A Leveraged ETF Trading Team Using Macro Views and Disagreement

Summary

This example describes an automated multi-agent strategy that selects among leveraged long and inverse ETFs, with a short-term Treasury fund as a cash-like fallback. Specialist agents assess growth, inflation and rates, and debt and liquidity using macroeconomic data and market headlines. A disagreement agent challenges their views, after which a trading agent proposes a diversified basket. The instructions favor diversified 3x exposure when evidence supports risk-taking, use 2x funds to reduce risk, and reserve inverse funds for supported hedges or downside views. Normal conditions call for at least three holdings.

The code also specifies data-source limits and requires fresh portfolio, position, and price checks before each order. It includes a backtest setup with a fee assumption and a broad-market benchmark, but supplies no results or evidence that the strategy is profitable. The file is an implementation example with operational rules, not a validated performance study. Leveraged ETFs can magnify exposure, while the example does not establish how its agents’ judgments or basket sizing perform across market regimes.

Key ideas

• Specialist agents form separate views on growth, inflation and rates, and debt and liquidity before a trader agent selects holdings.
• A disagreement step challenges the specialist recommendations before the final portfolio decision.
• The strategy favors diversified leveraged exposure, uses 2x funds as a risk-down choice, and limits inverse funds to justified hedges or downside views.
• The order workflow requires current account, position, and symbol-price information immediately before an order.
• The code defines a backtest setup but reports no strategy performance.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.