Event Whipsaw Halt
Nano identifier: EventWhipsawHalt
Whipsaw circuit breaker. WHIPSAW_SCORE = normalized count of event-anchor crossings and direction flips inside the trailing observation window, 0 = one-way tape, 1 = pure churn, computed deterministically by the host from the same executable-mid series that produces the impulse measurements. A tape that keeps crossing its own anchor has no continuation, no failed break, and no second leg to trade - every directional hypothesis degrades into coin flips at event spreads. REGIME: any armed macro event window. Control only - emits PAUSE, never promoted, never counted as a setup. The host enforces the same churn gate directly; this published rule is the auditable explanation. CONDITIONS: none beyond the churn reading. INVALIDATION: none - releases when the tape picks a side and WHIPSAW_SCORE decays under the threshold. SHAPE: 5s, matching the qualify cadence - whipsaw is a property of the window, not of a single second. NOT event_liquidity_halt: spreads can be perfectly normal while the tape chops; churn and cost are independent reasons to stand down. Both armed. CALIBRATED ON: MES/MNQ around US red-folder releases, 5s cadence. 0.7 tolerates the ordinary post-release shakeout but halts sustained chop; the anchor-crossing normalization travels across index futures.
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.
// Whipsaw circuit breaker. WHIPSAW_SCORE = normalized count of event-anchor// crossings and direction flips inside the trailing observation window,// 0 = one-way tape, 1 = pure churn, computed deterministically by the host// from the same executable-mid series that produces the impulse measurements.// A tape that keeps crossing its own anchor has no continuation, no failed// break, and no second leg to trade - every directional hypothesis degrades// into coin flips at event spreads.// REGIME: any armed macro event window. Control only - emits PAUSE, never// promoted, never counted as a setup. The host enforces the same churn gate// directly; this published rule is the auditable explanation.// CONDITIONS: none beyond the churn reading.// INVALIDATION: none - releases when the tape picks a side and WHIPSAW_SCORE// decays under the threshold.// SHAPE: 5s, matching the qualify cadence - whipsaw is a property of the// window, not of a single second.// NOT event_liquidity_halt: spreads can be perfectly normal while the tape// chops; churn and cost are independent reasons to stand down. Both armed.// CALIBRATED ON: MES/MNQ around US red-folder releases, 5s cadence. 0.7// tolerates the ordinary post-release shakeout but halts sustained chop;// the anchor-crossing normalization travels across index futures.strategy EventWhipsawHalt { every 5s { if WHIPSAW_SCORE > 0.7 { pause() } }}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": "EventWhipsawHalt", "effects": [ "intent.emit", "log.append" ], "nodes": [ { "type": "Schedule", "interval": "5s" }, { "type": "Condition", "signal": "WHIPSAW_SCORE", "operator": ">", "value": 0.7 }, { "type": "Intent", "action": "PAUSE" } ]}What it proposes
On a 5 seconds cadence, when WHIPSAW_SCORE > 0.7, it emits pause intent.
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.