Event False First Move Short
Nano identifier: EventFalseFirstMoveShort
False-first-move reversal, short side. The release first breaks the pre-event range UP, the breakout fails, and price rejects the event anchor with bearish flow. PRE_EVENT_RANGE_BREAK_UP = upside break of the versioned T-5m pre-event range, 0..1. BREAK_FAILURE_SCORE = excursion outside the range followed by a deterministic close/reclaim back through the boundary, 0..1. EVENT_ANCHOR_REJECT = rejection strength at the event anchor (median executable mid, T-10s..T-1s), 0..1. BEAR_FLOW_CONFIRM = futures order-flow confirmation from the existing feature fabric, 0..1. REGIME: red-folder releases where the first move traps breakout buyers. Do NOT fire on a clean upside continuation; BREAK_FAILURE_SCORE and EVENT_ANCHOR_REJECT must both prove the failure first. CONDITIONS: armed event, open entry window, upside range break, proven break failure, anchor rejection, bearish flow, normalized liquidity. INVALIDATION: host event risk model owns stop, hard flat, and re-entry lock. Reclaiming the rejected anchor is the natural stop reference. SHAPE: 5s cadence; spike up through the pre-event high, sharp rejection, loss of anchor, then reversal lower. NOT event_impulse_pullback_short: that rule needs a downward first impulse; this one requires the first impulse to have been UP and to have failed. CALIBRATED ON: MES/MNQ around US red-folder releases, 5s cadence. Break/reclaim scores are range-relative; re-verify before promotion.
Nano source
This is the strategy exactly as published. Nano has no import, no file access and no network primitive, so reading or copying this source cannot execute anything.
// False-first-move reversal, short side. The release first breaks the// pre-event range UP, the breakout fails, and price rejects the event anchor// with bearish flow. PRE_EVENT_RANGE_BREAK_UP = upside break of the versioned// T-5m pre-event range, 0..1. BREAK_FAILURE_SCORE = excursion outside the// range followed by a deterministic close/reclaim back through the boundary,// 0..1. EVENT_ANCHOR_REJECT = rejection strength at the event anchor (median// executable mid, T-10s..T-1s), 0..1. BEAR_FLOW_CONFIRM = futures order-flow// confirmation from the existing feature fabric, 0..1.// REGIME: red-folder releases where the first move traps breakout buyers.// Do NOT fire on a clean upside continuation; BREAK_FAILURE_SCORE and// EVENT_ANCHOR_REJECT must both prove the failure first.// CONDITIONS: armed event, open entry window, upside range break, proven// break failure, anchor rejection, bearish flow, normalized liquidity.// INVALIDATION: host event risk model owns stop, hard flat, and re-entry// lock. Reclaiming the rejected anchor is the natural stop reference.// SHAPE: 5s cadence; spike up through the pre-event high, sharp rejection,// loss of anchor, then reversal lower.// NOT event_impulse_pullback_short: that rule needs a downward first impulse;// this one requires the first impulse to have been UP and to have failed.// CALIBRATED ON: MES/MNQ around US red-folder releases, 5s cadence.// Break/reclaim scores are range-relative; re-verify before promotion.strategy EventFalseFirstMoveShort { agent MacroEvent every 5s { if EVENT_READY > 0.5 and ENTRY_WINDOW_OPEN > 0.5 and PRE_EVENT_RANGE_BREAK_UP > 0.6 and BREAK_FAILURE_SCORE > 0.7 and EVENT_ANCHOR_REJECT > 0.6 and BEAR_FLOW_CONFIRM > 0.55 and LIQUIDITY_OK > 0.5 { sell(MES, 0.74) } }}Compiled IR
Nano compiles to a pinned intermediate representation. This is the artifact a runtime would actually load — inspectable before anything runs, and byte-diffable against the published source.
{ "type": "Strategy", "nanoIrVersion": "0.1.0", "name": "EventFalseFirstMoveShort", "effects": [ "intent.emit", "log.append" ], "nodes": [ { "type": "Schedule", "interval": "5s" }, { "type": "Condition", "signal": "EVENT_READY", "operator": ">", "value": 0.5 }, { "type": "Condition", "signal": "ENTRY_WINDOW_OPEN", "operator": ">", "value": 0.5 }, { "type": "Condition", "signal": "PRE_EVENT_RANGE_BREAK_UP", "operator": ">", "value": 0.6 }, { "type": "Condition", "signal": "BREAK_FAILURE_SCORE", "operator": ">", "value": 0.7 }, { "type": "Condition", "signal": "EVENT_ANCHOR_REJECT", "operator": ">", "value": 0.6 }, { "type": "Condition", "signal": "BEAR_FLOW_CONFIRM", "operator": ">", "value": 0.55 }, { "type": "Condition", "signal": "LIQUIDITY_OK", "operator": ">", "value": 0.5 }, { "type": "Intent", "action": "SELL", "asset": "MES", "confidence": 0.74 }, { "type": "Agent", "name": "MacroEvent" } ]}What it proposes
On a 5 seconds cadence, when EVENT_READY > 0.5 and ENTRY_WINDOW_OPEN > 0.5 and PRE_EVENT_RANGE_BREAK_UP > 0.6 and BREAK_FAILURE_SCORE > 0.7 and EVENT_ANCHOR_REJECT > 0.6 and BEAR_FLOW_CONFIRM > 0.55 and LIQUIDITY_OK > 0.5, it emits sell intent for MES.
An intent is a proposal, not an order. A separate risk gate — outside the language, and outside this library — decides whether anything is acted on.
Risk disclosure
This strategy is published as an educational, verified example. It compiles to the IR shown above and replays deterministically. It has not been backtested against market data, forward-tested, paper-traded, or traded live by Aether, and no performance statistics are published because none have been produced.
Nothing on this page is financial advice, an offer, or a recommendation to trade. Trading carries risk of loss. Any decision to run logic derived from this strategy — and the risk gate that governs it — is entirely your own responsibility.