INVITE-ONLY SCRIPT
已更新 RS++ High Beta Majors Allocation | viResearch
RS++ High Beta Majors Allocation | viResearch
Conceptual Foundation and Innovation
The "RS++ High Beta Majors Allocation" is a next-generation portfolio rotation algorithm designed to capture alpha from high-volatility (high-beta) crypto assets. Building on the RS+ framework, this strategy expands the asset pool beyond BTC, ETH, and SOL to include newer and more volatile contenders like SUI and XRP. The goal is to rotate dynamically among these five majors—allocating to the strongest trending asset while minimizing exposure during broad-market weakness.
The strategy introduces enhanced comparative scoring using a multi-layered relative strength matrix that accounts for cross-asset momentum in real-time. Combined with a regime-based trend filter, it adapts not only to market leadership but also to prevailing risk conditions, significantly improving capital efficiency over traditional buy-and-hold strategies.
Technical Composition and Calculation
At the heart of the RS++ model lies a sophisticated five-asset ratio matrix. Each asset is evaluated against the others using relative price ratios, and each pair is scored through a hybrid strength model based on universal trend filters and statistical thresholds.
Expanded Universe: The script evaluates BTC, ETH, SOL, SUI, and XRP—each chosen for their liquidity and volatility profile, enhancing the potential for outperformance.
Relative Strength Matrix: A 5x5 matrix compares all assets against one another to determine momentum dominance. The asset with the highest cumulative score is considered the dominant major.
Trend Regime Filter: Before allocation, both the market regime (via BTC or a custom source) and the individual asset must pass trend confirmation to qualify for inclusion, reducing whipsaw exposure.
Equity Tracking: A real-time system equity line tracks portfolio performance from a custom user-defined start date.
Drawdown Measurement: Maximum drawdown is computed in real-time to assess risk exposure.
Performance Metrics
The script measures key quantitative metrics to evaluate performance robustness:
Max Drawdown: Assesses capital risk and largest equity dip from peak to trough.
Sharpe/Sortino/Omega Ratios (optional in previous versions): Can be adapted for future inclusion.
ROC-Based Returns: Allocation logic and equity growth are tied to ROC (rate of change), making it highly responsive to price action.
User Interface and Features
This version introduces user-centric customization and quality-of-life improvements:
Asset Toggle via Tickers: Simply switch any ticker to "USDT" to exclude it from the rotation universe.
Equity Chart Overlay: Real-time equity plotted with color-coded trend backgrounds for easy interpretation of active holdings.
Dominant Asset Panel: A dashboard displays the currently allocated asset and scores of all assets for comparative insights.
Usage Recommendation: The script includes an embedded suggestion to pair this strategy with the Crypto Market Confidence Period indicator for even better macro-filtering.
Timeframe Guardrail: A soft enforcement feature suggests usage on the 1D timeframe for optimal accuracy.
Practical Applications
This strategy is ideal for traders who prefer a tactical, risk-managed approach to high-beta crypto portfolios. Use cases include:
Active Rotation Management: Switches capital between the strongest trending assets to capture momentum across cycles.
Macro Regime Sensitivity: The trend filter avoids allocation during weak macro trends, moving to cash and preserving equity.
High-Volatility Environments: Particularly effective in bull phases or during sector rotations where traditional assets underperform.
Strategic Value and Advantages
The RS++ script blends alpha-generation with institutional-level risk filtering, making it a powerful tool for active portfolio managers. The expanded universe allows for exposure to emerging market leaders while the scoring and filtering mechanism ensures trades are made with precision. Real-time equity visualization and intuitive alerts help traders stay aligned with system output without constant screen-watching.
Summary and Usage Tips
The "RS++ High Beta Majors Allocation" script offers a versatile and powerful method for crypto portfolio allocation with an emphasis on dynamic strength, risk control, and adaptability. Traders are encouraged to:
* Use the recommended 1D timeframe for stability.
* Pair the strategy with macro filters like the Crypto Market Confidence Period.
As always, backtest thoroughly and remember that no model guarantees future performance. Use this tool as part of a broader risk-managed trading framework.
Conceptual Foundation and Innovation
The "RS++ High Beta Majors Allocation" is a next-generation portfolio rotation algorithm designed to capture alpha from high-volatility (high-beta) crypto assets. Building on the RS+ framework, this strategy expands the asset pool beyond BTC, ETH, and SOL to include newer and more volatile contenders like SUI and XRP. The goal is to rotate dynamically among these five majors—allocating to the strongest trending asset while minimizing exposure during broad-market weakness.
