Public trading strategy
TLT Momentum Reversal (Exhaustion Bounce) Strategy
Created
Thesis
Everyone is running from long-term bonds after the 10-year yield crossed 5% for the first time since 2007, and volatility is spiking — these are the kinds of conditions where selling gets exhausted. The government stepping in with a multi-billion-dollar buyback program of long-dated debt is a direct, real-money bid for exactly the bonds that have been crushed, a signal that officials want borrowing costs lower. When positioning is extremely one-sided and a new buyer with deep pockets shows up, even a modest pause in the selloff can produce a sharp bounce in a long-bond fund like TLT. This is a short-horizon bounce trade, not a bet that the rate-hike story is over.
Strategy approach
Everyone is running from long-term bonds after the 10-year yield crossed 5% for the first time since 2007, and volatility is spiking — these are the kinds of conditions where selling gets exhausted. The government stepping in with a multi-billion-dollar buyback program of long-dated debt is a direct, real-money bid for exactly the bonds that have been crushed, a signal that officials want borrowing costs lower. When positioning is extremely one-sided and a new buyer with deep pockets shows up, even a modest pause in the selloff can produce a sharp bounce in a long-bond fund like TLT. This is a short-horizon bounce trade, not a bet that the rate-hike story is over. Decision analysis profile: value. Required dimensions: valuation_method, valuation_sensitivity, business_economics,…
Markets and timeframes
Latest published rule evaluation
Evaluated . This is a dated rule snapshot, not a live price or trade execution confirmation.
IEF · 1d
1 of 4 published entry conditions marked met.
- Stochastic (14) crossed below 75 — far
- RSI (14) crossed below 70 — far
- Price below EMA (9) — met
- ADX (14) below 25 — far
- Price crossed above EMA (9) — near
TLT · 1d
1 of 4 published entry conditions marked met.
- Stochastic (14) crossed below 75 — far
- RSI (14) crossed below 70 — far
- Price below EMA (9) — met
- ADX (14) below 25 — far
- Price crossed above EMA (9) — 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: Overbought Fade Confirmation Short (TLT@1d) (4 conditions)
- Entry: Overbought Fade Confirmation Short (IEF@1d) (4 conditions)
- Exit: TP: Near Support[1] (TLT@1d) (1 condition)
- Exit: TP: Near Support[1] (IEF@1d) (1 condition)
- Exit: SL: Break Above Resistance[2] (TLT@1d) (1 condition)
- Exit: SL: Break Above Resistance[2] (IEF@1d) (1 condition)
- Exit: Stop Loss at 2.9% (1 condition)
- Exit: Take Profit at 5.7% (1 condition)
- Exit: Time Stop at 30 Bars (TLT@1d) (1 condition)
- Exit: Time Stop at 30 Bars (IEF@1d) (1 condition)
- Exit: Momentum Reclaim Exit: Close Above 9 EMA (TLT@1d) (2 conditions)
- Exit: Momentum Reclaim Exit: Close Above 9 EMA (IEF@1d) (2 conditions)
Shared strategy rules
Rule configuration
{
"data_dependencies": [
{
"symbol": "STOCK:TLT",
"timeframe": "1d"
},
{
"symbol": "STOCK:IEF",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:TLT",
"timeframe": "1d"
},
"indicator": {
"d_period": 3,
"k_period": 14,
"name": "stochastic",
"slowing": 3
},
"type": "indicator"
},
"operator": "crossed_below",
"right": {
"type": "constant",
"value": 75
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:TLT",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "crossed_below",
"right": {
"type": "constant",
"value": 70
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:TLT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:TLT",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 9
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:TLT",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 25
}
}
],
"direction": "short",
"enabled": true,
"id": "entry_1_tlt",
"name": "Overbought Fade Confirmation Short (TLT@1d)",
"priority": 1,
"trade_symbol": "STOCK:TLT"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"indicator": {
"d_period": 3,
"k_period": 14,
"name": "stochastic",
"slowing": 3
},
"type": "indicator"
},
"operator": "crossed_below",
"right": {
"type": "constant",
"value": 75
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "crossed_below",
"right": {
"type": "constant",
"value": 70
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 9
