Public trading strategy
Crypto market in 'extreme fear' while mega-banks return billions — long JPMorgan
Created
Thesis
Bitcoin is crashing to 21-month lows, signaling 'extreme fear' as speculative assets get punished by high inflation and a rough macro environment. However, the real economy is proving much more resilient — all 32 large banks just passed the Federal Reserve's strict stress test, allowing giants like JPMorgan and Goldman Sachs to launch massive $50 billion buybacks. With a Fed official simultaneously noting a 'glimmer of hope' on inflation, money is likely to rotate out of crashing crypto and into the relative safety and yield of major bank stocks.
Strategy approach
Build a rule-based strategy that enters long JPM on D1 when BTC drops below its 120-day low and JPM closes >2% above its 20-day moving average. Exit after a 30-day max hold or an 8% trailing stop.
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: DONCHIAN/ADX/SMA Signal Long (JPM@1d) (6 conditions)
- Entry: DONCHIAN/ADX/SMA Signal Long (GS@1d) (6 conditions)
- Entry: DONCHIAN/ADX/SMA Signal Long (XLF@1d) (6 conditions)
- Entry: DONCHIAN/ADX/SMA Signal Long (BTC@1d) (6 conditions)
- Exit: Overbought RSI Exit (JPM@1d) (2 conditions)
- Exit: Overbought RSI Exit (GS@1d) (2 conditions)
- Exit: Overbought RSI Exit (XLF@1d) (2 conditions)
- Exit: Overbought RSI Exit (BTC@1d) (2 conditions)
- Exit: TP: Fib Extension 127.2% (JPM@1d) (1 condition)
- Exit: TP: Fib Extension 127.2% (GS@1d) (1 condition)
- Exit: TP: Fib Extension 127.2% (XLF@1d) (1 condition)
- Exit: TP: Fib Extension 127.2% (BTC@1d) (1 condition)
- Exit: SL: Below Support[2] (JPM@1d) (1 condition)
- Exit: SL: Below Support[2] (GS@1d) (1 condition)
- Exit: SL: Below Support[2] (XLF@1d) (1 condition)
- Exit: SL: Below Support[2] (BTC@1d) (1 condition)
- Exit: Stop Loss at 2.6% (1 condition)
- Exit: Take Profit at 5.2% (1 condition)
- Exit: SL: Fib Retracement 78.6% (JPM@1d) (1 condition)
- Exit: SL: Fib Retracement 78.6% (GS@1d) (1 condition)
- Exit: SL: Fib Retracement 78.6% (XLF@1d) (1 condition)
- Exit: SL: Fib Retracement 78.6% (BTC@1d) (1 condition)
Shared strategy rules
Rule configuration
{
"data_dependencies": [
{
"symbol": "JPM",
"timeframe": "1d"
},
{
"symbol": "GS",
"timeframe": "1d"
},
{
"symbol": "XLF",
"timeframe": "1d"
},
{
"symbol": "BTC",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "JPM",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "donchian",
"period": 120
},
"type": "indicator"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 2
}
},
{
"left": {
"chart_ref": {
"symbol": "JPM",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"field": "low",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"rank": 1,
"type": "support_level"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"rank": 1,
"type": "support_level"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "JPM",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 20
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_jpm",
"name": "DONCHIAN/ADX/SMA Signal Long (JPM@1d)",
"priority": 1,
"trade_symbol": "JPM"
},
{
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "GS",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "donchian",
"period": 120
},
"type": "indicator"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 2
}
},
{
"left": {
"chart_ref": {
"symbol": "GS",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"field": "low",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"rank": 1,
"type": "support_level"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"rank": 1,
"type": "support_level"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "GS",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 20
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_gs",
"name": "DONCHIAN/ADX/SMA Signal Long (GS@1d)",
"priority": 2,
"trade_symbol": "GS"
},
{
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "donchian",
"period": 120
},
"type": "indicator"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 2
}
},
{
"left": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"field": "low",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"rank": 1,
"type": "support_level"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"rank": 1,
"type": "support_level"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 20
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_xlf",
"name": "DONCHIAN/ADX/SMA Signal Long (XLF@1d)",
"priority": 3,
"trade_symbol": "XLF"
},
{
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "BTC",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "donchian",
"period": 120
},
"type": "indicator"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 2
}
},
{
"left": {
