Public trading strategy
Big banks return cash as Big Tech gets punished for spending — rotate into JPMor
Created
Thesis
JPMorgan and Goldman Sachs just passed their stress tests with flying colors and immediately announced massive buybacks and dividend hikes, putting a hard floor under their valuations. Meanwhile, investors are aggressively punishing Microsoft for its heavy spending, suggesting the market is losing patience with Big Tech's high costs. Add in the fact that small caps are having their best run in decades, and the writing is on the wall: Wall Street is rotating money away from expensive tech and into reliable, shareholder-friendly financial firms.
Strategy approach
Build a mean-reversion / pair-trade strategy on D1 timeframe. Enter long XLF (Financials ETF) and short XLK (Tech ETF) when the 20-day simple moving average of the XLF/XLK ratio hits a 6-month low and XLF is making new 20-day highs. Exit when the ratio crosses above its 50-day simple moving average. Use a 7% trailing stop on the XLF long position.
Markets and timeframes
Latest published rule evaluation
Evaluated . This is a dated rule snapshot, not a live price or trade execution confirmation.
GS · 1d
11 of 11 published entry conditions marked met.
- RSI (14) below 50 — met
- Price above 0 — met
- Donchian (20) above 1 — met
- RSI (14) below 50 — met
- Price above 0 — met
- RSI (14) below 50 — met
- Price above 0 — met
- RSI (14) below 50 — met
- Price above 0 — met
- RSI (14) below 50 — met
- Price above 0 — met
- Price crossed above SMA (20) — near
- SMA (20) crossed above SMA (50) — near
- Price crossed above SMA (20) — near
- SMA (20) crossed above SMA (50) — near
JPM · 1d
6 of 11 published entry conditions marked met.
- RSI (14) below 50 — near
- Price above 0 — met
- Donchian (20) above 1 — met
- RSI (14) below 50 — near
- Price above 0 — met
- RSI (14) below 50 — near
- Price above 0 — met
- RSI (14) below 50 — near
- Price above 0 — met
- RSI (14) below 50 — near
- Price above 0 — met
- Price crossed above SMA (20) — near
- SMA (20) crossed above SMA (50) — near
- Price crossed above SMA (20) — near
- SMA (20) crossed above SMA (50) — near
MSFT · 1d
6 of 11 published entry conditions marked met.
- RSI (14) below 50 — near
- Price above 0 — met
- Donchian (20) above 1 — met
- RSI (14) below 50 — near
- Price above 0 — met
- RSI (14) below 50 — near
- Price above 0 — met
- RSI (14) below 50 — near
- Price above 0 — met
- RSI (14) below 50 — near
- Price above 0 — met
- Price crossed above SMA (20) — near
- SMA (20) crossed above SMA (50) — far
- Price crossed above SMA (20) — near
- SMA (20) crossed above SMA (50) — far
XLF · 1d
11 of 11 published entry conditions marked met.
- RSI (14) below 50 — met
- Price above 0 — met
- Donchian (20) above 1 — met
- RSI (14) below 50 — met
- Price above 0 — met
- RSI (14) below 50 — met
- Price above 0 — met
- RSI (14) below 50 — met
- Price above 0 — met
- RSI (14) below 50 — met
- Price above 0 — met
- Price crossed above SMA (20) — near
- SMA (20) crossed above SMA (50) — near
- Price crossed above SMA (20) — near
- SMA (20) crossed above SMA (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: RSI/DONCHIAN Signal Long (XLF@1d) (5 conditions)
- Entry: RSI Signal Long (XLK@1d) (2 conditions)
- Entry: RSI Signal Long (GS@1d) (2 conditions)
- Entry: RSI Signal Long (JPM@1d) (2 conditions)
- Entry: RSI Signal Short (MSFT@1d) (2 conditions)
- Entry: Long Entry Signal (GS@1d) (2 conditions)
- Entry: Long Entry Signal (JPM@1d) (2 conditions)
- Exit: SMA Crosses Above Exit (XLF@1d) (2 conditions)
- Exit: SMA Crosses Above Exit (XLF@1d) (2 conditions)
- Exit: SMA Crosses Above Exit (XLF@1d) (2 conditions)
- Exit: SMA Crosses Above Exit (XLF@1d) (2 conditions)
- Exit: SMA Crosses Above Exit (XLF@1d) (2 conditions)
- Exit: TP: Near Resistance[1] (XLF@1d) (1 condition)
- Exit: TP: Near Resistance[1] (XLF@1d) (1 condition)
- Exit: TP: Near Resistance[1] (XLF@1d) (1 condition)
- Exit: TP: Near Resistance[1] (XLF@1d) (1 condition)
- Exit: TP: Near Resistance[1] (XLF@1d) (1 condition)
- Exit: SL: Below Support[2] (XLF@1d) (1 condition)
- Exit: SL: Below Support[2] (XLF@1d) (1 condition)
- Exit: SL: Below Support[2] (XLF@1d) (1 condition)
- Exit: SL: Below Support[2] (XLF@1d) (1 condition)
- Exit: SL: Below Support[2] (XLF@1d) (1 condition)
- Exit: Stop Loss at 2.3% (1 condition)
- Exit: Take Profit at 4.7% (1 condition)
Shared strategy rules
Rule configuration
{
"data_dependencies": [
{
"symbol": "XLF",
"timeframe": "1d"
},
{
"symbol": "XLK",
"timeframe": "1d"
},
{
"symbol": "GS",
"timeframe": "1d"
},
{
"symbol": "JPM",
"timeframe": "1d"
},
{
"symbol": "MSFT",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 50
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"field": "high",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"rank": 1,