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 25
}
}
],
"direction": "short",
"enabled": true,
"id": "entry_1_ief",
"name": "Overbought Fade Confirmation Short (IEF@1d)",
"priority": 2,
"trade_symbol": "STOCK:IEF"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:TLT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_1_tlt",
"name": "TP: Near Support[1] (TLT@1d)",
"priority": 97,
"purpose": "take_profit",
"target_symbol": "STOCK:TLT"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_1_ief",
"name": "TP: Near Support[1] (IEF@1d)",
"priority": 98,
"purpose": "take_profit",
"target_symbol": "STOCK:IEF"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:TLT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_2_tlt",
"name": "SL: Break Above Resistance[2] (TLT@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "STOCK:TLT"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_2_ief",
"name": "SL: Break Above Resistance[2] (IEF@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "STOCK:IEF"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.85
}
}
],
"enabled": true,
"id": "exit_3",
"name": "Stop Loss at 2.9%",
"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": 5.7
}
}
],
"enabled": true,
"id": "exit_4",
"name": "Take Profit at 5.7%",
"priority": 100,
"purpose": "take_profit"
},
{
"applies_to": "short",
"conditions": [
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 30
}
}
],
"enabled": true,
"id": "exit_5_tlt",
"name": "Time Stop at 30 Bars (TLT@1d)",
"priority": 1,
"target_symbol": "STOCK:TLT"
},
{
"applies_to": "short",
"conditions": [
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 30
}
}
],
"enabled": true,
"id": "exit_5_ief",
"name": "Time Stop at 30 Bars (IEF@1d)",
"priority": 2,
"target_symbol": "STOCK:IEF"
},
{
"applies_to": "short",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:TLT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:TLT",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 9
},
"type": "indicator"
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 5
}
}
],
"enabled": true,
"id": "exit_6_tlt",
"name": "Momentum Reclaim Exit: Close Above 9 EMA (TLT@1d)",
"priority": 10,
"target_symbol": "STOCK:TLT"
},
{
"applies_to": "short",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 9
},
"type": "indicator"
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 5
}
}
],
"enabled": true,
"id": "exit_6_ief",
"name": "Momentum Reclaim Exit: Close Above 9 EMA (IEF@1d)",
"priority": 11,
"target_symbol": "STOCK:IEF"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"resistance_stop_rank": 2,
"risk_percent": 2.85,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 2
}Indicator configuration
{
"indicators": [
{
"d_period": 3,
"k_period": 14,
"name": "stochastic",
"slowing": 3
},
{
"d_period": 3,
"k_period": 3,
"name": "stochastic",
"slowing": 3
},
{
"name": "rsi",
"period": 14
},
{
"name": "ema",
"period": 9
},
{
"name": "adx",
"period": 14
},
{
"d_period": 3,
"k_period": 14,
"name": "stochastic",
"slowing": 3
},
{
"d_period": 3,
"k_period": 3,
"name": "stochastic",
"slowing": 3
},
{
"name": "rsi",
"period": 14
},
{
"name": "ema",
"period": 9
},
{
"name": "adx",
"period": 14
}
]
}Parsed strategy
{
"data_dependencies": [
{
"symbol": "STOCK:TLT",
"timeframe": "1d"
},
{
"symbol": "STOCK:IEF",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:TLT",
"timeframe": "1d"
},
"indicator": {
"d_period": 3,
"k_period": 14,
"name": "stochastic",
"slowing": 3
},
"type": "indicator"
},
"operator": "crossed_below",
"right": {
"type": "constant",
"value": 75
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:TLT",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "crossed_below",
"right": {
"type": "constant",
"value": 70
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:TLT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:TLT",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 9
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:TLT",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 25
}
}
],
"direction": "short",
"enabled": true,
"id": "entry_1_tlt",
"name": "Overbought Fade Confirmation Short (TLT@1d)",
"priority": 1,
"trade_symbol": "STOCK:TLT"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"indicator": {
"d_period": 3,
"k_period": 14,
"name": "stochastic",
