Public trading strategy
Big banks clear stress tests while S&P 500 teeters on tech weakness — long JPMor
Created
Thesis
The S&P 500 is teetering on the edge of a breakdown entirely because of tech stock weakness, but underneath the surface, the market is rotating. While AI-capex heavyweights like TSMC and Microsoft face volatility, the Fed just gave the big banks a clean bill of health, prompting JPMorgan and Goldman Sachs to announce massive buybacks and dividend hikes. Simultaneously, reports show small caps are having their best start to the year in decades. This combination signals a classic 'flight to value' rotation where investors dump speculative tech for cash-rich, dividend-paying banks. Buying JPM and GS here captures the momentum of money flowing from high-risk tech into safe, returning capital.
Strategy approach
Build a rule-based long strategy that enters long JPM and GS on D1 when QQQ drops >1.5% on a 3-day rolling window while IWM (Russell 2000) closes up >0.5%. Exit if JPM or GS drops below their 50-day moving average, with a 45-day max hold.
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: ROC Signal Long (JPM@1d) (2 conditions)
- Entry: ROC Signal Long (GS@1d) (2 conditions)
- Exit: Long Exit Rule (JPM@1d) (1 condition)
- Exit: Long Exit Rule (GS@1d) (1 condition)
- Exit: Stop Loss at 5.0% (1 condition)
- Exit: Stop Loss at 5.0% (1 condition)
- Exit: Take Profit at 10.0% (1 condition)
- Exit: Take Profit at 10.0% (1 condition)
- Exit: Long Exit Rule (1 condition)
- Exit: Long Exit Rule (1 condition)
Shared strategy rules
Rule configuration
{
"data_dependencies": [
{
"symbol": "JPM",
"timeframe": "1d"
},
{
"symbol": "GS",
"timeframe": "1d"
},
{
"symbol": "QQQ",
"timeframe": "1d"
},
{
"symbol": "IWM",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "QQQ",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 3
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": -1.5
}
},
{
"left": {
"chart_ref": {
"symbol": "IWM",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 1
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0.5
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_jpm",
"name": "ROC Signal Long (JPM@1d)",
"priority": 1,
"trade_symbol": "JPM"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "QQQ",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 3
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": -1.5
}
},
{
"left": {
"chart_ref": {
"symbol": "IWM",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 1
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0.5
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_gs",
"name": "ROC Signal Long (GS@1d)",
"priority": 2,
"trade_symbol": "GS"
}
],
"exit_rules": [
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "JPM",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
}
}
],
"enabled": true,
"id": "exit_jpm_ma",
"name": "Long Exit Rule (JPM@1d)",
"priority": 1,
"target_symbol": "JPM"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "GS",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
}
}
],
"enabled": true,
"id": "exit_gs_ma",
"name": "Long Exit Rule (GS@1d)",
"priority": 2,
"target_symbol": "GS"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -5
}
}
],
"enabled": true,
"id": "exit_jpm_stop",
"name": "Stop Loss at 5.0%",
"priority": 3,
"purpose": "stop_loss",
"target_symbol": "JPM"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -5
}
}
],
"enabled": true,
"id": "exit_gs_stop",
"name": "Stop Loss at 5.0%",
"priority": 4,
"purpose": "stop_loss",
"target_symbol": "GS"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 10
}
}
],
"enabled": true,
"id": "exit_jpm_tp",
"name": "Take Profit at 10.0%",
"priority": 5,
"purpose": "take_profit",
"target_symbol": "JPM"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 10
}
}
],
"enabled": true,
"id": "exit_gs_tp",
"name": "Take Profit at 10.0%",
"priority": 6,
"purpose": "take_profit",
"target_symbol": "GS"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 45
}
}
],
"enabled": true,
"id": "exit_jpm_time",
"name": "Long Exit Rule",
"priority": 7,
"target_symbol": "JPM"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 45
}
}
],
"enabled": true,
"id": "exit_gs_time",
"name": "Long Exit Rule",
"priority": 8,
"target_symbol": "GS"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"risk_percent": 2,
"support_stop_rank": 2,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Indicator configuration
{
"indicators": [
{
"name": "roc",
"period": 3
},
{
"name": "roc",
"period": 1
},
{
"name": "sma",
"period": 50
},
{
"name": "sma",
"period": 50
}
]
}Parsed strategy
{
"data_dependencies": [
{
"symbol": "JPM",
"timeframe": "1d"
},
{
"symbol": "GS",
"timeframe": "1d"
},
{
"symbol": "QQQ",
"timeframe": "1d"
},
{
"symbol": "IWM",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "QQQ",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 3
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": -1.5
}
},
{
"left": {
"chart_ref": {
"symbol": "IWM",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 1
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0.5
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_jpm",
"name": "ROC Signal Long (JPM@1d)",
"priority": 1,
"trade_symbol": "JPM"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "QQQ",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 3
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": -1.5
}
},
{
"left": {
"chart_ref": {
"symbol": "IWM",
"timeframe": "1d"
},
"indicator": {
"name": "roc",
"period": 1
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0.5
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_gs",
"name": "ROC Signal Long (GS@1d)",
"priority": 2,
"trade_symbol": "GS"
}
],
"exit_rules": [
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "JPM",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
}
}
],
"enabled": true,
"id": "exit_jpm_ma",
"name": "Long Exit Rule (JPM@1d)",
"priority": 1,
"target_symbol": "JPM"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "GS",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
}
}
],
"enabled": true,
"id": "exit_gs_ma",
"name": "Long Exit Rule (GS@1d)",
"priority": 2,
"target_symbol": "GS"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -5
}
}
],
"enabled": true,
"id": "exit_jpm_stop",
"name": "Stop Loss at 5.0%",
"priority": 3,
"purpose": "stop_loss",
"target_symbol": "JPM"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -5
}
}
],
"enabled": true,
"id": "exit_gs_stop",
"name": "Stop Loss at 5.0%",
"priority": 4,
"purpose": "stop_loss",
"target_symbol": "GS"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 10
}
}
],
"enabled": true,
"id": "exit_jpm_tp",
"name": "Take Profit at 10.0%",
"priority": 5,
"purpose": "take_profit",
"target_symbol": "JPM"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 10
}
}
],
"enabled": true,
"id": "exit_gs_tp",
"name": "Take Profit at 10.0%",
"priority": 6,
"purpose": "take_profit",
"target_symbol": "GS"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 45
}
}
],
"enabled": true,
"id": "exit_jpm_time",
"name": "Long Exit Rule",
"priority": 7,
"target_symbol": "JPM"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 45
}
}
],
"enabled": true,
"id": "exit_gs_time",
"name": "Long Exit Rule",
"priority": 8,
"target_symbol": "GS"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"risk_percent": 2,
"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 clear stress tests while S&P 500 teeters on tech weakness — long JPMorgan and Goldman Sachs'. Thesis: The S&P 500 is teetering on the edge of a breakdown entirely because of tech stock weakness, but underneath the surface, the market is rotating. While AI-capex heavyweights like TSMC and Microsoft face volatility, the Fed just gave the big banks a clean bill of health, prompting JPMorgan and Goldman Sachs to announce massive buybacks and dividend hikes. Simultaneously, reports show small caps are having their best start to the year in decades. This combination signals a classic 'flight to value' rotation where investors dump speculative tech for cash-rich, dividend-paying banks. Buying JPM and GS here captures the momentum of money flowing from high-risk tech into safe, returning capital.
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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