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已更新 RS Alpha α | viResearch
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:
Performance Tracking and Alerts
Customization and UX Enhancements
Use Case and Target Audience
This tool is ideal for:
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.
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.
發行說明
update| fix equity curve error 發行說明
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 !!🚨
發行說明
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 💸🪙
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作者的說明
message me on X https://x.com/viResearch_
提醒：在請求訪問權限之前，請閱讀僅限邀請腳本指南。
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僅限邀請腳本
只有經作者批准的使用者才能訪問此腳本。您需要申請並獲得使用權限。該權限通常在付款後授予。如欲了解更多詳情，請依照以下作者的說明操作，或直接聯絡viResearch。
除非您完全信任其作者並了解腳本的工作原理，否則TradingView不建議您付費或使用腳本。您也可以在我們的社群腳本中找到免費的開源替代方案。
作者的說明
message me on X https://x.com/viResearch_
提醒：在請求訪問權限之前，請閱讀僅限邀請腳本指南。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。