Public trading strategy
IEF Defensive Bond Mean Reversion (Wait-for-Support) Strategy
Created
Thesis
An oil price shock acts like a tax on the economy — it raises costs for businesses and consumers and tends to slow growth. Amundi, Europe's largest asset manager, is explicitly buying short-term Treasuries as a hedge against exactly that oil-driven slowdown, and JP Morgan is telling investors not to chase the stock sell-off, implying bonds are the better defensive vehicle. Short-dated government bonds historically rally when growth fears rise, even if the Fed hikes once more, because they are the first place money hides. This offers a way to play the market's nerves without betting against stocks outright.
Strategy approach
An oil price shock acts like a tax on the economy — it raises costs for businesses and consumers and tends to slow growth. Amundi, Europe's largest asset manager, is explicitly buying short-term Treasuries as a hedge against exactly that oil-driven slowdown, and JP Morgan is telling investors not to chase the stock sell-off, implying bonds are the better defensive vehicle. Short-dated government bonds historically rally when growth fears rise, even if the Fed hikes once more, because they are the first place money hides. This offers a way to play the market's nerves without betting against stocks outright. Decision analysis profile: value. Required dimensions: valuation_method, valuation_sensitivity, business_economics, cash_quality, balance_sheet_leverage, dilution_capital_allocation,…
Markets and timeframes
Latest published rule evaluation
Evaluated . This is a dated rule snapshot, not a live price or trade execution confirmation.
IEF · 1d
4 of 8 published entry conditions marked met.
- Price below EMA (50) — met
- Price below Bollinger (20) — met
- RSI (14) above 40 — far
- ADX (14) below 25 — far
- Price below EMA (50) — met
- Price below Bollinger (20) — met
- RSI (14) above 40 — far
- ADX (14) below 25 — far
- Price above EMA (50) — near
SHY · 1d
4 of 8 published entry conditions marked met.
- Price below EMA (50) — met
- Price below Bollinger (20) — met
- RSI (14) above 40 — far
- ADX (14) below 25 — far
- Price below EMA (50) — met
- Price below Bollinger (20) — met
- RSI (14) above 40 — far
- ADX (14) below 25 — far
- Price above EMA (50) — near
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: EMA/BB/RSI/ADX Signal Long (IEF@1d) (4 conditions)
- Entry: EMA/BB/RSI/ADX Signal Long (SHY@1d) (4 conditions)
- Entry: EMA/BB/RSI/ADX Signal Long (IEF@1d) (4 conditions)
- Entry: EMA/BB/RSI/ADX Signal Long (SHY@1d) (4 conditions)
- Entry: Long Entry Signal (IEF@1d) (2 conditions)
- Entry: Long Entry Signal (SHY@1d) (2 conditions)
- Exit: Position Exit Rule (IEF@1d) (2 conditions)
- Exit: Position Exit Rule (SHY@1d) (2 conditions)
- Exit: TP: Fib Extension 127.2% (IEF@1d) (1 condition)
- Exit: TP: Fib Extension 127.2% (SHY@1d) (1 condition)
- Exit: SL: Below Support[2] (IEF@1d) (1 condition)
- Exit: SL: Below Support[2] (SHY@1d) (1 condition)
- 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:IEF",
"timeframe": "1d"
},
{
"symbol": "STOCK:SHY",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 50
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 25
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_ief",
"name": "EMA/BB/RSI/ADX Signal Long (IEF@1d)",
"priority": 1,
"trade_symbol": "STOCK:IEF"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 50
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 25
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_shy",
"name": "EMA/BB/RSI/ADX Signal Long (SHY@1d)",
"priority": 2,
"trade_symbol": "STOCK:SHY"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 50
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 25
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_2_ief",
"name": "EMA/BB/RSI/ADX Signal Long (IEF@1d)",
"priority": 2,
"trade_symbol": "STOCK:IEF"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 50
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 25
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_2_shy",
"name": "EMA/BB/RSI/ADX Signal Long (SHY@1d)",
"priority": 3,
"trade_symbol": "STOCK:SHY"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "low",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_3_ief",
"name": "Long Entry Signal (IEF@1d)",
"priority": 2,
"trade_symbol": "STOCK:IEF"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"field": "low",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_3_shy",
"name": "Long Entry Signal (SHY@1d)",
"priority": 3,
"trade_symbol": "STOCK:SHY"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 50
},
"type": "indicator"
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 60
}
}
],
"enabled": true,
"id": "exit_1_ief",
"name": "Position Exit Rule (IEF@1d)",
"priority": 1,
"purpose": "signal",
"target_symbol": "STOCK:IEF"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 50
},
"type": "indicator"
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 60
}
}
],
"enabled": true,
"id": "exit_1_shy",
"name": "Position Exit Rule (SHY@1d)",
"priority": 2,
"purpose": "signal",
"target_symbol": "STOCK:SHY"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_2_ief",
"name": "TP: Fib Extension 127.2% (IEF@1d)",
"priority": 96,
"purpose": "take_profit",
"target_symbol": "STOCK:IEF"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_2_shy",
"name": "TP: Fib Extension 127.2% (SHY@1d)",
"priority": 97,
"purpose": "take_profit",
"target_symbol": "STOCK:SHY"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_ief",
"name": "SL: Below Support[2] (IEF@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "STOCK:IEF"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_shy",
