Public trading strategy
Rising rate expectations are usually framed as bad news for stocks, but banks ar
Created
Thesis
Rising rate expectations are usually framed as bad news for stocks, but banks are the rare group that benefits: higher rates widen the profit they make on lending. With UBS now calling for two hikes and markets pricing a hike as soon as this month, the earnings outlook for money-center banks improves with every hawkish headline. If bank stocks hold above their trend while yields climb, that shows the market is rewarding them rather than punishing the sector.
Strategy approach
Rising rate expectations are usually framed as bad news for stocks, but banks are the rare group that benefits: higher rates widen the profit they make on lending. With UBS now calling for two hikes and markets pricing a hike as soon as this month, the earnings outlook for money-center banks improves with every hawkish headline. If bank stocks hold above their trend while yields climb, that shows the market is rewarding them rather than punishing the sector. Decision analysis profile: value. Required dimensions: valuation_method, valuation_sensitivity, business_economics, cash_quality, balance_sheet_leverage, dilution_capital_allocation, moat, catalysts, counterevidence, invalidation.
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/RSI/ADX Crossover Long (BAC@1d) (4 conditions)
- Entry: EMA/RSI/ADX Crossover Long (JPM@1d) (4 conditions)
- Entry: EMA/RSI/ADX Crossover Long (WFC@1d) (4 conditions)
- Entry: EMA/RSI/ADX Crossover Long (XLF@1d) (4 conditions)
- Entry: EMA/RSI/ADX Crossover Long (BAC@1d) (4 conditions)
- Entry: EMA/RSI/ADX Crossover Long (JPM@1d) (4 conditions)
- Entry: EMA/RSI/ADX Crossover Long (WFC@1d) (4 conditions)
- Entry: EMA/RSI/ADX Crossover Long (XLF@1d) (4 conditions)
- Entry: Long Entry Signal (BAC@1d) (2 conditions)
- Entry: Long Entry Signal (JPM@1d) (2 conditions)
- Entry: Long Entry Signal (WFC@1d) (2 conditions)
- Entry: Long Entry Signal (XLF@1d) (2 conditions)
- Exit: Position Exit Rule (BAC@1d) (2 conditions)
- Exit: Position Exit Rule (JPM@1d) (2 conditions)
- Exit: Position Exit Rule (WFC@1d) (2 conditions)
- Exit: Position Exit Rule (XLF@1d) (2 conditions)
- Exit: TP: Fib Extension 127.2% (BAC@1d) (1 condition)
- Exit: TP: Fib Extension 127.2% (JPM@1d) (1 condition)
- Exit: TP: Fib Extension 127.2% (WFC@1d) (1 condition)
- Exit: TP: Fib Extension 127.2% (XLF@1d) (1 condition)
- Exit: SL: Fib Retracement 78.6% (BAC@1d) (1 condition)
- Exit: SL: Fib Retracement 78.6% (JPM@1d) (1 condition)
- Exit: SL: Fib Retracement 78.6% (WFC@1d) (1 condition)
- Exit: SL: Fib Retracement 78.6% (XLF@1d) (1 condition)
- Exit: Stop Loss at 2.4% (1 condition)
- Exit: Take Profit at 4.8% (1 condition)
Shared strategy rules
Rule configuration
{
"data_dependencies": [
{
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
{
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
{
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
{
"symbol": "STOCK:XLF",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_bac",
"name": "EMA/RSI/ADX Crossover Long (BAC@1d)",
"priority": 1,
"trade_symbol": "STOCK:BAC"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_jpm",
"name": "EMA/RSI/ADX Crossover Long (JPM@1d)",
"priority": 2,
"trade_symbol": "STOCK:JPM"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_wfc",
"name": "EMA/RSI/ADX Crossover Long (WFC@1d)",
"priority": 3,
"trade_symbol": "STOCK:WFC"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_xlf",
"name": "EMA/RSI/ADX Crossover Long (XLF@1d)",
"priority": 4,
"trade_symbol": "STOCK:XLF"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_2_bac",
"name": "EMA/RSI/ADX Crossover Long (BAC@1d)",
"priority": 2,
"trade_symbol": "STOCK:BAC"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_2_jpm",
"name": "EMA/RSI/ADX Crossover Long (JPM@1d)",
"priority": 3,
"trade_symbol": "STOCK:JPM"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_2_wfc",
"name": "EMA/RSI/ADX Crossover Long (WFC@1d)",
