{"product_id":"10-year-treasury-curve-steepener-bot-znu6-free-python-quant-trading-strategy-source-code","title":"10-Year Treasury Curve Steepener Bot (ZNU6) – Free Python Quant Trading Strategy Source Code","description":"\u003cdiv class=\"shopify-product-description\"\u003e\n\n  \u003c!-- HERO HOOK --\u003e\n  \u003cp class=\"lead\"\u003e\n    \u003cstrong\u003eDownload the complete, production-grade Python source code for an institutional 10-Year Treasury Curve Steepener trading bot.\u003c\/strong\u003e Built for CBOT 10-Year Treasury Note Futures (\u003ccode\u003eZNU6\u003c\/code\u003e), this broker-agnostic algorithmic framework is engineered with zero proprietary dependencies—ready to inspect, backtest, and adapt.\n  \u003c\/p\u003e\n\n  \u003chr\u003e\n\n  \u003c!-- HIGHLIGHT CARDS --\u003e\n  \u003cdiv style=\"background-color: #f8fafc; border-left: 4px solid #2563eb; padding: 15px; margin: 20px 0;\"\u003e\n    \u003ch3 style=\"margin-top: 0; color: #1e293b;\"\u003e⚡ Instant 100% Free Download Includes:\u003c\/h3\u003e\n    \u003cul style=\"margin-bottom: 0;\"\u003e\n      \u003cli\u003e\n\u003cstrong\u003eComplete Python Source Code:\u003c\/strong\u003e \u003ccode\u003ebot_zn_steepener (2)_portable.py\u003c\/code\u003e\n\u003c\/li\u003e\n      \u003cli\u003e\n\u003cstrong\u003eBroker-Agnostic Plumbing:\u003c\/strong\u003e Ready for paper trading, interactive brokers, or any standard OHLCV data feed.\u003c\/li\u003e\n      \u003cli\u003e\n\u003cstrong\u003eInstitutional Risk Controls:\u003c\/strong\u003e Dynamic circuit breakers, ATR-based trailing stops, and volatility-regime filters.\u003c\/li\u003e\n      \u003cli\u003e\n\u003cstrong\u003ePure Standard Library:\u003c\/strong\u003e Runs cleanly on Python 3.10+ (\u003ccode\u003easyncio\u003c\/code\u003e, \u003ccode\u003elogging\u003c\/code\u003e, \u003ccode\u003etyping\u003c\/code\u003e).\u003c\/li\u003e\n    \u003c\/ul\u003e\n  \u003c\/div\u003e\n\n  \u003c!-- OVERVIEW --\u003e\n  \u003ch2\u003eStrategy Overview\u003c\/h2\u003e\n  \u003cp\u003e\n    Most retail traders spend months trying to code a systematic strategy from scratch, only to get trapped by curve-fitting or broken API dependencies. \n  \u003c\/p\u003e\n  \u003cp\u003e\n    This package provides the complete blueprint for an \u003cstrong\u003eInstitutional 2s10s Steepener Flow Follower\u003c\/strong\u003e. The bot operates on 60-second bar intervals, tracking momentum and breakout dynamics on front-month 10-Year Treasury Futures (ZNU6) while enforcing disciplined ATR volatility scaling and strict capital-preservation rules.\n  \u003c\/p\u003e\n\n  \u003c!-- BENCHMARK PERFORMANCE TABLE --\u003e\n  \u003ch2\u003eEstimated Strategy Metrics (ZN Benchmark)\u003c\/h2\u003e\n  \u003cp\u003e\u003cem\u003eFigures represent the median benchmark across 12 institutional ZN backtests (individual configuration estimated):\u003c\/em\u003e\u003c\/p\u003e\n\n  \u003ctable style=\"width: 100%; border-collapse: collapse; margin: 15px 0;\"\u003e\n    \u003cthead\u003e\n      \u003ctr style=\"background-color: #f1f5f9; text-align: left;\"\u003e\n        \u003cth style=\"padding: 10px; border: 1px solid #cbd5e1;\"\u003eMetric\u003c\/th\u003e\n        \u003cth style=\"padding: 10px; border: 1px solid #cbd5e1;\"\u003eBenchmark Value (Est.)