"chart_ref": {
"symbol": "BTC",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"field": "low",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"rank": 1,
"type": "support_level"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"rank": 1,
"type": "support_level"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "BTC",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 20
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_btc",
"name": "DONCHIAN/ADX/SMA Signal Long (BTC@1d)",
"priority": 4,
"trade_symbol": "BTC"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "JPM",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 75
}
},
{
"left": {
"chart_ref": {
"symbol": "JPM",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 70
}
}
],
"enabled": true,
"id": "exit_1_jpm",
"name": "Overbought RSI Exit (JPM@1d)",
"priority": 1,
"purpose": "signal",
"target_symbol": "JPM"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "GS",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 75
}
},
{
"left": {
"chart_ref": {
"symbol": "GS",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 70
}
}
],
"enabled": true,
"id": "exit_1_gs",
"name": "Overbought RSI Exit (GS@1d)",
"priority": 2,
"purpose": "signal",
"target_symbol": "GS"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 75
}
},
{
"left": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 70
}
}
],
"enabled": true,
"id": "exit_1_xlf",
"name": "Overbought RSI Exit (XLF@1d)",
"priority": 3,
"purpose": "signal",
"target_symbol": "XLF"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "BTC",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 75
}
},
{
"left": {
"chart_ref": {
"symbol": "BTC",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 70
}
}
],
"enabled": true,
"id": "exit_1_btc",
"name": "Overbought RSI Exit (BTC@1d)",
"priority": 4,
"purpose": "signal",
"target_symbol": "BTC"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"chart_ref": {
"symbol": "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": "JPM"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"chart_ref": {
"symbol": "GS",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_2_gs",
"name": "TP: Fib Extension 127.2% (GS@1d)",
"priority": 97,
"purpose": "take_profit",
"target_symbol": "GS"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"chart_ref": {
"symbol": "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": "XLF"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"chart_ref": {
"symbol": "BTC",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_2_btc",
"name": "TP: Fib Extension 127.2% (BTC@1d)",
"priority": 99,
"purpose": "take_profit",
"target_symbol": "BTC"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_jpm",
"name": "SL: Below Support[2] (JPM@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "JPM"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_gs",
"name": "SL: Below Support[2] (GS@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "GS"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_xlf",
"name": "SL: Below Support[2] (XLF@1d)",
"priority": 102,
"purpose": "stop_loss",
"target_symbol": "XLF"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_btc",
"name": "SL: Below Support[2] (BTC@1d)",
"priority": 103,
"purpose": "stop_loss",
"target_symbol": "BTC"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.6006666666666667
}
}
],
"enabled": true,
"id": "exit_4",
"name": "Stop Loss at 2.6%",
"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": 5.201333333333333
}
}
],
"enabled": true,
"id": "exit_5",
"name": "Take Profit at 5.2%",
"priority": 100,
"purpose": "take_profit"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "JPM",
"timeframe": "1d"
},
"ratio": 786,
"type": "fibonacci_retracement"
}
}
],
"enabled": true,
"id": "exit_6_jpm",
"name": "SL: Fib Retracement 78.6% (JPM@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "JPM"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "GS",
"timeframe": "1d"
},
"ratio": 786,
"type": "fibonacci_retracement"
}
}
],
"enabled": true,
"id": "exit_6_gs",
"name": "SL: Fib Retracement 78.6% (GS@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "GS"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"ratio": 786,
"type": "fibonacci_retracement"
}
}
],
"enabled": true,
"id": "exit_6_xlf",
"name": "SL: Fib Retracement 78.6% (XLF@1d)",
"priority": 102,
"purpose": "stop_loss",
"target_symbol": "XLF"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "BTC",
"timeframe": "1d"
},
"ratio": 786,
"type": "fibonacci_retracement"
}
}
],
"enabled": true,
"id": "exit_6_btc",
"name": "SL: Fib Retracement 78.6% (BTC@1d)",
"priority": 103,
"purpose": "stop_loss",
