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🚀 Relative Strength Matrix Portfolio - Advanced Multi-Asset Rotation Strategy
This institutional-grade portfolio rotation system represents a culmination of sophisticated quantitative research methodologies, delivering a comprehensive approach to systematic crypto-asset selection and portfolio management. Through advanced relative strength analysis and multi-factor filtering, the system identifies optimal trading opportunities while maintaining strict risk management protocols.
The Matrix Foundation
At its core, the system employs an intricate relative strength matrix that evaluates each asset against every other asset in the universe through RSI calculations. This creates a robust scoring framework where assets accumulate points based on their relative performance, generating a detailed picture of market leadership and strength. The matrix calculations account for the complex interrelationships between assets, ensuring a thorough understanding of relative performance.
Multi-Factor Filtering Framework
Beyond the foundational matrix, the system incorporates sophisticated filtering mechanisms that analyze multiple aspects of asset behavior:
Alpha and Beta Analysis examines each asset's performance characteristics relative to the broader market, identifying those that demonstrate superior risk-adjusted returns while maintaining favorable volatility profiles.
The GunzoTrendSniper algorithm provides specialized trend analysis, ensuring selected assets maintain positive directional bias. This combines with momentum calculations that evaluate price action characteristics across multiple timeframes.
Risk-adjusted performance metrics including Sharpe, Sortino, and Omega ratios undergo continuous calculation, offering deep insight into the quality of returns. These metrics ensure selected assets not only perform well but do so with favorable risk characteristics.
Market Regime Analysis
The system maintains constant awareness of broader market conditions through analysis of total cryptocurrency market capitalization (TOTAL). This crucial overlay determines whether market conditions warrant active positions or defensive positioning. When market trends or valuations deteriorate beyond critical thresholds, the system enters a protective cash state, preserving capital during adverse conditions.
Scoring Integration
The comprehensive scoring mechanism integrates all analyzed factors into a unified ranking system. Assets must demonstrate strength across multiple categories to qualify for selection, ensuring well-rounded technical characteristics rather than isolated metric strength.
Position Selection & Management
Final asset selection emerges from a rigorous evaluation process where candidates must:
- Rank highly in the relative strength matrix
- Display favorable alpha and beta metrics
- Maintain strong momentum characteristics
- Demonstrate superior risk-adjusted returns
- Pass the GunzoTrendSniper criteria
- Meet minimum threshold requirements across all metrics
Performance Analytics
The sophisticated dashboard provides real-time performance tracking, comparing strategy results against traditional buy-and-hold approaches. This includes:
- Risk-adjusted return metrics
- Maximum drawdown analysis
- Comparative performance ratios
- Real-time equity curves
- Current system state indication
- Active position monitoring
Timeframe Flexibility
While optimized for daily analysis, the system's mathematical framework adapts seamlessly across timeframes. The core logic maintains effectiveness whether deployed for intraday trading or longer-term position management.
Professional Applications
This system serves multiple roles in professional trading environments:
- Portfolio managers seeking systematic rotation strategies
- Risk managers requiring market state evaluation
- Quantitative analysts conducting relative strength assessment
- Long-term investors pursuing systematic exposure
- Active traders requiring comprehensive market analysis
Financial Advisor Disclaimer
This indicator is for informational and educational purposes only and should not be considered financial advice or a recommendation to buy, sell, or hold any investment or security. The creator is not a registered investment advisor. Trading and investing in financial markets carries significant risk, including the potential loss of principal. Past performance does not indicate future results. Users must conduct their own due diligence and consult with licensed financial advisors, accountants, or attorneys for professional advice regarding their specific situation before making any investment decisions. The user assumes all responsibility and liability for their trading and investment decisions.
This institutional-grade portfolio rotation system represents a culmination of sophisticated quantitative research methodologies, delivering a comprehensive approach to systematic crypto-asset selection and portfolio management. Through advanced relative strength analysis and multi-factor filtering, the system identifies optimal trading opportunities while maintaining strict risk management protocols.
The Matrix Foundation
At its core, the system employs an intricate relative strength matrix that evaluates each asset against every other asset in the universe through RSI calculations. This creates a robust scoring framework where assets accumulate points based on their relative performance, generating a detailed picture of market leadership and strength. The matrix calculations account for the complex interrelationships between assets, ensuring a thorough understanding of relative performance.
