Event Second Leg Short
Nano identifier: EventSecondLegShort
Second-leg acceleration, short side. Mirror of event_second_leg_long. SECOND_LEG_SCORE = post-retracement extension beyond the first impulse extreme after a 30-90s compression, 0..1; direction is supplied by the impulse and flow terms, so the same sequence score serves both branches. DOWNSIDE_IMPULSE_ATR = first-impulse magnitude lower in pre-event 1m ATRs. BEAR_FLOW_CONFIRM = futures order-flow confirmation, 0..1. REGIME: CPI, NFP, and FOMC statement legs where the real move lower develops after the first shakeout. Do NOT fire on the first impulse itself. CONDITIONS: armed event, open entry window, decisive first impulse down, completed second-leg sequence, bearish flow, normalized liquidity. INVALIDATION: host event risk model owns stop, hard flat, and re-entry lock. Reclaiming the compression is the natural stop reference. SHAPE: 5s cadence; impulse down, 30-90s compression holding most of the move, then a break of the first impulse low. NOT event_false_first_move_short: that rule sells a failed UPSIDE breakout; this one sells continuation of a proven DOWNSIDE impulse after compression. CALIBRATED ON: MES/MNQ around US red-folder releases, 5s cadence. Sequence-based score travels across event types; re-verify thresholds.
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.
// Second-leg acceleration, short side. Mirror of event_second_leg_long.// SECOND_LEG_SCORE = post-retracement extension beyond the first impulse// extreme after a 30-90s compression, 0..1; direction is supplied by the// impulse and flow terms, so the same sequence score serves both branches.// DOWNSIDE_IMPULSE_ATR = first-impulse magnitude lower in pre-event 1m ATRs.// BEAR_FLOW_CONFIRM = futures order-flow confirmation, 0..1.// REGIME: CPI, NFP, and FOMC statement legs where the real move lower// develops after the first shakeout. Do NOT fire on the first impulse itself.// CONDITIONS: armed event, open entry window, decisive first impulse down,// completed second-leg sequence, bearish flow, normalized liquidity.// INVALIDATION: host event risk model owns stop, hard flat, and re-entry// lock. Reclaiming the compression is the natural stop reference.// SHAPE: 5s cadence; impulse down, 30-90s compression holding most of the// move, then a break of the first impulse low.// NOT event_false_first_move_short: that rule sells a failed UPSIDE breakout;// this one sells continuation of a proven DOWNSIDE impulse after compression.// CALIBRATED ON: MES/MNQ around US red-folder releases, 5s cadence.// Sequence-based score travels across event types; re-verify thresholds.strategy EventSecondLegShort { agent MacroEvent every 5s { if EVENT_READY > 0.5 and ENTRY_WINDOW_OPEN > 0.5 and DOWNSIDE_IMPULSE_ATR > 0.8 and SECOND_LEG_SCORE > 0.7 and BEAR_FLOW_CONFIRM > 0.55 and LIQUIDITY_OK > 0.5 { sell(MES, 0.7) } }}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": "EventSecondLegShort", "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": "DOWNSIDE_IMPULSE_ATR", "operator": ">", "value": 0.8 }, { "type": "Condition", "signal": "SECOND_LEG_SCORE", "operator": ">", "value": 0.7 }, { "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": 0.7 }, { "type": "Agent", "name": "MacroEvent" } ]}What it proposes
On a 5 seconds cadence, when EVENT_READY > 0.5 and ENTRY_WINDOW_OPEN > 0.5 and DOWNSIDE_IMPULSE_ATR > 0.8 and SECOND_LEG_SCORE > 0.7 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.