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Major Rotation System | QuantumResearch

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🚀 MRS | QuantumResearch 🚀

The Major Rotation System is an advanced quantitative system designed to dynamically allocate between Bitcoin (BTC), Ethereum (ETH), and Solana (SOL) based on a proprietary Trend Position Indicator (TPI) framework. The system monitors relative strength across assets and adapts allocations to maximize edge in trending conditions while avoiding significant drawdowns.

This tool is particularly valuable for long-term investors and active traders looking for a data-driven way to enhance their portfolio allocation without relying on subjective decision-making.

🔍 How It Works

The system continuously evaluates the strength of BTC, ETH, and SOL by applying the AVWO. This oscillator calculates how each asset is performing relative to its volume-weighted moving average and applies a dynamic threshold mechanism to identify bullish or bearish trends.

The Key Features:

✅ Asset Rotation Based on Strength – The system allocates to BTC, ETH, or SOL depending on which asset exhibits the strongest positive momentum signals.

✅ Adaptive Trend Position Indicator (TPI) – The TPI system scores each asset based on its recent performance, assigning higher weight to assets leading in momentum while reducing allocation to underperforming assets.

✅ Risk-Aware Positioning – When all assets show weak momentum, the system defaults to a cash position, mitigating unnecessary exposure in high-risk environments.

✅ Live Performance Tracking & Score Metrics – Displays Sharpe Ratio, Sortino Ratio, Omega Ratio, and Max Drawdown, providing users with clear risk/reward insights.

✅ Equity Growth Representation – The system tracks portfolio equity over time, displaying its growth relative to a Buy & Hold BTC strategy since 2023.


📊 Equity Performance Interpretation

The system plots a tracking equity curve that represents growth over time.

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🔹 Example interpretation:

An equity of 12 means the system has achieved a 12X return since 2023.

An equity of 5 means the system has achieved a 5X return compared to simply holding BTC over the same period.

📊 Tracking Equity Visualization:

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📌 How to Read the Scoring System

The system dynamically assigns scores to BTC, ETH, and SOL based on their score and TPI:

✅ Score of 2 → Strongest asset (highest allocation priority)
✅ Score of 1 → Secondary asset (moderate allocation)
✅ Score of 0 → Weak/no allocation
✅ If all assets score low, the system moves into cash to avoid market downturns

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📈 Current Recommended Positioning

💡 The system recommends an adaptive portfolio allocation based on real-time market conditions.

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⚠️ Disclaimer

The content provided is for informational and educational purposes only. Nothing contained within should be considered financial, investment, legal, or other professional advice. Past performance does not guarantee future results. Trading cryptocurrencies involves substantial risk of loss and is not suitable for every investor.

🔥 Maximize your market edge with the MRS | QuantumResearch system! 🚀
發行說明
It is no longer locked on the 1D timeframe.
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Added alerts condition
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Added alert condition for cash position
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User can now select the starting time
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We can now see the backtest result from 2018!
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Added SUI in the rotation
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Add the label back again
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You can now tweak the settings of the incorporate indicator AVWO.

Remember, tweaking the settings to get the best past price performance will lead to failure in the forward test.
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added alert function
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Added the Buy & Hold metric for a reference point.
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fix UI bug
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Ui fix
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Added Gold (PAXG) into the rotation for period where the system is in the cash position.

If the algo for PAXG is long then the Major rotation system will be exposed to gold. Otherwise it will be in cash position.
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fix the bgcolor
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Fixed the bgcolor.

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