Public trading strategy
When a professional bond investor calls the central bank's messaging 'extraordin
Created
Thesis
When a professional bond investor calls the central bank's messaging 'extraordinarily muddled,' it means nobody knows what comes next. That confusion is the exact ingredient that causes wild, unpredictable swings in bond prices as investors constantly reposition. When bond prices whip around violently, it spills over into the stock market and drives up the cost of portfolio insurance. You can profit from this confusion by owning an instrument that rises when market panic increases, effectively betting that the uncertainty itself is the trade.
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: EMA/ATR/RSI/OBV Signal Long (UVXY@1d) (4 conditions)
- Entry: EMA/ATR/RSI/OBV Signal Long (VXX@1d) (4 conditions)
- Entry: EMA/ATR/RSI/OBV Signal Long (UVXY@1d) (4 conditions)
- Entry: EMA/ATR/RSI/OBV Signal Long (VXX@1d) (4 conditions)
- Entry: Crossover Long (UVXY@1d) (1 condition)
- Entry: Crossover Long (VXX@1d) (1 condition)
- Exit: Position Exit Rule (UVXY@1d) (4 conditions)
- Exit: Position Exit Rule (VXX@1d) (4 conditions)
- Exit: TP: Fib Extension 127.2% (UVXY@1d) (1 condition)
- Exit: TP: Fib Extension 127.2% (VXX@1d) (1 condition)
- Exit: SL: Below Support[2] (UVXY@1d) (1 condition)
- Exit: SL: Below Support[2] (VXX@1d) (1 condition)
- Exit: SL: Fib Retracement 78.6% (UVXY@1d) (1 condition)
- Exit: SL: Fib Retracement 78.6% (VXX@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:UVXY",
"timeframe": "1d"
},
{
"symbol": "STOCK:VXX",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 10
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"indicator": {
"name": "atr",
"period": 20
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 1.5
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 50
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_uvxy",
"name": "EMA/ATR/RSI/OBV Signal Long (UVXY@1d)",
"priority": 1,
"trade_symbol": "STOCK:UVXY"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 10
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"indicator": {
"name": "atr",
"period": 20
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 1.5
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 50
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_vxx",
"name": "EMA/ATR/RSI/OBV Signal Long (VXX@1d)",
"priority": 2,
"trade_symbol": "STOCK:VXX"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 10
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"indicator": {
"name": "atr",
"period": 20
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 1.5
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 50
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_2_uvxy",
"name": "EMA/ATR/RSI/OBV Signal Long (UVXY@1d)",
"priority": 2,
"trade_symbol": "STOCK:UVXY"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 10
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"indicator": {
"name": "atr",
"period": 20
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 1.5
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 50
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_2_vxx",
"name": "EMA/ATR/RSI/OBV Signal Long (VXX@1d)",
"priority": 3,
"trade_symbol": "STOCK:VXX"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_3_uvxy",
"name": "Crossover Long (UVXY@1d)",
"priority": 2,
"trade_symbol": "STOCK:UVXY"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_3_vxx",
"name": "Crossover Long (VXX@1d)",
"priority": 3,
"trade_symbol": "STOCK:VXX"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 21
}
}
],
"enabled": true,
"id": "exit_1_uvxy",
"name": "Position Exit Rule (UVXY@1d)",
"priority": 1,
"purpose": "signal",
"target_symbol": "STOCK:UVXY"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 0
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 21
}
}
],
"enabled": true,
"id": "exit_1_vxx",
"name": "Position Exit Rule (VXX@1d)",
"priority": 2,
"purpose": "signal",
"target_symbol": "STOCK:VXX"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_2_uvxy",
"name": "TP: Fib Extension 127.2% (UVXY@1d)",
"priority": 96,
"purpose": "take_profit",
"target_symbol": "STOCK:UVXY"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_2_vxx",
"name": "TP: Fib Extension 127.2% (VXX@1d)",
"priority": 97,
"purpose": "take_profit",
"target_symbol": "STOCK:VXX"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_uvxy",
"name": "SL: Below Support[2] (UVXY@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "STOCK:UVXY"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_vxx",
"name": "SL: Below Support[2] (VXX@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "STOCK:VXX"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"ratio": 786,
"type": "fibonacci_retracement"
}
}
],
"enabled": true,
"id": "exit_4_uvxy",
"name": "SL: Fib Retracement 78.6% (UVXY@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "STOCK:UVXY"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"ratio": 786,