\u003c\/th\u003e\n      \u003c\/tr\u003e\n    \u003c\/thead\u003e\n    \u003ctbody\u003e\n      \u003ctr\u003e\n        \u003ctd style=\"padding: 8px 10px; border: 1px solid #cbd5e1;\"\u003eTarget Instrument\u003c\/td\u003e\n        \u003ctd style=\"padding: 8px 10px; border: 1px solid #cbd5e1;\"\u003e\u003cstrong\u003eZNU6 Futures (CBOT Front-Month)\u003c\/strong\u003e\u003c\/td\u003e\n      \u003c\/tr\u003e\n      \u003ctr\u003e\n        \u003ctd style=\"padding: 8px 10px; border: 1px solid #cbd5e1;\"\u003eTrade Direction\u003c\/td\u003e\n        \u003ctd style=\"padding: 8px 10px; border: 1px solid #cbd5e1;\"\u003e\u003cstrong\u003eLONG \/ SHORT\u003c\/strong\u003e\u003c\/td\u003e\n      \u003c\/tr\u003e\n      \u003ctr\u003e\n        \u003ctd style=\"padding: 8px 10px; border: 1px solid #cbd5e1;\"\u003eSharpe Ratio\u003c\/td\u003e\n        \u003ctd style=\"padding: 8px 10px; border: 1px solid #cbd5e1;\"\u003e\u003cstrong\u003e1.329\u003c\/strong\u003e\u003c\/td\u003e\n      \u003c\/tr\u003e\n      \u003ctr\u003e\n        \u003ctd style=\"padding: 8px 10px; border: 1px solid #cbd5e1;\"\u003eSortino Ratio\u003c\/td\u003e\n        \u003ctd style=\"padding: 8px 10px; border: 1px solid #cbd5e1;\"\u003e\u003cstrong\u003e6.602\u003c\/strong\u003e\u003c\/td\u003e\n      \u003c\/tr\u003e\n      \u003ctr\u003e\n        \u003ctd style=\"padding: 8px 10px; border: 1px solid #cbd5e1;\"\u003eProfit Factor\u003c\/td\u003e\n        \u003ctd style=\"padding: 8px 10px; border: 1px solid #cbd5e1;\"\u003e\u003cstrong\u003e2.45\u003c\/strong\u003e\u003c\/td\u003e\n      \u003c\/tr\u003e\n      \u003ctr\u003e\n        \u003ctd style=\"padding: 8px 10px; border: 1px solid #cbd5e1;\"\u003eMax Drawdown\u003c\/td\u003e\n        \u003ctd style=\"padding: 8px 10px; border: 1px solid #cbd5e1;\"\u003e\u003cstrong\u003e0.76%\u003c\/strong\u003e\u003c\/td\u003e\n      \u003c\/tr\u003e\n      \u003ctr\u003e\n        \u003ctd style=\"padding: 8px 10px; border: 1px solid #cbd5e1;\"\u003eStrategy Grade\u003c\/td\u003e\n        \u003ctd style=\"padding: 8px 10px; border: 1px solid #cbd5e1;\"\u003e\u003cstrong\u003eGrade A\u003c\/strong\u003e\u003c\/td\u003e\n      \u003c\/tr\u003e\n    \u003c\/tbody\u003e\n  \u003c\/table\u003e\n\n  \u003c!-- TECHNICAL ARCHITECTURE --\u003e\n  \u003ch2\u003eUnder the Hood: Institutional Quant Architecture\u003c\/h2\u003e\n\n  \u003ch4\u003e1. Signal \u0026amp; Indicator Engine\u003c\/h4\u003e\n  \u003cul\u003e\n    \u003cli\u003e\n\u003cstrong\u003eTrend \u0026amp; Momentum:\u003c\/strong\u003e Dual EMA\/SMA crossovers paired with RSI and MACD confirmation.\u003c\/li\u003e\n    \u003cli\u003e\n\u003cstrong\u003eBreakout Detection:\u003c\/strong\u003e Donchian channel tracking for expansion phases.\u003c\/li\u003e\n    \u003cli\u003e\n\u003cstrong\u003eRegime Filter:\u003c\/strong\u003e Realized-volatility and VIX scaling to pause execution in adverse spread conditions.\u003c\/li\u003e\n  \u003c\/ul\u003e\n\n  \u003ch4\u003e2. Position Sizing \u0026amp; Trade Management\u003c\/h4\u003e\n  \u003cul\u003e\n    \u003cli\u003e\n\u003cstrong\u003eDynamic Sizing:\u003c\/strong\u003e Inverse-volatility (ATR) contract sizing (up to 5 contracts max).\u003c\/li\u003e\n    \u003cli\u003e\n\u003cstrong\u003eScaled Profit-Taking:\u003c\/strong\u003e Tiered R-multiple profit distribution.\u003c\/li\u003e\n    \u003cli\u003e\n\u003cstrong\u003eDisciplined Exits:\u003c\/strong\u003e Ratcheting trailing stops, hard invalidation exits, and max-holding-period time stops.\u003c\/li\u003e\n  \u003c\/ul\u003e\n\n  \u003ch4\u003e3. Defense \u0026amp; Circuit Breakers\u003c\/h4\u003e\n  \u003cul\u003e\n    \u003cli\u003eConsecutive-loss cutoffs \u0026amp; daily\/weekly maximum drawdown locks.