
- SMA (50) above SMA (200) — met
- Price crossed above Donchian (20) — near
- ADX (14) above 20 — met
- SMA (50) above SMA (200) — met
EWY · 1d
9 of 28 published entry conditions marked met.
- Price crossed above Donchian (20) — near
- ADX (14) above 20 — far
- SMA (50) above SMA (200) — met
- Price crossed above Donchian (20) — near
- ADX (14) above 20 — far
- SMA (50) above SMA (200) — met
- Price crossed above Donchian (20) — near
- ADX (14) above 20 — far
- SMA (50) above SMA (200) — met
- Price crossed above Donchian (20) — near
- ADX (14) above 20 — far
- SMA (50) above SMA (200) — met
- Price crossed above Donchian (20) — near
- ADX (14) above 20 — far
- SMA (50) above SMA (200) — met
- Price crossed above Donchian (20) — near
- ADX (14) above 20 — far
- SMA (50) above SMA (200) — met
- Price crossed above Donchian (20) — near
- Price crossed above Donchian (20) — near
- ADX (14) above 20 — far
- SMA (50) above SMA (200) — met
- Price crossed above Donchian (20) — near
- ADX (14) above 20 — far
- SMA (50) above SMA (200) — met
- Price crossed above Donchian (20) — near
- ADX (14) above 20 — far
- SMA (50) above SMA (200) — 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/ADX/SMA Crossover Long (EWJ@1d) (3 conditions)
- Entry: DONCHIAN/ADX/SMA Crossover Long (EWY@1d) (3 conditions)
- Entry: DONCHIAN/ADX/SMA Crossover Long (UUP@1d) (3 conditions)
- Entry: DONCHIAN/ADX/SMA Crossover Long (DBA@1d) (3 conditions)
- Entry: DONCHIAN/ADX/SMA Crossover Long (EWJ@1d) (3 conditions)
- Entry: DONCHIAN/ADX/SMA Crossover Long (EWY@1d) (3 conditions)
- Entry: DONCHIAN/ADX/SMA Crossover Long (UUP@1d) (3 conditions)
- Entry: DONCHIAN/ADX/SMA Crossover Long (DBA@1d) (3 conditions)
- Entry: DONCHIAN Crossover Long (EWY@1d) (1 condition)
- Entry: DONCHIAN/ADX/SMA Crossover Long (DBA@1d) (3 conditions)
- Entry: DONCHIAN/ADX/SMA Crossover Long (UUP@1d) (3 conditions)
- Entry: DONCHIAN/ADX/SMA Crossover Long (EWJ@1d) (3 conditions)
- Exit: Stop Loss at 5.0% (1 condition)
- Exit: Take Profit at 10.0% (1 condition)
- Exit: Stop Loss at 5.0% (1 condition)
Shared strategy rules
Rule configuration
{
"data_dependencies": [
{
"symbol": "EWJ",
"timeframe": "1d"
},
{
"symbol": "EWY",
"timeframe": "1d"
},
{
"symbol": "UUP",
"timeframe": "1d"
},
{
"symbol": "DBA",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "EWJ",
"timeframe": "1d"
},
"field": "upper",
"indicator": {
"name": "donchian",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "EWJ",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"chart_ref": {
"symbol": "EWJ",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "EWJ",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 200
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_ewj",
"name": "DONCHIAN/ADX/SMA Crossover Long (EWJ@1d)",
"priority": 1,
"trade_symbol": "EWJ"
},
{
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "EWY",
"timeframe": "1d"
},
"field": "upper",
"indicator": {
"name": "donchian",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "EWY",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"chart_ref": {
"symbol": "EWY",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "EWY",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 200
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_ewy",
"name": "DONCHIAN/ADX/SMA Crossover Long (EWY@1d)",
"priority": 2,
"trade_symbol": "EWY"
},
{
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "UUP",
"timeframe": "1d"
},
"field": "upper",
"indicator": {
"name": "donchian",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "UUP",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"chart_ref": {
"symbol": "UUP",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "UUP",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 200
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_uup",
"name": "DONCHIAN/ADX/SMA Crossover Long (UUP@1d)",
"priority": 3,
"trade_symbol": "UUP"
},
{
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "DBA",
"timeframe": "1d"
},
"field": "upper",
"indicator": {
"name": "donchian",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "DBA",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"chart_ref": {
"symbol": "DBA",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "DBA",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 200
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_dba",
"name": "DONCHIAN/ADX/SMA Crossover Long (DBA@1d)",
"priority": 4,
"trade_symbol": "DBA"
},
{
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "EWJ",
"timeframe": "1d"
},
"field": "upper",
"indicator": {
"name": "donchian",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "EWJ",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"chart_ref": {
"symbol": "EWJ",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "EWJ",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 200
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_2_ewj",
"name": "DONCHIAN/ADX/SMA Crossover Long (EWJ@1d)",
"priority": 2,
"trade_symbol": "EWJ"
},
{
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "EWY",
"timeframe": "1d"
},
"field": "upper",
"indicator": {
"name": "donchian",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "EWY",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"chart_ref": {
"symbol": "EWY",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "EWY",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 200