"priority": 4,
"trade_symbol": "STOCK:WFC"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_2_xlf",
"name": "EMA/RSI/ADX Crossover Long (XLF@1d)",
"priority": 5,
"trade_symbol": "STOCK:XLF"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"field": "low",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"ratio": 382,
"type": "fibonacci_retracement"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"ratio": 382,
"type": "fibonacci_retracement"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_3_bac",
"name": "Long Entry Signal (BAC@1d)",
"priority": 2,
"trade_symbol": "STOCK:BAC"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"field": "low",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"ratio": 382,
"type": "fibonacci_retracement"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"ratio": 382,
"type": "fibonacci_retracement"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_3_jpm",
"name": "Long Entry Signal (JPM@1d)",
"priority": 3,
"trade_symbol": "STOCK:JPM"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"field": "low",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"ratio": 382,
"type": "fibonacci_retracement"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"ratio": 382,
"type": "fibonacci_retracement"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_3_wfc",
"name": "Long Entry Signal (WFC@1d)",
"priority": 4,
"trade_symbol": "STOCK:WFC"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"field": "low",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"ratio": 382,
"type": "fibonacci_retracement"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"ratio": 382,
"type": "fibonacci_retracement"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_3_xlf",
"name": "Long Entry Signal (XLF@1d)",
"priority": 5,
"trade_symbol": "STOCK:XLF"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 63
}
}
],
"enabled": true,
"id": "exit_1_bac",
"name": "Position Exit Rule (BAC@1d)",
"priority": 1,
"purpose": "signal",
"target_symbol": "STOCK:BAC"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 63
}
}
],
"enabled": true,
"id": "exit_1_jpm",
"name": "Position Exit Rule (JPM@1d)",
"priority": 2,
"purpose": "signal",
"target_symbol": "STOCK:JPM"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 63
}
}
],
"enabled": true,
"id": "exit_1_wfc",
"name": "Position Exit Rule (WFC@1d)",
"priority": 3,
"purpose": "signal",
"target_symbol": "STOCK:WFC"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 63
}
}
],
"enabled": true,
"id": "exit_1_xlf",
"name": "Position Exit Rule (XLF@1d)",
"priority": 4,
"purpose": "signal",
"target_symbol": "STOCK:XLF"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_2_bac",
"name": "TP: Fib Extension 127.2% (BAC@1d)",
"priority": 95,
"purpose": "take_profit",
"target_symbol": "STOCK:BAC"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_2_jpm",
"name": "TP: Fib Extension 127.2% (JPM@1d)",
"priority": 96,
"purpose": "take_profit",
"target_symbol": "STOCK:JPM"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_2_wfc",
"name": "TP: Fib Extension 127.2% (WFC@1d)",
"priority": 97,
"purpose": "take_profit",
"target_symbol": "STOCK:WFC"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_2_xlf",
"name": "TP: Fib Extension 127.2% (XLF@1d)",
"priority": 98,
"purpose": "take_profit",
"target_symbol": "STOCK:XLF"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"ratio": 786,
"type": "fibonacci_retracement"
}
}
],
"enabled": true,
"id": "exit_3_bac",
"name": "SL: Fib Retracement 78.6% (BAC@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "STOCK:BAC"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"ratio": 786,
"type": "fibonacci_retracement"
}
}
],
"enabled": true,
"id": "exit_3_jpm",
"name": "SL: Fib Retracement 78.6% (JPM@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "STOCK:JPM"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"ratio": 786,
"type": "fibonacci_retracement"
}
}
],
"enabled": true,
"id": "exit_3_wfc",
"name": "SL: Fib Retracement 78.6% (WFC@1d)",