"name": "SL: Below Support[2] (SHY@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "STOCK:SHY"
},
{
"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_4",
"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_5",
"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": "ema",
"period": 50
},
{
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
{
"name": "rsi",
"period": 14
},
{
"name": "adx",
"period": 14
},
{
"name": "ema",
"period": 50
},
{
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
{
"name": "rsi",
"period": 14
},
{
"name": "adx",
"period": 14
}
]
}Parsed strategy
{
"data_dependencies": [
{
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
{
"symbol": "STOCK:SHY",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 50
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 25
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_ief",
"name": "EMA/BB/RSI/ADX Signal Long (IEF@1d)",
"priority": 1,
"trade_symbol": "STOCK:IEF"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 50
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:SHY",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 25
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_shy",
"name": "EMA/BB/RSI/ADX Signal Long (SHY@1d)",
"priority": 2,
"trade_symbol": "STOCK:SHY"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 50
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
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},
{
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],
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},
{
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},
{
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{
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],
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},
{
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"right": {
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"ratio": 618,
"type": "fibonacci_retracement"
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},
{
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}
],
"direction": "long",
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"trade_symbol": "STOCK:IEF"
},
{
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{
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},
"field": "low",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
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"type": "fibonacci_retracement"
}
},
{
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],
"direction": "long",
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"id": "entry_3_shy",
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"trade_symbol": "STOCK:SHY"
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],
"exit_rules": [
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"conditions": [
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"indicator": {
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},
{
"left": {
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"operator": "greater_than_or_equal",
"right": {
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}
],
"enabled": true,
"id": "exit_1_ief",
"name": "Position Exit Rule (IEF@1d)",
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"target_symbol": "STOCK:IEF"
},
{
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},
{
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}
}
],
"enabled": true,
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{
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],
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"purpose": "stop_loss",
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{
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"purpose": "stop_loss",
"target_symbol": "STOCK:SHY"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
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"operator": "less_than_or_equal",
"right": {
"type": "constant",
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],
"enabled": true,
"id": "exit_4",
"name": "Stop Loss at 2.0%",
"priority": 100,
"purpose": "stop_loss"
},
{
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"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
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"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 4
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],
"enabled": true,
"id": "exit_5",
"name": "Take Profit at 4.0%",
"priority": 100,
"purpose": "take_profit"
}
],
"position_sizing": {
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"method": {
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"support_stop_rank": 2,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Strategy instructions
Trading agent generated from recommendation idea 'An oil price shock acts like a tax on the economy — it raises costs for businesses and consumers and tends to slow growth. Amundi, Europe's largest asset manager, is explicitly buying short-term Treasuries as a hedge against exactly that oil-driven slowdo'. Thesis: An oil price shock acts like a tax on the economy — it raises costs for businesses and consumers and tends to slow growth. Amundi, Europe's largest asset manager, is explicitly buying short-term Treasuries as a hedge against exactly that oil-driven slowdown, and JP Morgan is telling investors not to chase the stock sell-off, implying bonds are the better defensive vehicle. Short-dated government bonds historically rally when growth fears rise, even if the Fed hikes once more, because they are the first place money hides. This offers a way to play the market's nerves without betting against stocks outright.
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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