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_2_ewy",
"name": "DONCHIAN/ADX/SMA Crossover Long (EWY@1d)",
"priority": 3,
"trade_symbol": "EWY"
},
{
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "UUP",
"timeframe": "1d"
},
"field": "upper",
"indicator": {
"name": "donchian",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "UUP",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"chart_ref": {
"symbol": "UUP",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "UUP",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 200
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_2_uup",
"name": "DONCHIAN/ADX/SMA Crossover Long (UUP@1d)",
"priority": 4,
"trade_symbol": "UUP"
},
{
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "DBA",
"timeframe": "1d"
},
"field": "upper",
"indicator": {
"name": "donchian",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "DBA",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"chart_ref": {
"symbol": "DBA",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "DBA",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 200
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_2_dba",
"name": "DONCHIAN/ADX/SMA Crossover Long (DBA@1d)",
"priority": 5,
"trade_symbol": "DBA"
},
{
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "EWJ",
"timeframe": "1d"
},
"field": "upper",
"indicator": {
"name": "donchian",
"period": 20
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_3",
"name": "DONCHIAN Crossover Long (EWY@1d)",
"priority": 2,
"trade_symbol": "EWY"
},
{
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "EWJ",
"timeframe": "1d"
},
"field": "upper",
"indicator": {
"name": "donchian",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "EWJ",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"chart_ref": {
"symbol": "EWJ",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "EWJ",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 200
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_4",
"name": "DONCHIAN/ADX/SMA Crossover Long (DBA@1d)",
"priority": 4,
"trade_symbol": "DBA"
},
{
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "EWJ",
"timeframe": "1d"
},
"field": "upper",
"indicator": {
"name": "donchian",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "EWJ",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"chart_ref": {
"symbol": "EWJ",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "EWJ",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 200
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_5",
"name": "DONCHIAN/ADX/SMA Crossover Long (UUP@1d)",
"priority": 4,
"trade_symbol": "UUP"
},
{
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "EWJ",
"timeframe": "1d"
},
"field": "upper",
"indicator": {
"name": "donchian",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "EWJ",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"chart_ref": {
"symbol": "EWJ",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "EWJ",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 200
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_6",
"name": "DONCHIAN/ADX/SMA Crossover Long (EWJ@1d)",
"priority": 4,
"trade_symbol": "EWJ"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": -5
}
}
],
"enabled": true,
"id": "exit_1",
"name": "Stop Loss at 5.0%",
"priority": 1,
"purpose": "signal"
},
{
"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_2",
"name": "Take Profit at 10.0%",
"priority": 100,
"purpose": "take_profit"
},
{
"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_3",
"name": "Stop Loss at 5.0%",
"priority": 10,
"purpose": "stop_loss"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"risk_percent": 2.7745333333333333,
"support_stop_rank": 2,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Indicator configuration
{
"indicators": [
{
"name": "donchian",
"period": 20
},
{
"name": "adx",
"period": 14
},
{
"name": "sma",
"period": 50
},
{
"name": "sma",
"period": 200
},
{
"name": "donchian",
"period": 20
},
{
"name": "adx",
"period": 14
},
{
"name": "sma",
"period": 50
},
{
"name": "sma",
"period": 200
},
{
"name": "donchian",
"period": 20
},
{
"name": "adx",
"period": 14
},
{
"name": "sma",
"period": 50
},
{
"name": "sma",
"period": 200
},
{
"name": "donchian",
"period": 20
},
{
"name": "adx",
"period": 14
},
{
"name": "sma",
"period": 50
},
{
"name": "sma",
"period": 200
}
]
}Parsed strategy
{
"data_dependencies": [
{
"symbol": "EWJ",
"timeframe": "1d"
},
{
"symbol": "EWY",
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}Strategy instructions
Trading agent generated from recommendation idea 'Japanese yen at 40-year low while US rates stay high — ride the Japanese stock rally'. Thesis: The yen hitting a 40-year low is a massive tailwind for Japanese exporters — their products become dramatically cheaper for the rest of the world to buy, and their overseas profits are worth far more when converted back into yen. Bloomberg notes that Japanese stocks are already set to climb on this dynamic. The driver is the contrast between a Fed under Chairman Warsh that investors are underestimating in its determination to fight inflation, and a Bank of Japan that is letting its currency slide. As long as US rates stay high and Japan stays dovish, the weak yen supercharges Japanese corporate earnings.
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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