Event False First Move Long
Nano identifier: EventFalseFirstMoveLong
False-first-move reversal, long side. The release first breaks the pre-event range DOWN, the breakout fails, and price reclaims the event anchor with bullish flow. PRE_EVENT_RANGE_BREAK_DOWN = downside 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_RECLAIM = reclaim strength of the event anchor (median executable mid, T-10s..T-1s), 0..1. BULL_FLOW_CONFIRM = futures order-flow confirmation from the existing feature fabric, 0..1. REGIME: red-folder releases where the first move traps breakout sellers - common on headline/core disagreement. Do NOT fire on a clean downside continuation; BREAK_FAILURE_SCORE and EVENT_ANCHOR_RECLAIM must both prove the failure first. CONDITIONS: armed event, open entry window, downside range break, proven break failure, anchor reclaim, bullish flow, normalized liquidity. INVALIDATION: host event risk model owns stop, hard flat, and re-entry lock. Losing the reclaimed anchor is the natural stop reference. SHAPE: 5s cadence; spike down through the pre-event low, sharp rejection, reclaim of anchor, then reversal higher. NOT event_impulse_pullback_long: that rule needs an upward first impulse; this one requires the first impulse to have been DOWN and to have failed. They cannot both qualify on the same event path. CALIBRATED ON: MES/MNQ around US red-folder releases, 5s cadence. Break/reclaim scores are range-relative and travel across index futures; 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, long side. The release first breaks the// pre-event range DOWN, the breakout fails, and price reclaims the event// anchor with bullish flow. PRE_EVENT_RANGE_BREAK_DOWN = downside 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_RECLAIM = reclaim strength of the event// anchor (median executable mid, T-10s..T-1s), 0..1. BULL_FLOW_CONFIRM =// futures order-flow confirmation from the existing feature fabric, 0..1.// REGIME: red-folder releases where the first move traps breakout sellers -// common on headline/core disagreement. Do NOT fire on a clean downside// continuation; BREAK_FAILURE_SCORE and EVENT_ANCHOR_RECLAIM must both prove// the failure first.// CONDITIONS: armed event, open entry window, downside range break, proven// break failure, anchor reclaim, bullish flow, normalized liquidity.// INVALIDATION: host event risk model owns stop, hard flat, and re-entry// lock. Losing the reclaimed anchor is the natural stop reference.// SHAPE: 5s cadence; spike down through the pre-event low, sharp rejection,// reclaim of anchor, then reversal higher.// NOT event_impulse_pullback_long: that rule needs an upward first impulse;// this one requires the first impulse to have been DOWN and to have failed.// They cannot both qualify on the same event path.// CALIBRATED ON: MES/MNQ around US red-folder releases, 5s cadence.// Break/reclaim scores are range-relative and travel across index futures;// re-verify before promotion.strategy EventFalseFirstMoveLong { agent MacroEvent every 5s { if EVENT_READY > 0.5 and ENTRY_WINDOW_OPEN > 0.5 and PRE_EVENT_RANGE_BREAK_DOWN > 0.6 and BREAK_FAILURE_SCORE > 0.7 and EVENT_ANCHOR_RECLAIM > 0.6 and BULL_FLOW_CONFIRM > 0.55 and LIQUIDITY_OK > 0.5 { buy(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": "EventFalseFirstMoveLong", "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_DOWN", "operator": ">", "value": 0.6 }, { "type": "Condition", "signal": "BREAK_FAILURE_SCORE", "operator": ">", "value": 0.7 }, { "type": "Condition", "signal": "EVENT_ANCHOR_RECLAIM", "operator": ">", "value": 0.6 }, { "type": "Condition", "signal": "BULL_FLOW_CONFIRM", "operator": ">", "value": 0.55 }, { "type": "Condition", "signal": "LIQUIDITY_OK", "operator": ">", "value": 0.5 }, { "type": "Intent", "action": "BUY", "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_DOWN > 0.6 and BREAK_FAILURE_SCORE > 0.7 and EVENT_ANCHOR_RECLAIM > 0.6 and BULL_FLOW_CONFIRM > 0.55 and LIQUIDITY_OK > 0.5, it emits buy 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.