Simple Portfolio System | QuantumResearch

12 Mei

Static Allocation Engine for Smarter Crypto Exposure

The Simple Portfolio System (SPS) by QuantumResearch is a lightweight yet powerful asset allocation framework, designed for investors who want a smarter, more disciplined alternative to passive buy-and-hold. SPS allocates capital across four customizable assets — BTC, ETH, SOL, and SUI — using a volatility-adjusted momentum engine powered by the proprietary AVWO indicator.

🔍 Key Features:
✅ Adaptive Allocation Logic
Every day, the system evaluates trend strength using the AVWO oscillator. Each asset showing a bullish signal receives a fixed 25% portfolio allocation.

📉 Dynamic Cash Protection
If no asset is trending, SPS automatically shifts to 100% cash, minimizing exposure during sideways or bearish market phases.

📈 Equity Curve Overlay
Compare the strategy's performance against traditional Buy & Hold — both equity curves are plotted for clear benchmarking.

🧠 Proprietary Signal Engine
Powered by AVWO, a custom volatility-weighted oscillator developed by QuantumResearch, designed to filter noise and highlight adaptive trend signals.

📋 Live Performance Dashboard
Real-time metrics include:

Sharpe Ratio
Sortino Ratio
Omega Ratio
Max Drawdown (%)
Current Asset Allocations & Weights

⚙️ System Logic Overview:
Up to four assets analyzed: BTC, ETH, SOL, SUI
If one or more assets are detected as trending, each receives 25% allocation
If none are trending, capital remains unallocated (cash)
Allocation signals are recalculated daily
Backtest begins: 03 May 2023

📌 Use Case:
This system is ideal for:

-Investors seeking to avoid overexposure during weak or range-bound markets
-Traders who want to capture clear trend opportunities
-Portfolio builders looking to benchmark adaptive exposure vs. passive HODL strategies

Built by QuantumResearch — engineered for simplicity, clarity, and tactical trend participation.

⚠️ Important Disclaimer:

Past performance is not indicative of future results. All trading strategies carry risk.

This tool is provided for educational and research purposes only.
Not financial advice. Always conduct your own analysis and consult with a financial advisor before making investment decisions.

12 Mei

Nota Keluaran

Fix the allocation size.

12 Mei

Nota Keluaran

add the Cash row so it is more explicit.

5 hari lalu

Nota Keluaran

Fix code