The strategy introduces enhanced comparative scoring using a multi-layered relative strength matrix that accounts for cross-asset momentum in real-time. Combined with a regime-based trend filter, it adapts not only to market leadership but also to prevailing risk conditions, significantly improving capital efficiency over traditional buy-and-hold strategies.
Technical Composition and Calculation
At the heart of the RS++ model lies a sophisticated five-asset ratio matrix. Each asset is evaluated against the others using relative price ratios, and each pair is scored through a hybrid strength model based on universal trend filters and statistical thresholds.
Expanded Universe: The script evaluates BTC, ETH, SOL, SUI, and XRP—each chosen for their liquidity and volatility profile, enhancing the potential for outperformance.
Relative Strength Matrix: A 5x5 matrix compares all assets against one another to determine momentum dominance. The asset with the highest cumulative score is considered the dominant major.
Trend Regime Filter: Before allocation, both the market regime (via BTC or a custom source) and the individual asset must pass trend confirmation to qualify for inclusion, reducing whipsaw exposure.
Equity Tracking: A real-time system equity line tracks portfolio performance from a custom user-defined start date.
Drawdown Measurement: Maximum drawdown is computed in real-time to assess risk exposure.
Performance Metrics
The script measures key quantitative metrics to evaluate performance robustness:
Max Drawdown: Assesses capital risk and largest equity dip from peak to trough.
Sharpe/Sortino/Omega Ratios (optional in previous versions): Can be adapted for future inclusion.
ROC-Based Returns: Allocation logic and equity growth are tied to ROC (rate of change), making it highly responsive to price action.
User Interface and Features
This version introduces user-centric customization and quality-of-life improvements:
Asset Toggle via Tickers: Simply switch any ticker to "USDT" to exclude it from the rotation universe.
Equity Chart Overlay: Real-time equity plotted with color-coded trend backgrounds for easy interpretation of active holdings.
Dominant Asset Panel: A dashboard displays the currently allocated asset and scores of all assets for comparative insights.
Usage Recommendation: The script includes an embedded suggestion to pair this strategy with the Crypto Market Confidence Period indicator for even better macro-filtering.
Timeframe Guardrail: A soft enforcement feature suggests usage on the 1D timeframe for optimal accuracy.
Practical Applications
This strategy is ideal for traders who prefer a tactical, risk-managed approach to high-beta crypto portfolios. Use cases include:
Active Rotation Management: Switches capital between the strongest trending assets to capture momentum across cycles.
Macro Regime Sensitivity: The trend filter avoids allocation during weak macro trends, moving to cash and preserving equity.
High-Volatility Environments: Particularly effective in bull phases or during sector rotations where traditional assets underperform.
Strategic Value and Advantages
The RS++ script blends alpha-generation with institutional-level risk filtering, making it a powerful tool for active portfolio managers. The expanded universe allows for exposure to emerging market leaders while the scoring and filtering mechanism ensures trades are made with precision. Real-time equity visualization and intuitive alerts help traders stay aligned with system output without constant screen-watching.
Summary and Usage Tips
The "RS++ High Beta Majors Allocation" script offers a versatile and powerful method for crypto portfolio allocation with an emphasis on dynamic strength, risk control, and adaptability. Traders are encouraged to:
* Use the recommended 1D timeframe for stability.
* Pair the strategy with macro filters like the Crypto Market Confidence Period.
As always, backtest thoroughly and remember that no model guarantees future performance. Use this tool as part of a broader risk-managed trading framework.
版本注释
Update | changing alert name 版本注释
update| added option to turn off Drawdown table版本注释
Update | added BNB, PAXG. also reduce the number of indicators used to just one版本注释
update| UI版本注释
update| added PAXG alert, sorry版本注释
update| name error 版本注释
update | improved alert logic for all allocationsNow triggers only on confirmed signal change at bar close with dynamic symbol names.
版本注释
Update to Pine Script v6 | nothing changed 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viResearch。
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
DM via TradingView for access, Thanks
提醒：在请求访问权限之前，请阅读仅限邀请脚本指南。
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viResearch。
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
DM via TradingView for access, Thanks
提醒：在请求访问权限之前，请阅读仅限邀请脚本指南。
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。