Multi-Factor Filtering Framework
Beyond the foundational matrix, the system incorporates sophisticated filtering mechanisms that analyze multiple aspects of asset behavior:
Alpha and Beta Analysis examines each asset's performance characteristics relative to the broader market, identifying those that demonstrate superior risk-adjusted returns while maintaining favorable volatility profiles.
The GunzoTrendSniper algorithm provides specialized trend analysis, ensuring selected assets maintain positive directional bias. This combines with momentum calculations that evaluate price action characteristics across multiple timeframes.
Risk-adjusted performance metrics including Sharpe, Sortino, and Omega ratios undergo continuous calculation, offering deep insight into the quality of returns. These metrics ensure selected assets not only perform well but do so with favorable risk characteristics.
Market Regime Analysis
The system maintains constant awareness of broader market conditions through analysis of total cryptocurrency market capitalization (TOTAL). This crucial overlay determines whether market conditions warrant active positions or defensive positioning. When market trends or valuations deteriorate beyond critical thresholds, the system enters a protective cash state, preserving capital during adverse conditions.
Scoring Integration
The comprehensive scoring mechanism integrates all analyzed factors into a unified ranking system. Assets must demonstrate strength across multiple categories to qualify for selection, ensuring well-rounded technical characteristics rather than isolated metric strength.
Position Selection & Management
Final asset selection emerges from a rigorous evaluation process where candidates must:
- Rank highly in the relative strength matrix
- Display favorable alpha and beta metrics
- Maintain strong momentum characteristics
- Demonstrate superior risk-adjusted returns
- Pass the GunzoTrendSniper criteria
- Meet minimum threshold requirements across all metrics
Performance Analytics
The sophisticated dashboard provides real-time performance tracking, comparing strategy results against traditional buy-and-hold approaches. This includes:
- Risk-adjusted return metrics
- Maximum drawdown analysis
- Comparative performance ratios
- Real-time equity curves
- Current system state indication
- Active position monitoring
Timeframe Flexibility
While optimized for daily analysis, the system's mathematical framework adapts seamlessly across timeframes. The core logic maintains effectiveness whether deployed for intraday trading or longer-term position management.
Professional Applications
This system serves multiple roles in professional trading environments:
- Portfolio managers seeking systematic rotation strategies
- Risk managers requiring market state evaluation
- Quantitative analysts conducting relative strength assessment
- Long-term investors pursuing systematic exposure
- Active traders requiring comprehensive market analysis
Financial Advisor Disclaimer
This indicator is for informational and educational purposes only and should not be considered financial advice or a recommendation to buy, sell, or hold any investment or security. The creator is not a registered investment advisor. Trading and investing in financial markets carries significant risk, including the potential loss of principal. Past performance does not indicate future results. Users must conduct their own due diligence and consult with licensed financial advisors, accountants, or attorneys for professional advice regarding their specific situation before making any investment decisions. The user assumes all responsibility and liability for their trading and investment decisions.
Nota Keluaran
V1.1Improved strategy logic, implemented a market regime filter to identify whether the market is trending or mean reverting. The strategy now utilizes different entry and exit criteria depending on the market regime:
Mean reversion:
The strategy will enter positions when we are in a period of high value.
Trending:
The strategy will enter positions when the trend probability indicators (medium and long term) are both bullish.
Nota Keluaran
V1.2Patch release
Nota Keluaran
V1.3Small update to script parameters
Nota Keluaran
V2Nota Keluaran
V2.1Nota Keluaran
V2.2Skrip jemputan sahaja
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Skrip jemputan sahaja
Hanya pengguna yang diberikan kebenaran oleh penulis mempunyai akses kepada skrip ini dan ini selalunya memerlukan pembayaran. Anda boleh menambahkan skrip kepada kegemaran anda tetapi anda hanya boleh menggunakannya selepas meminta kebenaran dan mendapatkannya daripada penulis — ketarhui lebih lanjut di sini. Untuk lebih butiran, ikuti arahan penulis di bawah atau hubungi AlphaNatt secara terus.
TradingView tidak menyarankan pembayaran untuk atau menggunakan skrip kecuali anda benar-benar mempercayai penulisnya dan memahami bagaimana ia berfungsi. Anda juga boleh mendapatkan alternatif sumber terbuka lain yang percuma dalam skrip komuniti kami.
Arahan penulis
DM me for access to private scripts
Amaran: sila baca panduan kami untuk skrip jemputan sahaja sebelum memohon akses.
Penafian
Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.