"type": "support_level"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"rank": 1,
"type": "support_level"
}
},
{
"left": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"field": "upper",
"indicator": {
"name": "donchian",
"period": 20
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 1
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1",
"name": "RSI/DONCHIAN Signal Long (XLF@1d)",
"priority": 1,
"trade_symbol": "XLF"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 50
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_2",
"name": "RSI Signal Long (XLK@1d)",
"priority": 2,
"trade_symbol": "XLK"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 50
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_3",
"name": "RSI Signal Long (GS@1d)",
"priority": 3,
"trade_symbol": "GS"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 50
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_4",
"name": "RSI Signal Long (JPM@1d)",
"priority": 4,
"trade_symbol": "JPM"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 50
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0
}
}
],
"direction": "short",
"enabled": true,
"id": "entry_5",
"name": "RSI Signal Short (MSFT@1d)",
"priority": 5,
"trade_symbol": "MSFT"
},
{
"conditions": [
{
"left": {
"field": "high",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"rank": 1,
"type": "support_level"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_6",
"name": "Long Entry Signal (GS@1d)",
"priority": 2,
"trade_symbol": "GS"
},
{
"conditions": [
{
"left": {
"field": "high",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"rank": 1,
"type": "support_level"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_7",
"name": "Long Entry Signal (JPM@1d)",
"priority": 2,
"trade_symbol": "JPM"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 20
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
}
}
],
"enabled": true,
"id": "exit_1_xlf",
"name": "SMA Crosses Above Exit (XLF@1d)",
"priority": 1,
"purpose": "signal",
"target_symbol": "XLF"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 20
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
}
}
],
"enabled": true,
"id": "exit_1_xlk",
"name": "SMA Crosses Above Exit (XLF@1d)",
"priority": 2,
"purpose": "signal",
"target_symbol": "XLK"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 20
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
}
}
],
"enabled": true,
"id": "exit_1_gs",
"name": "SMA Crosses Above Exit (XLF@1d)",
"priority": 3,
"purpose": "signal",
"target_symbol": "GS"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 20
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
}
}
],
"enabled": true,
"id": "exit_1_jpm",
"name": "SMA Crosses Above Exit (XLF@1d)",
"priority": 4,
"purpose": "signal",
"target_symbol": "JPM"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 20
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
}
}
],
"enabled": true,
"id": "exit_1_msft",
"name": "SMA Crosses Above Exit (XLF@1d)",
"priority": 5,
"purpose": "signal",
"target_symbol": "MSFT"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"rank": 1,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_2_xlf",
"name": "TP: Near Resistance[1] (XLF@1d)",
"priority": 97,
"purpose": "take_profit",
"target_symbol": "XLF"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"rank": 1,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_2_xlk",
"name": "TP: Near Resistance[1] (XLF@1d)",
"priority": 98,
"purpose": "take_profit",
"target_symbol": "XLK"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"rank": 1,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_2_gs",
"name": "TP: Near Resistance[1] (XLF@1d)",
"priority": 99,
"purpose": "take_profit",
"target_symbol": "GS"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"rank": 1,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_2_jpm",
"name": "TP: Near Resistance[1] (XLF@1d)",
"priority": 100,
"purpose": "take_profit",
"target_symbol": "JPM"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"rank": 1,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_2_msft",
"name": "TP: Near Resistance[1] (XLF@1d)",
"priority": 101,
"purpose": "take_profit",
"target_symbol": "MSFT"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_xlf",
"name": "SL: Below Support[2] (XLF@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "XLF"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_xlk",
"name": "SL: Below Support[2] (XLF@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "XLK"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_gs",
"name": "SL: Below Support[2] (XLF@1d)",
"priority": 102,
"purpose": "stop_loss",
"target_symbol": "GS"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_jpm",
"name": "SL: Below Support[2] (XLF@1d)",
"priority": 103,
"purpose": "stop_loss",
"target_symbol": "JPM"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_msft",