"target_symbol": "BTC"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"fib_stop_ratio": 786,
"risk_percent": 2.6006666666666667,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Indicator configuration
{
"indicators": [
{
"name": "sma",
"period": 20
},
{
"name": "adx",
"period": 14
},
{
"name": "rsi",
"period": 14
},
{
"name": "donchian",
"period": 120
},
{
"name": "sma",
"period": 20
},
{
"name": "adx",
"period": 14
},
{
"name": "rsi",
"period": 14
},
{
"name": "donchian",
"period": 120
},
{
"name": "sma",
"period": 20
},
{
"name": "adx",
"period": 14
},
{
"name": "rsi",
"period": 14
},
{
"name": "donchian",
"period": 120
},
{
"name": "sma",
"period": 20
},
{
"name": "adx",
"period": 14
},
{
"name": "rsi",
"period": 14
},
{
"name": "donchian",
"period": 120
}
]
}Parsed strategy
{
"data_dependencies": [
{
"symbol": "JPM",
"timeframe": "1d"
},
{
"symbol": "GS",
"timeframe": "1d"
},
{
"symbol": "XLF",
"timeframe": "1d"
},
{
"symbol": "BTC",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "JPM",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "donchian",
"period": 120
},
"type": "indicator"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 2
}
},
{
"left": {
"chart_ref": {
"symbol": "JPM",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"field": "low",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"rank": 1,
"type": "support_level"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"rank": 1,
"type": "support_level"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "JPM",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 20
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_jpm",
"name": "DONCHIAN/ADX/SMA Signal Long (JPM@1d)",
"priority": 1,
"trade_symbol": "JPM"
},
{
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "GS",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "donchian",
"period": 120
},
"type": "indicator"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 2
}
},
{
"left": {
"chart_ref": {
"symbol": "GS",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"field": "low",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"rank": 1,
"type": "support_level"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"rank": 1,
"type": "support_level"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "GS",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 20
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_gs",
"name": "DONCHIAN/ADX/SMA Signal Long (GS@1d)",
"priority": 2,
"trade_symbol": "GS"
},
{
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "donchian",
"period": 120
},
"type": "indicator"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 2
}
},
{
"left": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"field": "low",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"rank": 1,
"type": "support_level"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"rank": 1,
"type": "support_level"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 20
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_xlf",
"name": "DONCHIAN/ADX/SMA Signal Long (XLF@1d)",
"priority": 3,
"trade_symbol": "XLF"
},
{
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "BTC",
"timeframe": "1d"
},
"field": "lower",
"indicator": {
"name": "donchian",
"period": 120
},
"type": "indicator"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 2
}
},
{
"left": {
"chart_ref": {
"symbol": "BTC",
"timeframe": "1d"
},
"field": "adx",
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 20
}
},
{
"left": {
"field": "low",
"type": "price"
},
"operator": "less_than_or_equal",
"right": {
"rank": 1,
"type": "support_level"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"rank": 1,
"type": "support_level"
}
},
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "BTC",
"timeframe": "1d"
},
"indicator": {
"name": "sma",
"period": 20
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_btc",
"name": "DONCHIAN/ADX/SMA Signal Long (BTC@1d)",
"priority": 4,
"trade_symbol": "BTC"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "JPM",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 75
}
},
{
"left": {
"chart_ref": {
"symbol": "JPM",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 70
}
}
],
"enabled": true,
"id": "exit_1_jpm",
"name": "Overbought RSI Exit (JPM@1d)",
"priority": 1,
"purpose": "signal",
"target_symbol": "JPM"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "GS",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 75
}
},
{
"left": {
"chart_ref": {
"symbol": "GS",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 70
}
}
],
"enabled": true,
"id": "exit_1_gs",
"name": "Overbought RSI Exit (GS@1d)",
"priority": 2,
"purpose": "signal",
"target_symbol": "GS"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 75
}
},
{