"type": "fibonacci_retracement"
}
}
],
"enabled": true,
"id": "exit_4_vxx",
"name": "SL: Fib Retracement 78.6% (VXX@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "STOCK:VXX"
},
{
"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": {
"fib_stop_ratio": 786,
"risk_percent": 2,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Indicator configuration
{
"indicators": [
{
"name": "ema",
"period": 10
},
{
"name": "atr",
"period": 20
},
{
"name": "rsi",
"period": 14
},
{
"name": "obv"
},
{
"name": "sma",
"period": 20
},
{
"name": "ema",
"period": 10
},
{
"name": "atr",
"period": 20
},
{
"name": "rsi",
"period": 14
},
{
"name": "obv"
},
{
"name": "sma",
"period": 20
}
]
}Parsed strategy
{
"data_dependencies": [
{
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
{
"symbol": "STOCK:VXX",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 10
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"indicator": {
"name": "atr",
"period": 20
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 1.5
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 50
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_uvxy",
"name": "EMA/ATR/RSI/OBV Signal Long (UVXY@1d)",
"priority": 1,
"trade_symbol": "STOCK:UVXY"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 10
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"indicator": {
"name": "atr",
"period": 20
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 1.5
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 50
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:VXX",
"timeframe": "1d"
},
"indicator": {
"name": "obv"
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_vxx",
"name": "EMA/ATR/RSI/OBV Signal Long (VXX@1d)",
"priority": 2,
"trade_symbol": "STOCK:VXX"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 10
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UVXY",
"timeframe": "1d"
},
"indicator": {
"name": "atr",
"period": 20
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
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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,
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"purpose": "signal",
"target_symbol": "STOCK:UVXY"
},
{
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{
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{
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},
{
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}
],
"enabled": true,
"id": "exit_1_vxx",
"name": "Position Exit Rule (VXX@1d)",
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"purpose": "signal",
"target_symbol": "STOCK:VXX"
},
{
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],
"enabled": true,
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"priority": 96,
"purpose": "take_profit",
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},
{
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],
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],
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],
"enabled": true,
"id": "exit_4_uvxy",
"name": "SL: Fib Retracement 78.6% (UVXY@1d)",
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"purpose": "stop_loss",
"target_symbol": "STOCK:VXX"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
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"value": -2
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}
],
"enabled": true,
"id": "exit_5",
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},
{
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"conditions": [
{
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"operator": "greater_than_or_equal",
"right": {
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],
"enabled": true,
"id": "exit_6",
"name": "Take Profit at 4.0%",
"priority": 100,
"purpose": "take_profit"
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],
"position_sizing": {
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"method": {
"fib_stop_ratio": 786,
"risk_percent": 2,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Strategy instructions
Trading agent generated from recommendation idea 'When a professional bond investor calls the central bank's messaging 'extraordinarily muddled,' it means nobody knows what comes next. That confusion is the exact ingredient that causes wild, unpredictable swings in bond prices as investors constantly rep'. Thesis: When a professional bond investor calls the central bank's messaging 'extraordinarily muddled,' it means nobody knows what comes next. That confusion is the exact ingredient that causes wild, unpredictable swings in bond prices as investors constantly reposition. When bond prices whip around violently, it spills over into the stock market and drives up the cost of portfolio insurance. You can profit from this confusion by owning an instrument that rises when market panic increases, effectively betting that the uncertainty itself is the trade.
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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