RS Alpha α | viResearch

Conceptual Foundation and Strategy Innovation
RS Alpha α is a dynamic, multi-asset crypto allocation engine designed for precision rotation among trending major assets. Grounded in intra-asset relative strength and enhanced by real-time trend classification, this model moves beyond static filters—adapting allocations to prevailing momentum and volatility regimes.
The strategy is purpose-built to extract tactical alpha in high-beta environments while minimizing whipsaw and drawdowns during uncertain conditions. It achieves this via a systematic, multi-layer filter stack: statistical ranking, trend validation, and risk-adjusted performance scoring.
Technical Architecture and Signal Composition
Relative Strength Matrix:
Assets are scored using a comprehensive 7x7 ratio matrix comparing each asset’s relative momentum against all others. Each row contributes to a cumulative trend score, identifying the top-performing names based on cross-asset strength.
Trend Filters (Multi-Timeframe Adaptive):
Each candidate must pass intra-trend classification (12H, 8H, 4H) and optionally a macro trend regime filter using a user-defined market benchmark (e.g., BTC or ETH on 1D).
Beta & Alpha Filter:
Assets are further screened using custom beta and alpha calculations versus a benchmark. When enabled, only assets showing above-median beta and alpha values are retained.
Optional Risk Ratios:
Sharpe, Sortino, and Omega ratio filters are included (opt-in) for forward testing purposes. These risk metrics refine selection in volatile regimes but are not required for core functionality.
Equity Engine & Allocation Logic:
A real-time system equity curve grows based on rate of change (ROC) from allocated assets, with support for:
- 100% single asset allocation
- 50/50 equal split if scores match closely
- 80/20 weighted allocation based on dominance
Performance Tracking and Alerts
- System Equity Visualization: Real-time equity plotted using dynamic coloring tied to the primary asset allocation.
- Drawdown Table: Tracks max equity drawdown since a user-defined start date.
- Dominant Asset Panel: Displays current allocation format (100%, 80/20, or 50/50) and scoreboard of all considered assets.
- Allocation Alerts: Sends alerts when asset rotation occurs, with clear breakdowns of new weightings and symbol changes.
- Timeframe Guard: Warns users if running on anything other than the recommended 1D timeframe.
Customization and UX Enhancements
- Asset Inclusion Toggle: Easily exclude assets from rotation by changing their input to "USDT".
- Background Overlay (Optional): Background color highlights the dominant asset dynamically, with adjustable transparency.
- User Switches for All Visual Modules: Toggle individual elements such as alerts, drawdown, dominant tables, or error messages.
Use Case and Target Audience
This tool is ideal for:
- Active crypto portfolio managers seeking structured, rule-based asset rotation
- Tactical traders who value adaptability and clarity in allocation shifts
- Swing traders operating within medium to high-beta environments
It thrives particularly during bull trends, sector rotations, or when paired with macro regime filters like market confidence signals.
Summary
RS Alpha α provides a comprehensive, data-driven framework for crypto asset rotation. It combines statistical rigor with real-time responsiveness, offering high customization and strong risk awareness. Designed for professionals and advanced retail traders alike, it’s both a decision-support tool and a visual performance dashboard.
⚠️ Always validate any strategy with proper backtesting and forward tracking. While RS Alpha α provides robust signal logic, it is one component in a larger portfolio and risk management process.
- Added option to enable/disable intra-bar updates.🔮
PS. Regardless of whether you enable/disable it, it's always recommended to set an alert !!🚨
- allocate 100% to TOP asset, instead of 80/20 btw TOP 2🦙
- 50/50 split when TOP 2 scores are equal, with a highlighted background for the 2nd asset ✨
- added allocation % to the labels 💸🪙
Skrip jemputan sahaja
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Arahan penulis
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Penafian
Skrip jemputan sahaja
Hanya pengguna yang diluluskan oleh penulis boleh mengakses skrip ini. Anda perlu memohon dan mendapatkan kebenaran untuk menggunakannya. Ini selalunya diberikan selepas pembayaran. Untuk lebih butiran, ikuti arahan penulis di bawah atau hubungi terus viResearch.
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
Amaran: sila baca panduan kami untuk skrip jemputan sahaja sebelum memohon akses.