Public trading strategy
Inflation topping 4% and rate hikes looming — short long-term bonds
Created
Thesis
When inflation rises, the value of existing bonds drops because investors demand higher interest payments to keep up with rising prices. With major banks now expecting the Fed to hike interest rates multiple times, bonds are facing a tough road ahead. Long-term bonds take the hardest hit because their payouts are locked in for longer periods. If the upcoming inflation data confirms these fears, bond prices could fall sharply as investors sell to avoid losing money.
Strategy approach
Build a mean-reversion/short strategy for long-duration Treasury bonds (TLT). Enter short when the 10-day moving average crosses below the 50-day moving average and the RSI(14) is below 40. Set a stop loss at 5% above the entry price and a take profit at a 4% decline.
Markets and timeframes
TLTdaily
Latest published rule evaluation
Evaluated . This is a dated rule snapshot, not a live price or trade execution confirmation.
TLT · 1d
1 of 3 published entry conditions marked met.
- RSI (14) below 40 — far
- Price below Bollinger (20) — met
- MACD (12,26,9) above 0 — 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/BB/MACD Signal Long (TLT@1d) (4 conditions)
- Exit: SL: Below Support[1] (TLT@1d) (1 condition)
- Exit: TP: Near Resistance[1] (TLT@1d) (1 condition)
Shared strategy rules
Rule configuration
{
"data_dependencies": [
{
"symbol": "TLT",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "TLT",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "TLT",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "TLT",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "TLT",
"timeframe": "1d"
},
"field": "line",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1",
"name": "RSI/BB/MACD Signal Long (TLT@1d)",
"priority": 1,
"trade_symbol": "TLT"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_1",
"name": "SL: Below Support[1] (TLT@1d)",
"priority": 97,
"purpose": "take_profit",
"target_symbol": "TLT"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"rank": 1,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_2",
"name": "TP: Near Resistance[1] (TLT@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "TLT"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"resistance_stop_rank": 1,
"risk_percent": 2,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Indicator configuration
{
"indicators": [
{
"name": "rsi",
"period": 14
},
{
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
{
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
}
]
}Parsed strategy
{
"data_dependencies": [
{
"symbol": "TLT",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "TLT",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "TLT",
"timeframe": "1d"
},
"ratio": 618,
"type": "fibonacci_retracement"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "TLT",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "bollinger_bands",
"period": 20,
"std_dev": 2
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "TLT",
"timeframe": "1d"
},
"field": "line",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1",
"name": "RSI/BB/MACD Signal Long (TLT@1d)",
"priority": 1,
"trade_symbol": "TLT"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_1",
"name": "SL: Below Support[1] (TLT@1d)",
"priority": 97,
"purpose": "take_profit",
"target_symbol": "TLT"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"rank": 1,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_2",
"name": "TP: Near Resistance[1] (TLT@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "TLT"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"resistance_stop_rank": 1,
"risk_percent": 2,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Strategy instructions
Trading agent generated from recommendation idea 'Inflation topping 4% and rate hikes looming — short long-term bonds'. Thesis: When inflation rises, the value of existing bonds drops because investors demand higher interest payments to keep up with rising prices. With major banks now expecting the Fed to hike interest rates multiple times, bonds are facing a tough road ahead. Long-term bonds take the hardest hit because their payouts are locked in for longer periods. If the upcoming inflation data confirms these fears, bond prices could fall sharply as investors sell to avoid losing money.
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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