Public trading strategy
Yen hits 40-year low, Japanese stocks near records — momentum play on Japan
Created
Thesis
The yen hitting a 40-year low is a massive tailwind for Japanese exporters, whose products become cheaper for the rest of the world to buy. Bloomberg reports Japanese stocks are set to climb on this exact dynamic. Meanwhile, Reuters notes that Asian stocks are on track for a record-breaking quarter. We connect these because the currency move directly amplifies corporate earnings for Japanese firms. As long as the yen stays weak without triggering a government intervention panic, Japanese equities have a strong fundamental floor under them.
Strategy approach
Build a rule-based strategy that enters long EWJ on D1 when USD/JPY makes a 20-day high and EWJ is within 2% of its 20-day high. Exit if USD/JPY drops below its 10-day low or after a 21-day max hold. Use a 5% trailing stop.
Markets and timeframes
Latest published rule evaluation
Evaluated . This is a dated rule snapshot, not a live price or trade execution confirmation.
EWJ · 1d
2 of 4 published entry conditions marked met.
- Price crossed above Donchian (20) — near
- ROC (20) above -2 — met
- Price crossed above Donchian (20) — near
- ROC (20) above -2 — met
- Price crossed below Donchian (20) — near
JPX · 1d
Incomplete evidence; No entry condition values were published.
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/ROC Crossover Long (EWJ@1d) (2 conditions)
- Entry: DONCHIAN/ROC Crossover Long (UUP@1d) (2 conditions)
- Exit: Position Exit Rule (UUP@1d) (1 condition)
- Exit: Stop Loss at 2.8% (1 condition)
- Exit: Take Profit at 5.5% (1 condition)
Shared strategy rules
Rule configuration
{
"data_dependencies": [
{
"symbol": "EWJ",
"timeframe": "1d"
},
{
"symbol": "UUP",
"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"
},
"indicator": {
"name": "roc",
"period": 20
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": -2
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_ewj",
"name": "DONCHIAN/ROC Crossover Long (EWJ@1d)",
"priority": 1,
"trade_symbol": "EWJ"
},
{
"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"
},
"indicator": {
"name": "roc",
"period": 20
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": -2
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_uup",
"name": "DONCHIAN/ROC Crossover Long (UUP@1d)",
"priority": 2,
"trade_symbol": "UUP"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "UUP",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "donchian",
"period": 20
},
"type": "indicator"
}
}
],
"enabled": true,
"id": "exit_1",
"name": "Position Exit Rule (UUP@1d)",
"priority": 1,
"purpose": "signal",
"target_symbol": "UUP"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.7745333333333333
}
}
],
"enabled": true,
"id": "exit_2",
"name": "Stop Loss at 2.8%",
"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": 5.549066666666667
}
}
],
"enabled": true,
"id": "exit_3",
"name": "Take Profit at 5.5%",
"priority": 100,
"purpose": "take_profit"
}
],
"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": "donchian",
"period": 10
},
{
"name": "roc",
"period": 20
},
{
"name": "donchian",
"period": 20
},
{
"name": "donchian",
"period": 10
},
{
"name": "roc",
"period": 20
}
]
}Parsed strategy
{
"data_dependencies": [
{
"symbol": "EWJ",
"timeframe": "1d"
},
{
"symbol": "UUP",
"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"
},
"indicator": {
"name": "roc",
"period": 20
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": -2
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_ewj",
"name": "DONCHIAN/ROC Crossover Long (EWJ@1d)",
"priority": 1,
"trade_symbol": "EWJ"
},
{
"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"
},
"indicator": {
"name": "roc",
"period": 20
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": -2
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_uup",
"name": "DONCHIAN/ROC Crossover Long (UUP@1d)",
"priority": 2,
"trade_symbol": "UUP"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "UUP",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "donchian",
"period": 20
},
"type": "indicator"
}
}
],
"enabled": true,
"id": "exit_1",
"name": "Position Exit Rule (UUP@1d)",
"priority": 1,
"purpose": "signal",
"target_symbol": "UUP"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.7745333333333333
}
}
],
"enabled": true,
"id": "exit_2",
"name": "Stop Loss at 2.8%",
"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": 5.549066666666667
}
}
],
"enabled": true,
"id": "exit_3",
"name": "Take Profit at 5.5%",
"priority": 100,
"purpose": "take_profit"
}
],
"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
}Strategy instructions
Trading agent generated from recommendation idea 'Yen hits 40-year low, Japanese stocks near records — momentum play on Japan'. Thesis: The yen hitting a 40-year low is a massive tailwind for Japanese exporters, whose products become cheaper for the rest of the world to buy. Bloomberg reports Japanese stocks are set to climb on this exact dynamic. Meanwhile, Reuters notes that Asian stocks are on track for a record-breaking quarter. We connect these because the currency move directly amplifies corporate earnings for Japanese firms. As long as the yen stays weak without triggering a government intervention panic, Japanese equities have a strong fundamental floor under them.
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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