Gabriel's Asset Rotation System

📈 Gabriel's Asset Rotation System
Overview
Gabriel’s Asset Rotation System is an advanced multi-asset trend-following tool that dynamically ranks and rotates up to 6 assets (plus USD) based on a customizable trend scoring matrix. Using enhanced signal detection techniques like Cauchy-weighted Supertrend, Jurík RSX, Fisherized CCI, Kalman-filtered PSAR, and Dynamic DMI Smoothing, the system identifies the most dominant asset and simulates strategy equity performance compared to buy-and-hold benchmarks.

🔍 Key Features
✅ Multi-Asset Rotation: Analyze up to 6 symbols and USD simultaneously.

✅ Relative Strength Matrix: Compares every asset against each other to find outperformers.

✅ Custom Trend Engine:

Jurik RSX with advanced RSX logic

Fisherized CCI for momentum confirmation

Kalman-smoothed PSAR for trend bias

SuperTrend using a Cauchy Moving Average

Smoothed DMI signal across looped periods (10–17)

✅ Dynamic Best Asset Detection: Identifies and tracks the asset with the highest trend score over time.

✅ Performance Table: Displays Sharpe, Sortino, and Omega Ratios along with drawdowns and means for both strategy and each asset.

✅ Visual Trend Matrix: Tabular view of asset strength comparisons against each other + final scoring.

✅ Realistic Strategy Equity Curve: Tracks performance assuming full capital rotation into the best asset.

✅ Alerts: Get notified when the top-performing asset changes.

⚙️ Inputs
🔹 Assets: Customize 6 tickers (crypto, stocks, ETFs, etc.)

🔹 Trend Classification Method:

RSI

CCI

SuperTrend

DMI

PSAR

or use all together

🔹 Jurik RSX Length

🔹 Fisherized CCI Length

🔹 Cauchy MA Gamma and ATR Settings

🔹 DMI Range and MA Type (SMA, EMA, HMA, etc.)

🔹 PSAR Parameters with Kalman smoothing

🔹 Custom Backtest Start Date

📊 Outputs
Plot 1: Best Asset Equity (colored dynamically)

Plot 2–7: Buy & Hold Curves for each asset (with labels)

Tables:

Rotation Matrix (bottom-right)

Best Performing Asset (bottom-center)

Performance Metrics Table (optional toggle)

🧠 Use Case Ideas
🔁 Dynamic Portfolio Rebalancing

⚖️ Compare Risk-Adjusted Returns Across Crypto or Stocks

🧪 Backtest Rotation Hypotheses

🚀 Identify Strongest Breakout Assets in Trend Environments

📉 Avoid Weakening Assets with Rising Drawdowns

🚨 Alerts
🔔 "New Optimal Asset": Triggers when a new top-ranking asset replaces the current one.