RS Alpha α | viResearch

26 Jul

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.

2 Ogo

Nota Keluaran

update| fix equity curve error

17 Ogo

Nota Keluaran

UPDATE🚀 RS Alpha α | viResearch 🦙
- Added option to enable/disable intra-bar updates.🔮
PS. Regardless of whether you enable/disable it, it's always recommended to set an alert !!🚨

6 hari lalu

Nota Keluaran

Update!! RS Alpha α | viResearch🚀
- 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 💸🪙