"slowing": 3
},
"type": "indicator"
},
"operator": "crossed_below",
"right": {
"type": "constant",
"value": 75
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "crossed_below",
"right": {
"type": "constant",
"value": 70
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 9
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 25
}
}
],
"direction": "short",
"enabled": true,
"id": "entry_1_ief",
"name": "Overbought Fade Confirmation Short (IEF@1d)",
"priority": 2,
"trade_symbol": "STOCK:IEF"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:TLT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_1_tlt",
"name": "TP: Near Support[1] (TLT@1d)",
"priority": 97,
"purpose": "take_profit",
"target_symbol": "STOCK:TLT"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_1_ief",
"name": "TP: Near Support[1] (IEF@1d)",
"priority": 98,
"purpose": "take_profit",
"target_symbol": "STOCK:IEF"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:TLT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_2_tlt",
"name": "SL: Break Above Resistance[2] (TLT@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "STOCK:TLT"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "resistance_level"
}
}
],
"enabled": true,
"id": "exit_2_ief",
"name": "SL: Break Above Resistance[2] (IEF@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "STOCK:IEF"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.85
}
}
],
"enabled": true,
"id": "exit_3",
"name": "Stop Loss at 2.9%",
"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": 5.7
}
}
],
"enabled": true,
"id": "exit_4",
"name": "Take Profit at 5.7%",
"priority": 100,
"purpose": "take_profit"
},
{
"applies_to": "short",
"conditions": [
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 30
}
}
],
"enabled": true,
"id": "exit_5_tlt",
"name": "Time Stop at 30 Bars (TLT@1d)",
"priority": 1,
"target_symbol": "STOCK:TLT"
},
{
"applies_to": "short",
"conditions": [
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 30
}
}
],
"enabled": true,
"id": "exit_5_ief",
"name": "Time Stop at 30 Bars (IEF@1d)",
"priority": 2,
"target_symbol": "STOCK:IEF"
},
{
"applies_to": "short",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:TLT",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:TLT",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 9
},
"type": "indicator"
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 5
}
}
],
"enabled": true,
"id": "exit_6_tlt",
"name": "Momentum Reclaim Exit: Close Above 9 EMA (TLT@1d)",
"priority": 10,
"target_symbol": "STOCK:TLT"
},
{
"applies_to": "short",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:IEF",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 9
},
"type": "indicator"
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 5
}
}
],
"enabled": true,
"id": "exit_6_ief",
"name": "Momentum Reclaim Exit: Close Above 9 EMA (IEF@1d)",
"priority": 11,
"target_symbol": "STOCK:IEF"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"resistance_stop_rank": 2,
"risk_percent": 2.85,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 2
}Strategy instructions
Trading agent generated from recommendation idea 'Everyone is running from long-term bonds after the 10-year yield crossed 5% for the first time since 2007, and volatility is spiking — these are the kinds of conditions where selling gets exhausted. The government stepping in with a multi-billion-dollar b'. Thesis: Everyone is running from long-term bonds after the 10-year yield crossed 5% for the first time since 2007, and volatility is spiking — these are the kinds of conditions where selling gets exhausted. The government stepping in with a multi-billion-dollar buyback program of long-dated debt is a direct, real-money bid for exactly the bonds that have been crushed, a signal that officials want borrowing costs lower. When positioning is extremely one-sided and a new buyer with deep pockets shows up, even a modest pause in the selloff can produce a sharp bounce in a long-bond fund like TLT. This is a short-horizon bounce trade, not a bet that the rate-hike story is over.
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- No trade count, win rate, or P&L figure is published in this preview. It cannot establish a performance record.
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