"priority": 102,
"purpose": "stop_loss",
"target_symbol": "STOCK:WFC"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"ratio": 786,
"type": "fibonacci_retracement"
}
}
],
"enabled": true,
"id": "exit_3_xlf",
"name": "SL: Fib Retracement 78.6% (XLF@1d)",
"priority": 103,
"purpose": "stop_loss",
"target_symbol": "STOCK:XLF"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.3944444444444444
}
}
],
"enabled": true,
"id": "exit_4",
"name": "Stop Loss at 2.4%",
"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": 4.788888888888889
}
}
],
"enabled": true,
"id": "exit_5",
"name": "Take Profit at 4.8%",
"priority": 100,
"purpose": "take_profit"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"fib_stop_ratio": 786,
"risk_percent": 2.3944444444444444,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Indicator configuration
{
"indicators": [
{
"name": "ema",
"period": 200
},
{
"name": "ema",
"period": 50
},
{
"name": "rsi",
"period": 14
},
{
"name": "adx",
"period": 14
},
{
"name": "ema",
"period": 200
},
{
"name": "ema",
"period": 50
},
{
"name": "rsi",
"period": 14
},
{
"name": "adx",
"period": 14
},
{
"name": "ema",
"period": 200
},
{
"name": "ema",
"period": 50
},
{
"name": "rsi",
"period": 14
},
{
"name": "adx",
"period": 14
},
{
"name": "ema",
"period": 200
},
{
"name": "ema",
"period": 50
},
{
"name": "rsi",
"period": 14
},
{
"name": "adx",
"period": 14
}
]
}Parsed strategy
{
"data_dependencies": [
{
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
{
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
{
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
{
"symbol": "STOCK:XLF",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_bac",
"name": "EMA/RSI/ADX Crossover Long (BAC@1d)",
"priority": 1,
"trade_symbol": "STOCK:BAC"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_jpm",
"name": "EMA/RSI/ADX Crossover Long (JPM@1d)",
"priority": 2,
"trade_symbol": "STOCK:JPM"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_wfc",
"name": "EMA/RSI/ADX Crossover Long (WFC@1d)",
"priority": 3,
"trade_symbol": "STOCK:WFC"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_xlf",
"name": "EMA/RSI/ADX Crossover Long (XLF@1d)",
"priority": 4,
"trade_symbol": "STOCK:XLF"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:BAC",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_2_bac",
"name": "EMA/RSI/ADX Crossover Long (BAC@1d)",
"priority": 2,
"trade_symbol": "STOCK:BAC"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:JPM",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_2_jpm",
"name": "EMA/RSI/ADX Crossover Long (JPM@1d)",
"priority": 3,
"trade_symbol": "STOCK:JPM"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:WFC",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_2_wfc",
"name": "EMA/RSI/ADX Crossover Long (WFC@1d)",
"priority": 4,
"trade_symbol": "STOCK:WFC"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 200
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLF",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "crossed_above",
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"version": 1
}Strategy instructions
Trading agent generated from recommendation idea 'Rising rate expectations are usually framed as bad news for stocks, but banks are the rare group that benefits: higher rates widen the profit they make on lending. With UBS now calling for two hikes and markets pricing a hike as soon as this month, the ea'. Thesis: Rising rate expectations are usually framed as bad news for stocks, but banks are the rare group that benefits: higher rates widen the profit they make on lending. With UBS now calling for two hikes and markets pricing a hike as soon as this month, the earnings outlook for money-center banks improves with every hawkish headline. If bank stocks hold above their trend while yields climb, that shows the market is rewarding them rather than punishing the sector.
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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