"left": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 70
}
}
],
"enabled": true,
"id": "exit_1_xlf",
"name": "Overbought RSI Exit (XLF@1d)",
"priority": 3,
"purpose": "signal",
"target_symbol": "XLF"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "BTC",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 75
}
},
{
"left": {
"chart_ref": {
"symbol": "BTC",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 70
}
}
],
"enabled": true,
"id": "exit_1_btc",
"name": "Overbought RSI Exit (BTC@1d)",
"priority": 4,
"purpose": "signal",
"target_symbol": "BTC"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"chart_ref": {
"symbol": "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": "JPM"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"chart_ref": {
"symbol": "GS",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_2_gs",
"name": "TP: Fib Extension 127.2% (GS@1d)",
"priority": 97,
"purpose": "take_profit",
"target_symbol": "GS"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"chart_ref": {
"symbol": "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": "XLF"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "greater_than_or_equal",
"right": {
"chart_ref": {
"symbol": "BTC",
"timeframe": "1d"
},
"ratio": 1272,
"type": "fibonacci_extension"
}
}
],
"enabled": true,
"id": "exit_2_btc",
"name": "TP: Fib Extension 127.2% (BTC@1d)",
"priority": 99,
"purpose": "take_profit",
"target_symbol": "BTC"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_jpm",
"name": "SL: Below Support[2] (JPM@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "JPM"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_gs",
"name": "SL: Below Support[2] (GS@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "GS"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_xlf",
"name": "SL: Below Support[2] (XLF@1d)",
"priority": 102,
"purpose": "stop_loss",
"target_symbol": "XLF"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "crossed_above",
"right": {
"rank": 2,
"type": "support_level"
}
}
],
"enabled": true,
"id": "exit_3_btc",
"name": "SL: Below Support[2] (BTC@1d)",
"priority": 103,
"purpose": "stop_loss",
"target_symbol": "BTC"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.6006666666666667
}
}
],
"enabled": true,
"id": "exit_4",
"name": "Stop Loss at 2.6%",
"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": 5.201333333333333
}
}
],
"enabled": true,
"id": "exit_5",
"name": "Take Profit at 5.2%",
"priority": 100,
"purpose": "take_profit"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "JPM",
"timeframe": "1d"
},
"ratio": 786,
"type": "fibonacci_retracement"
}
}
],
"enabled": true,
"id": "exit_6_jpm",
"name": "SL: Fib Retracement 78.6% (JPM@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "JPM"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "GS",
"timeframe": "1d"
},
"ratio": 786,
"type": "fibonacci_retracement"
}
}
],
"enabled": true,
"id": "exit_6_gs",
"name": "SL: Fib Retracement 78.6% (GS@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "GS"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "XLF",
"timeframe": "1d"
},
"ratio": 786,
"type": "fibonacci_retracement"
}
}
],
"enabled": true,
"id": "exit_6_xlf",
"name": "SL: Fib Retracement 78.6% (XLF@1d)",
"priority": 102,
"purpose": "stop_loss",
"target_symbol": "XLF"
},
{
"applies_to": "long",
"conditions": [
{
"left": {
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "BTC",
"timeframe": "1d"
},
"ratio": 786,
"type": "fibonacci_retracement"
}
}
],
"enabled": true,
"id": "exit_6_btc",
"name": "SL: Fib Retracement 78.6% (BTC@1d)",
"priority": 103,
"purpose": "stop_loss",
"target_symbol": "BTC"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"fib_stop_ratio": 786,
"risk_percent": 2.6006666666666667,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Strategy instructions
Trading agent generated from recommendation idea 'Crypto market in 'extreme fear' while mega-banks return billions — long JPMorgan and Goldman'. Thesis: Bitcoin is crashing to 21-month lows, signaling 'extreme fear' as speculative assets get punished by high inflation and a rough macro environment. However, the real economy is proving much more resilient — all 32 large banks just passed the Federal Reserve's strict stress test, allowing giants like JPMorgan and Goldman Sachs to launch massive $50 billion buybacks. With a Fed official simultaneously noting a 'glimmer of hope' on inflation, money is likely to rotate out of crashing crypto and into the relative safety and yield of major bank stocks.
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.
Explore
How CommonQuant researches and tests strategies · Public paper-trading record and its limits · Discover public strategies