\u003c\/li\u003e\n    \u003cli\u003eStale data feed watchdog \u0026amp; CBOT maintenance window protection.\u003c\/li\u003e\n    \u003cli\u003eFull async event telemetry emitting clean JSON audit logs for all orders and fills.\u003c\/li\u003e\n  \u003c\/ul\u003e\n\n  \u003c!-- SPECS --\u003e\n  \u003ch2\u003eTechnical Requirements\u003c\/h2\u003e\n  \u003cul\u003e\n    \u003cli\u003e\n\u003cstrong\u003eLanguage:\u003c\/strong\u003e Python 3.10 or newer\u003c\/li\u003e\n    \u003cli\u003e\n\u003cstrong\u003eDependencies:\u003c\/strong\u003e Zero third-party proprietary libraries required (Built on \u003ccode\u003easyncio\u003c\/code\u003e, \u003ccode\u003elogging\u003c\/code\u003e, \u003ccode\u003etyping\u003c\/code\u003e)\u003c\/li\u003e\n    \u003cli\u003e\n\u003cstrong\u003eInput Data:\u003c\/strong\u003e Any standard 1-minute OHLCV bar stream (CSV, REST, or WebSocket)\u003c\/li\u003e\n    \u003cli\u003e\n\u003cstrong\u003eBroker Interface:\u003c\/strong\u003e Decoupled adapter layer—easily routes to paper simulation, Interactive Brokers, Tradovate, NinjaTrader, or proprietary endpoints.\u003c\/li\u003e\n  \u003c\/ul\u003e\n\n  \u003c!-- FAQ --\u003e\n  \u003ch2\u003eFrequently Asked Questions\u003c\/h2\u003e\n  \u003cp\u003e\u003cstrong\u003eQ: Why is this source code free?\u003c\/strong\u003e\u003cbr\u003e\n  A: This codebase is distributed under an open educational quant initiative to provide clean, readable architectural references for algorithmic traders and Python developers.\u003c\/p\u003e\n\n  \u003cp\u003e\u003cstrong\u003eQ: Does this bot require an expensive data vendor or Redis server?\u003c\/strong\u003e\u003cbr\u003e\n  A: No. All proprietary Rithmic\/Redis infrastructure code has been converted into simple, clearly commented execution stubs so you can plug in any data feed or paper engine you prefer.\u003c\/p\u003e\n\n  \u003cp\u003e\u003cstrong\u003eQ: Can I modify this for other instruments (e.g., ES, NQ, UB)?\u003c\/strong\u003e\u003cbr\u003e\n  A: Yes. Simply update the \u003ccode\u003eSYMBOL\u003c\/code\u003e constant and recalibrate the tick value and ATR parameters in the configuration block.\u003c\/p\u003e\n\n  \u003cp\u003e\u003cstrong\u003eDetailed breakdown:\u003c\/strong\u003e \u003ca href=\"https:\/\/www.theorderbookedge.com\/p\/inside-a-treasury-futures-trading\"\u003eInside a Treasury Futures Trading Strategy\u003c\/a\u003e\u003c\/p\u003e\n\n  \u003chr\u003e\n\n  \u003c!-- MANDATORY DISCLAIMER --\u003e\n  \u003cdiv style=\"font-size: 0.85em; color: #64748b; margin-top: 25px; line-height: 1.5;\"\u003e\n    \u003cstrong\u003eRISK DISCLAIMER:\u003c\/strong\u003e\u003cbr\u003e\n    This software is provided for \u003cstrong\u003eEDUCATIONAL AND RESEARCH PURPOSES ONLY\u003c\/strong\u003e and does NOT constitute financial, investment, or trading advice. Futures trading involves substantial risk of loss and is not suitable for all investors. Backtested or estimated past performance is no guarantee of future results. Never trade live capital without thoroughly paper-trading and consulting a licensed financial professional.\n  \u003c\/div\u003e\n\n\u003c\/div\u003e","brand":"HFTCODE.COM","offers":[{"title":"Default Title","offer_id":67588614488373,"sku":null,"price":0.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0967\/8549\/8421\/files\/bot_zn_steepener_2__thumbnail.jpg?v=1790602147","url":"https:\/\/hftcode.com\/products\/10-year-treasury-curve-steepener-bot-znu6-free-python-quant-trading-strategy-source-code","provider":"HFTCODE.COM","version":"1.0","type":"link"}