Public trading strategy
XLP Defensive Rotation Pair Strategy
Created
Thesis
A 5% 10-year yield is a regime change for stocks — companies living on cheap money and distant AI promises get hit hardest, and that is exactly the selloff underway. History shows that when bond yields spike like this, money rotates into staples and dividend payers whose cash flows don't depend on future growth. Pairing a long staples position against the tech-heavy Nasdaq captures the rotation rather than betting on the market's direction. With the Fed expected to hike this week, upward pressure on yields likely persists, giving the trade a catalyst.
Strategy approach
A 5% 10-year yield is a regime change for stocks — companies living on cheap money and distant AI promises get hit hardest, and that is exactly the selloff underway. History shows that when bond yields spike like this, money rotates into staples and dividend payers whose cash flows don't depend on future growth. Pairing a long staples position against the tech-heavy Nasdaq captures the rotation rather than betting on the market's direction. With the Fed expected to hike this week, upward pressure on yields likely persists, giving the trade a catalyst. Decision analysis profile: near_term. Required dimensions: as_of_session, catalyst_timing, expectations_priced_in, price_volume, liquidity_spread_volatility, dilution_capital_allocation, downside, actionability.
Markets and timeframes
Latest published rule evaluation
Evaluated . This is a dated rule snapshot, not a live price or trade execution confirmation.
QQQ · 1d
0 of 5 published entry conditions marked met.
- Price above SMA (50) — near
- Donchian (20) crossed above Donchian (20) — near
- ATR (14) above 0.5 — unknown
- Price above SMA (50) — near
- Donchian (20) crossed above Donchian (20) — near
- Price below SMA (50) — met
XLP · 1d
0 of 5 published entry conditions marked met.
- Price above SMA (50) — near
- Donchian (20) crossed above Donchian (20) — near
- ATR (14) above 0.5 — unknown
- Price above SMA (50) — near
- Donchian (20) crossed above Donchian (20) — near
- Price below SMA (50) — met
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: SMA/DONCHIAN/ATR Crossover Long (XLP@1d) (4 conditions)
- Entry: SMA/DONCHIAN Crossover Short (QQQ@1d) (2 conditions)
- Exit: Position Exit Rule (XLP@1d) (2 conditions)
- Exit: TP: Fib Extension 127.2% (XLP@1d) (1 condition)
- Exit: SL: Below Support[2] (XLP@1d) (1 condition)
- Exit: SL: Below Support[1] (XLP@1d) (1 condition)
- Exit: SL: Below Support[1] (XLP@1d) (1 condition)
- Exit: SL: Below Support[1] (QQQ@1d) (1 condition)
- Exit: SL: Below Support[1] (QQQ@1d) (1 condition)
- Exit: Stop Loss at 2.5% (1 condition)
- Exit: Take Profit at 5.0% (1 condition)
Shared strategy rules
Rule configuration
{
"data_dependencies": [
{
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
{
"symbol": "STOCK:QQQ",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"indicator": {
"name": "donchian",
"period": 20
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"field": "upper",
"indicator": {
"name": "donchian",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"rank": 1,
"type": "resistance_level"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"indicator": {
"name": "atr",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0.5
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1",
"name": "SMA/DONCHIAN/ATR Crossover Long (XLP@1d)",
"priority": 1,
"trade_symbol": "STOCK:XLP"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"indicator": {
"name": "donchian",
"period": 20
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"field": "upper",
"indicator": {
"name": "donchian",
"period": 20
},
"type": "indicator"
}
}
],
"direction": "short",
"enabled": true,
"id": "entry_2",
"name": "SMA/DONCHIAN Crossover Short (QQQ@1d)",
"priority": 2,
"trade_symbol": "STOCK:QQQ"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 120
}
}
],
"enabled": true,
"id": "exit_1",
"name": "Position Exit Rule (XLP@1d)",
"priority": 1,
"purpose": "signal",
"target_symbol": "STOCK:XLP"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_2",
"name": "TP: Fib Extension 127.2% (XLP@1d)",
"priority": 96,
"purpose": "take_profit",
"target_symbol": "STOCK:XLP"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3",
"name": "SL: Below Support[2] (XLP@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "STOCK:XLP"
},
{
"applies_to": "short",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_4_xlp",
"name": "SL: Below Support[1] (XLP@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "STOCK:XLP"
},
{
"applies_to": "short",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_4_qqq",
"name": "SL: Below Support[1] (XLP@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "STOCK:QQQ"
},
{
"applies_to": "short",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:QQQ",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_5_xlp",
"name": "SL: Below Support[1] (QQQ@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "STOCK:XLP"
},
{
