Liquidity Playbook

LIQUIDITY PLAYBOOK · DESK · moomoo Algo · US.SPY · Jul 23 – Oct 22 2026 · 1h RTH · 0 orders · signals only

Want automated trading on your own account? Start with a desk that already runs.

A ready-to-import automated strategy for your own moomoo account, with the AI setup prompts, exact rules and instructions to run it yourself. It watches and signals; you decide about orders.

Isometric drawing of a small trading floor: six desks named Structure, Break, Retest, Protect, Options and Log, a wall chart, and two dimmed desks reserved for future strategies.

SPY · 1D2026-07-23 → 2026-10-22

  1. 1Weekly high 779.37 · confirmed Aug 28
  2. 2Weekly close breaks level · Oct 9 · armed
  3. 3Daily retest · Oct 13 · close 778.01 · stop 774.30
  4. 4Entry candidate · Oct 14 · open 774.92
SPY daily candles, July 23 to October 22, 2026, with the four logged events marked1: Weekly high 779.37 · confirmed Aug 28. 2: Weekly close breaks level · Oct 9 · armed. 3: Daily retest · Oct 13 · close 778.01 · stop 774.30. 4: Entry candidate · Oct 14 · open 774.92729740750760770782Jul 23Aug 3Aug 17Aug 31Sep 15Sep 29Oct 13Oct 221Weekly high 779.37 ·confirmed Aug 282Weekly close breaks level ·Oct 9 · armed3Daily retest · Oct 13 ·close 778.01 · stop 774.304Entry candidate ·Oct 14 · open 774.92

Checklist

  • weekly pivot confirmedPASS
  • weekly close through levelPASS
  • daily retest in zonePASS
  • candle body with trendPASS
  • gap ≤ 1 ATRPASS
  • order placed— (signals only)

Signal Log backtest · moomoo 16.36.27208 (Mac)

The five events the template printed during its SPY backtest
2026-08-28LP_WEEK2026-08-28 high confirmed 779.37
2026-10-02LP_WEEK2026-10-02 low confirmed 747.74
2026-10-09LP_SIGNAL2026-10-09 armed · bullish · level 777.44 · ATR 6.62
2026-10-13LP_SIGNAL2026-10-13 entry_pending · retest close 778.01 · stop 774.30
2026-10-14LP_SIGNAL2026-10-14 entry_candidate · open 774.92

Desks

R1 · Weekly Retest — verified backtest

verified in backtest
Symbol
US.SPY
Strategy
Weekly Retest
Price range
729 – 782
Period
Jul 23 – Oct 22 2026

Desk 2 · reserved

Strategy slot reserved for future deployment.

Desk 3 · reserved

Strategy slot reserved for future deployment.

How the desk works

  1. Structure. On the weekly chart, a swing high or low only counts once two completed weeks on each side confirm it. No guessing from a half-finished candle.
  2. Break. A completed weekly close through that level — with the previous week on the other side — arms a bullish or bearish setup.
  3. Retest. Within a set number of sessions, a completed daily candle has to come back to the level, close on the breakout side, and show a body in that direction.
  4. Protect. No fixed profit target. The protective level trails behind newly confirmed weekly pivots and the position is invalidated by a weekly close through structure.

Every threshold is an editable parameter with a documented default. The defaults are research assumptions, not tuned or proven settings.

What’s in the kit

  • The original strategy template, exported from moomoo (.quant).
  • The exact rules and the eight editable parameters, explained.
  • Mac installation and import steps, verified on the current app.
  • How to run, read the log, pause and stop.
  • The options execution rule set: purchased calls and puts, expiry, delta, liquidity and exit rules.
  • Backtest evidence with every assumption and limitation written down.
  • Troubleshooting, copy-paste AI setup prompts, and a ten-minute demo walkthrough.

What it is not

  • It places no orders out of the box. The template emits signals; connecting orders is a step you take, knowingly, in your own account.
  • It is not a promise of profit. We publish what the backtests showed, including tiny trade counts and losing trades, and nothing else.
  • The options layer is a documented rule set, not an automated, backtested system. moomoo’s Algo does not backtest options and has no paper-trading mode.
  • It is not personalized financial advice. You decide what to trade, how much, and whether to run anything at all.

Already on moomoo? You’re set.

The kit imports into any moomoo account with the desktop app. There’s nothing new to open.

New to moomoo? You can open your account through our referral link. moomoo’s referral promotion gives both of us a reward when a new US customer opens an account and makes a qualifying deposit; the amounts, deposit levels, holding periods and dates are set by moomoo and change between campaigns, so read moomoo’s current terms before you rely on any of it.

Open a moomoo account with our link

Referral rewards are moomoo promotional benefits, not cash from us and not a condition of using the kit. We may receive a reward if you qualify. Brokerage services are provided by Moomoo Financial Inc., a separate company; Liquidity Playbook is not affiliated with it beyond this referral.

A few things you might be wondering

Is this “AI trading”?

Partly, and we’re precise about which part. The desk itself is rule-based automation: a strategy template that runs inside moomoo’s Algo engine on your own account, watching weekly structure and daily retests and logging signals. The AI part is the included set of copy-paste prompts for ChatGPT or Claude that help you configure the parameters, read your log, and adapt the rules — no model places trades, and nothing here promises returns.

Do I need moomoo?

Yes. The template is a native moomoo Algo export and imports through the moomoo desktop app. An existing account works as-is; the kit never requires opening a new one.

Does it work on a Mac?

Yes. We built, exported, re-imported and backtested the template in the current official moomoo Mac app (version 16.36). The kit lists the exact steps and what you’ll see on screen.

Will it trade for me?

Not unless you make it. As shipped, the template watches and reports. Adding order placement is documented as a separate, deliberate step with its own safety rules, and we recommend you understand every line before you do.

Can it run while my computer is off?

moomoo offers a “Run on Cloud” mode for Algo strategies, with eligibility that depends on your account and membership. We document what moomoo states and what we have and haven’t verified ourselves, so you know exactly what to check before relying on it.

What about options?

The signal comes from the underlying; the kit separates that from how you express it. It includes a rule set for purchased calls and puts — expiry window, delta range, liquidity and spread filters, premium sizing and time-based exits — clearly labeled as proposed rules, because underlying backtests don’t tell you how options would have performed.

Automated trading, set up honestly.

Import the desk into your own account, read the rules, and let it do the watching.

One-time payment · Instant download after confirmation

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A note on risk. This kit is educational software and documentation, not financial advice. Trading stocks, ETFs and options involves risk, including the loss of your entire investment; options can lose their full premium. Backtests are hypothetical, use assumed fills and costs, and do not predict results. Algorithmic trading can lose money faster than manual trading. You are responsible for every order placed in your account. moomoo is a trademark of its owner; brokerage services are provided by Moomoo Financial Inc., which is not affiliated with Liquidity Playbook.