Public trading strategy
When an asset class gets this cheap compared to another, it usually means all th
Created
Thesis
When an asset class gets this cheap compared to another, it usually means all the bad news is already priced in. U.S. stocks have been the undisputed leader for years, pushing valuations to historic premiums. If economic growth holds up and the dollar stops surging, money tends to rotate into the cheapest markets. A reversion to even a less extreme discount could mean big gains for emerging-market funds.
Markets and timeframes
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: EM Rotation Confirmed Long (EEM@1d) (5 conditions)
- Entry: EM Rotation Confirmed Long (VWO@1d) (5 conditions)
- Exit: Time Stop: 90 Bars (1 condition)
- Exit: TP: Fib Extension 127.2% (EEM@1d) (1 condition)
- Exit: TP: Fib Extension 127.2% (VWO@1d) (1 condition)
- Exit: SL: Below Support[2] (EEM@1d) (1 condition)
- Exit: SL: Below Support[2] (VWO@1d) (1 condition)
- Exit: SL: Dollar Reverses Higher (UUP@1d) (2 conditions)
- Exit: Stop Loss at 2.0% (1 condition)
- Exit: Take Profit at 4.0% (1 condition)
Shared strategy rules
Rule configuration
{
"data_dependencies": [
{
"symbol": "STOCK:EEM",
"timeframe": "1d"
},
{
"symbol": "STOCK:VWO",
"timeframe": "1d"
},
{
"symbol": "STOCK:UUP",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:EEM",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 1,
"type": "resistance_level"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:EEM",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:EEM",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:EEM",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_eem",
"name": "EM Rotation Confirmed Long (EEM@1d)",
"priority": 1,
"trade_symbol": "STOCK:EEM"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:VWO",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 1,
"type": "resistance_level"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:VWO",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:VWO",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:VWO",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_vwo",
"name": "EM Rotation Confirmed Long (VWO@1d)",
"priority": 2,
"trade_symbol": "STOCK:VWO"
}
],
"exit_rules": [
{
"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_1",
"name": "Time Stop: 90 Bars",
"priority": 1,
"purpose": "signal"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:EEM",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:EEM",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_2_eem",
"name": "TP: Fib Extension 127.2% (EEM@1d)",
"priority": 96,
"purpose": "take_profit",
"target_symbol": "STOCK:EEM"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:VWO",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:VWO",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_2_vwo",
"name": "TP: Fib Extension 127.2% (VWO@1d)",
"priority": 97,
"purpose": "take_profit",
"target_symbol": "STOCK:VWO"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:EEM",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_eem",
"name": "SL: Below Support[2] (EEM@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "STOCK:EEM"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:VWO",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_vwo",
"name": "SL: Below Support[2] (VWO@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "STOCK:VWO"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
}
}
],
"enabled": true,
"id": "exit_4_uup",
"name": "SL: Dollar Reverses Higher (UUP@1d)",
"priority": 99,
"purpose": "stop_loss"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2
}
}
],
"enabled": true,
"id": "exit_5",
"name": "Stop Loss at 2.0%",
"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": 4
}
}
],
"enabled": true,
"id": "exit_6",
"name": "Take Profit at 4.0%",
"priority": 100,
"purpose": "take_profit"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"risk_percent": 2,
"support_stop_rank": 2,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Indicator configuration
{
"indicators": [
{
"name": "obv"
},
{
"name": "adx",
"period": 14
},
{
"name": "obv"
},
{
"name": "adx",
"period": 14
},
{
"name": "obv"
},
{
"name": "adx",
"period": 14
}
]
}Parsed strategy
{
"data_dependencies": [
{
"symbol": "STOCK:EEM",
"timeframe": "1d"
},
{
"symbol": "STOCK:VWO",
"timeframe": "1d"
},
{
"symbol": "STOCK:UUP",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:EEM",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 1,
"type": "resistance_level"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:EEM",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:EEM",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:EEM",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_eem",
"name": "EM Rotation Confirmed Long (EEM@1d)",
"priority": 1,
"trade_symbol": "STOCK:EEM"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:VWO",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 1,
"type": "resistance_level"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:VWO",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:VWO",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:VWO",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_vwo",
"name": "EM Rotation Confirmed Long (VWO@1d)",
"priority": 2,
"trade_symbol": "STOCK:VWO"
}
],
"exit_rules": [
{
"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_1",
"name": "Time Stop: 90 Bars",
"priority": 1,
"purpose": "signal"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:EEM",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:EEM",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_2_eem",
"name": "TP: Fib Extension 127.2% (EEM@1d)",
"priority": 96,
"purpose": "take_profit",
"target_symbol": "STOCK:EEM"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:VWO",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:VWO",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_2_vwo",
"name": "TP: Fib Extension 127.2% (VWO@1d)",
"priority": 97,
"purpose": "take_profit",
"target_symbol": "STOCK:VWO"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:EEM",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_eem",
"name": "SL: Below Support[2] (EEM@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "STOCK:EEM"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:VWO",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_vwo",
"name": "SL: Below Support[2] (VWO@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "STOCK:VWO"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
}
}
],
"enabled": true,
"id": "exit_4_uup",
"name": "SL: Dollar Reverses Higher (UUP@1d)",
"priority": 99,
"purpose": "stop_loss"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2
}
}
],
"enabled": true,
"id": "exit_5",
"name": "Stop Loss at 2.0%",
"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": 4
}
}
],
"enabled": true,
"id": "exit_6",
"name": "Take Profit at 4.0%",
"priority": 100,
"purpose": "take_profit"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"risk_percent": 2,
"support_stop_rank": 2,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Strategy instructions
Trading agent generated from recommendation idea 'When an asset class gets this cheap compared to another, it usually means all the bad news is already priced in. U.S. stocks have been the undisputed leader for years, pushing valuations to historic premiums. If economic growth holds up and the dollar sto'. Thesis: When an asset class gets this cheap compared to another, it usually means all the bad news is already priced in. U.S. stocks have been the undisputed leader for years, pushing valuations to historic premiums. If economic growth holds up and the dollar stops surging, money tends to rotate into the cheapest markets. A reversion to even a less extreme discount could mean big gains for emerging-market funds.
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 thesis and strategy approach describe a market view. They do not show whether an entry or exit condition is currently met.
- 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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