Agent 13 — Tech/Healthcare Long
Mechanical long-side sector ETF rotation. Three-layer regime gate (SPY 200d + VIX + sector 50/200 EMA), RSI pullback entries.
- Universe: XLK (SPDR Technology Select Sector) and XLV (SPDR Health Care Select Sector). SPY is in the universe as a REFERENCE-ONLY ticker so the regime gate can read its 200d EMA; the agent's allowlist prevents it from ever being traded.
- Layer 1 — regime gate via SPY 200d + VIX. Below VIX 15 the agent runs full size; 15–20 = 0.85×, 20–25 = 0.65×, 25–30 = 0.40×, ≥30 = stand down entirely.
- Layer 2 — sector trend via the ETF's own 50/200 EMA cross. Skip any sector where the 50d is below the 200d (death cross territory).
- Layer 3 — entry timing via RSI(14) pullback-and-recovery. RSI dipped below 40 within last 5d AND crossed back above 40 today.
- Exits — 50d EMA break (trailing trend stop), VIX > 30 (vol spike), SPY < 200d (regime flip), RSI > 75 (overbought trim — half exit). No time stop; the trend stop is the time stop.
- Mutually exclusive with Agent 14 per sector. Frozen v1 — no LLM, no methodology evolution.
- Universe
- XLK, XLV (long-side sector ETFs) + SPY reference-only
- Starting capital
- $100,000