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已更新 Major Rotation System | QuantumResearch
🚀 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.
🔹 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:
📌 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
📈 Current Recommended Positioning
💡 The system recommends an adaptive portfolio allocation based on real-time market conditions.
⚠️ 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! 🚀
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.
🔹 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:
📌 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
📈 Current Recommended Positioning
💡 The system recommends an adaptive portfolio allocation based on real-time market conditions.
⚠️ 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! 🚀
版本注释
It is no longer locked on the 1D timeframe.版本注释
Added alerts condition版本注释
Added alert condition for cash position版本注释
User can now select the starting time版本注释
We can now see the backtest result from 2018!版本注释
Added SUI in the rotation版本注释
Add the label back again版本注释
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.
版本注释
added alert function版本注释
Added the Buy & Hold metric for a reference point.版本注释
fix UI bug版本注释
Ui fix版本注释
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.
版本注释
fix the bgcolor版本注释
Fixed the bgcolor.版本注释
UI bug is now fix 仅限邀请脚本
只有经作者批准的用户才能访问此脚本。您需要申请并获得使用权限。该权限通常在付款后授予。如需了解更多详情，请按照以下作者的说明操作，或直接联系QuantumResearch。
除非您完全信任其作者并了解脚本的工作原理，否則TradingView不建议您付费或使用脚本。您还可以在我们的社区脚本中找到免费的开源替代方案。
作者的说明
Get access to the MRS here: https://whop.com/checkout/plan_I3uUF3XrVFPPJ/
🌐 Gain access to our cutting-edge tools:
whop.com/quantum-whop/
⚒️ Get access to our toolbox here for free:
quantumresearchportfolio.carrd.co
All tools and content provided are for informational and educational purposes only.
whop.com/quantum-whop/
⚒️ Get access to our toolbox here for free:
quantumresearchportfolio.carrd.co
All tools and content provided are for informational and educational purposes only.
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。
仅限邀请脚本
只有经作者批准的用户才能访问此脚本。您需要申请并获得使用权限。该权限通常在付款后授予。如需了解更多详情，请按照以下作者的说明操作，或直接联系QuantumResearch。
除非您完全信任其作者并了解脚本的工作原理，否則TradingView不建议您付费或使用脚本。您还可以在我们的社区脚本中找到免费的开源替代方案。
作者的说明
Get access to the MRS here: https://whop.com/checkout/plan_I3uUF3XrVFPPJ/
🌐 Gain access to our cutting-edge tools:
whop.com/quantum-whop/
⚒️ Get access to our toolbox here for free:
quantumresearchportfolio.carrd.co
All tools and content provided are for informational and educational purposes only.
whop.com/quantum-whop/
⚒️ Get access to our toolbox here for free:
quantumresearchportfolio.carrd.co
All tools and content provided are for informational and educational purposes only.
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。