Cpi Impulse Pullback Short
Nano identifier: CpiImpulsePullbackShort
Release-aware twin-armed continuation, bear branch. Mirror of cpi_impulse_pullback_long. CPI_HOT_SCORE = bounded 0..1 hotter-than-consensus score from the same standardized forecast errors that produce CPI_COOL_SCORE; the host publishes the pair so at most one branch can qualify on a given print. RELEASE_CONFIRMED = 1 only when the MacroReleasePacket status is CONFIRMED. DOWNSIDE_IMPULSE_ATR, RETRACE_HOLD_SCORE, BEAR_CROSS_CONFIRM, LIQUIDITY_OK as in event_impulse_pullback_short. REGIME: CPI releases where the print is genuinely hot AND the tape agrees. Do NOT fire on a hot print alone, and do NOT fire when the release packet is missing, provisional, or conflicted - this branch abstains. CONDITIONS: armed event, open entry window, confirmed release, hot CPI, downward impulse at least 0.8 pre-event ATRs, held retracement, cross-market agreement, normalized liquidity. INVALIDATION: host event risk model owns stop, hard flat, and the one-position-per-event lock. SHAPE: 5s cadence after the observe-only impulse window; hot print, leg down, weak bounce that fails, continuation. NOT event_impulse_pullback_short: same tape shape, but this variant demands execution-grade release provenance and the fundamental sign to match. CALIBRATED ON: MES around US CPI, 5s cadence. The 0.72 release threshold is a versioned fixed scale until enough forecast-error history exists; never silently retune it between events.
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.
// Release-aware twin-armed continuation, bear branch. Mirror of// cpi_impulse_pullback_long. CPI_HOT_SCORE = bounded 0..1// hotter-than-consensus score from the same standardized forecast errors// that produce CPI_COOL_SCORE; the host publishes the pair so at most one// branch can qualify on a given print. RELEASE_CONFIRMED = 1 only when the// MacroReleasePacket status is CONFIRMED. DOWNSIDE_IMPULSE_ATR,// RETRACE_HOLD_SCORE, BEAR_CROSS_CONFIRM, LIQUIDITY_OK as in// event_impulse_pullback_short.// REGIME: CPI releases where the print is genuinely hot AND the tape agrees.// Do NOT fire on a hot print alone, and do NOT fire when the release packet// is missing, provisional, or conflicted - this branch abstains.// CONDITIONS: armed event, open entry window, confirmed release, hot CPI,// downward impulse at least 0.8 pre-event ATRs, held retracement,// cross-market agreement, normalized liquidity.// INVALIDATION: host event risk model owns stop, hard flat, and the// one-position-per-event lock.// SHAPE: 5s cadence after the observe-only impulse window; hot print, leg// down, weak bounce that fails, continuation.// NOT event_impulse_pullback_short: same tape shape, but this variant demands// execution-grade release provenance and the fundamental sign to match.// CALIBRATED ON: MES around US CPI, 5s cadence. The 0.72 release threshold is// a versioned fixed scale until enough forecast-error history exists; never// silently retune it between events.strategy CpiImpulsePullbackShort { agent MacroEvent every 5s { if EVENT_READY > 0.5 and ENTRY_WINDOW_OPEN > 0.5 and RELEASE_CONFIRMED > 0.5 and CPI_HOT_SCORE > 0.72 and DOWNSIDE_IMPULSE_ATR > 0.8 and RETRACE_HOLD_SCORE > 0.6 and BEAR_CROSS_CONFIRM > 0.55 and LIQUIDITY_OK > 0.5 { sell(MES, 0.78) } }}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": "CpiImpulsePullbackShort", "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": "RELEASE_CONFIRMED", "operator": ">", "value": 0.5 }, { "type": "Condition", "signal": "CPI_HOT_SCORE", "operator": ">", "value": 0.72 }, { "type": "Condition", "signal": "DOWNSIDE_IMPULSE_ATR", "operator": ">", "value": 0.8 }, { "type": "Condition", "signal": "RETRACE_HOLD_SCORE", "operator": ">", "value": 0.6 }, { "type": "Condition", "signal": "BEAR_CROSS_CONFIRM", "operator": ">", "value": 0.55 }, { "type": "Condition", "signal": "LIQUIDITY_OK", "operator": ">", "value": 0.5 }, { "type": "Intent", "action": "SELL", "asset": "MES", "confidence": 0.78 }, { "type": "Agent", "name": "MacroEvent" } ]}What it proposes
On a 5 seconds cadence, when EVENT_READY > 0.5 and ENTRY_WINDOW_OPEN > 0.5 and RELEASE_CONFIRMED > 0.5 and CPI_HOT_SCORE > 0.72 and DOWNSIDE_IMPULSE_ATR > 0.8 and RETRACE_HOLD_SCORE > 0.6 and BEAR_CROSS_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.