"name": "SL: Below Support[2] (XLF@1d)",
"priority": 104,
"purpose": "stop_loss",
"target_symbol": "MSFT"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.3319666666666667
}
}
],
"enabled": true,
"id": "exit_4",
"name": "Stop Loss at 2.3%",
"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": 4.6639333333333335
}
}
],
"enabled": true,
"id": "exit_5",
"name": "Take Profit at 4.7%",
"priority": 100,
"purpose": "take_profit"
}
],
"position_sizing": {
"max_position_percent": 20,
"method": {
"risk_percent": 2.3319666666666667,
"support_stop_rank": 2,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Indicator configuration
{
"indicators": [
{
"name": "sma",
"period": 20
},
{
"name": "sma",
"period": 50
},
{
"name": "donchian",
"period": 20
},
{
"name": "rsi",
"period": 14
}
]
}Parsed strategy
{
"data_dependencies": [
{
"symbol": "XLF",
"timeframe": "1d"
},
{
"symbol": "XLK",
"timeframe": "1d"
},
{
"symbol": "GS",
"timeframe": "1d"
},
{
"symbol": "JPM",
"timeframe": "1d"
},
{
"symbol": "MSFT",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 50
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"field": "high",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"rank": 1,
"type": "support_level"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"rank": 1,
"type": "support_level"
}
},
{
"left": {
"chart_ref": {
"symbol": "XLF",
"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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{
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],
"exit_rules": [
{
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"conditions": [
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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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{
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},
{
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},
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],
"enabled": true,
"id": "exit_1_msft",
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"purpose": "signal",
"target_symbol": "MSFT"
},
{
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"right": {
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}
],
"enabled": true,
"id": "exit_2_xlf",
"name": "TP: Near Resistance[1] (XLF@1d)",
"priority": 97,
"purpose": "take_profit",
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},
{
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}
],
"enabled": true,
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"purpose": "take_profit",
"target_symbol": "XLK"
},
{
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],
"enabled": true,
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},
{
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}
],
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},
{
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{
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],
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"purpose": "stop_loss",
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},
{
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}
],
"enabled": true,
"id": "exit_3_msft",
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"priority": 104,
"purpose": "stop_loss",
"target_symbol": "MSFT"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.3319666666666667
}
}
],
"enabled": true,
"id": "exit_4",
"name": "Stop Loss at 2.3%",
"priority": 100,
"purpose": "stop_loss"
},
{
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"conditions": [
{
"left": {
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},
"operator": "greater_than_or_equal",
"right": {
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"value": 4.6639333333333335
}
}
],
"enabled": true,
"id": "exit_5",
"name": "Take Profit at 4.7%",
"priority": 100,
"purpose": "take_profit"
}
],
"position_sizing": {
"max_position_percent": 20,
"method": {
"risk_percent": 2.3319666666666667,
"support_stop_rank": 2,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Strategy instructions
Trading agent generated from recommendation idea 'Big banks return cash as Big Tech gets punished for spending — rotate into JPMorgan and Goldman'. Thesis: JPMorgan and Goldman Sachs just passed their stress tests with flying colors and immediately announced massive buybacks and dividend hikes, putting a hard floor under their valuations. Meanwhile, investors are aggressively punishing Microsoft for its heavy spending, suggesting the market is losing patience with Big Tech's high costs. Add in the fact that small caps are having their best run in decades, and the writing is on the wall: Wall Street is rotating money away from expensive tech and into reliable, shareholder-friendly financial firms.
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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