"applies_to": "short",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:QQQ",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_5_qqq",
"name": "SL: Below Support[1] (QQQ@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "STOCK:QQQ"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.492
}
}
],
"enabled": true,
"id": "exit_6",
"name": "Stop Loss at 2.5%",
"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": 4.984
}
}
],
"enabled": true,
"id": "exit_7",
"name": "Take Profit at 5.0%",
"priority": 100,
"purpose": "take_profit"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"risk_percent": 2.492,
"support_stop_rank": 2,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Indicator configuration
{
"indicators": [
{
"name": "sma",
"period": 50
},
{
"name": "donchian",
"period": 20
},
{
"name": "atr",
"period": 14
}
]
}Parsed strategy
{
"data_dependencies": [
{
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
{
"symbol": "STOCK:QQQ",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"indicator": {
"name": "donchian",
"period": 20
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"field": "upper",
"indicator": {
"name": "donchian",
"period": 20
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"rank": 1,
"type": "resistance_level"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"indicator": {
"name": "atr",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 0.5
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1",
"name": "SMA/DONCHIAN/ATR Crossover Long (XLP@1d)",
"priority": 1,
"trade_symbol": "STOCK:XLP"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"indicator": {
"name": "donchian",
"period": 20
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"field": "upper",
"indicator": {
"name": "donchian",
"period": 20
},
"type": "indicator"
}
}
],
"direction": "short",
"enabled": true,
"id": "entry_2",
"name": "SMA/DONCHIAN Crossover Short (QQQ@1d)",
"priority": 2,
"trade_symbol": "STOCK:QQQ"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 50
},
"type": "indicator"
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 120
}
}
],
"enabled": true,
"id": "exit_1",
"name": "Position Exit Rule (XLP@1d)",
"priority": 1,
"purpose": "signal",
"target_symbol": "STOCK:XLP"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_2",
"name": "TP: Fib Extension 127.2% (XLP@1d)",
"priority": 96,
"purpose": "take_profit",
"target_symbol": "STOCK:XLP"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3",
"name": "SL: Below Support[2] (XLP@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "STOCK:XLP"
},
{
"applies_to": "short",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_4_xlp",
"name": "SL: Below Support[1] (XLP@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "STOCK:XLP"
},
{
"applies_to": "short",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:XLP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_4_qqq",
"name": "SL: Below Support[1] (XLP@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "STOCK:QQQ"
},
{
"applies_to": "short",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:QQQ",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_5_xlp",
"name": "SL: Below Support[1] (QQQ@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "STOCK:XLP"
},
{
"applies_to": "short",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:QQQ",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "crossed_below",
"right": {
"rank": 1,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_5_qqq",
"name": "SL: Below Support[1] (QQQ@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "STOCK:QQQ"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.492
}
}
],
"enabled": true,
"id": "exit_6",
"name": "Stop Loss at 2.5%",
"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": 4.984
}
}
],
"enabled": true,
"id": "exit_7",
"name": "Take Profit at 5.0%",
"priority": 100,
"purpose": "take_profit"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"risk_percent": 2.492,
"support_stop_rank": 2,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Strategy instructions
Trading agent generated from recommendation idea 'A 5% 10-year yield is a regime change for stocks — companies living on cheap money and distant AI promises get hit hardest, and that is exactly the selloff underway. History shows that when bond yields spike like this, money rotates into staples and divid'. Thesis: A 5% 10-year yield is a regime change for stocks — companies living on cheap money and distant AI promises get hit hardest, and that is exactly the selloff underway. History shows that when bond yields spike like this, money rotates into staples and dividend payers whose cash flows don't depend on future growth. Pairing a long staples position against the tech-heavy Nasdaq captures the rotation rather than betting on the market's direction. With the Fed expected to hike this week, upward pressure on yields likely persists, giving the trade a catalyst.
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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