Spectra RS Inferno | QauntEdgeB

4 giorni fa

Introducing Spectra RS Inferno
-> Relative Strength Ranking Engine by QuantEdgeB

1. Purpose
Spectra RS Inferno is a multi-asset comparative ranking algorithm designed to surface the strongest-performing altcoins from a basket of up to 25 user-defined assets. Rather than scanning assets in isolation, it calculates relative strength pairwise across all assets producing a 625-signal matrix used to identify true outperformers.
This is a selection engine, not a trade signal generator. It helps you filter noise and allocate focus to statistically dominant assets.

2. Core Philosophy
-> Markets are competitive arenas - not everyone can be a winner at once. Spectra RS Inferno is built on the principle that
-> "Relative strength is the clearest signal of current dominance."
-> Unlike standalone momentum, this system assesses how each asset performs relative to others, making it invaluable for rotating markets, altcoin seasonality, and macro filtering.

3. Feature Architecture
1. Asset Universe
• You can define up to 25 assets (cryptos, forex, indices, etc.).
• Assets are ranked against each other using relative RSI scoring.
2. Relative Strength Score
• Assets are then ranked descendingly based on the sum of their relative strength against the other assets
4. Top Asset Selection
• The top 3 strongest assets (by score) are identified and stored.
• Their:
o Live Price
o Rate of Change (ROC)
o UNI2 Filter Signal
o Asset name
are extracted for use in allocation simulation and dashboard tables.

4. Signal Filtering
• Signals are further validated by a macro regime filter using a universal strategy, which acts as a universal market condition filter.
• The activation threshold is customizable.
• If none of the top assets pass the universal filter, the system allocates to cash (no position).

5. Equity Simulation Logic
✅ Simulation Mode (Optional)
• A non-executing equity curve is calculated to show what would happen if:
o You only held the top asset(s) passing the filter
o With no leverage and full capital rotation

⚙️ Simulation Settings
• Equity curve starts at 1 unit
• Updated at every bar post start date
• Drawdown, Sharpe, Sortino, and Omega ratios are calculated
• Allocation change count tracks how often the asset holding switches

⚠️ Disclaimer:
1. While the backtest feature demonstrates performance potential, this is not the recommended live trading mode. The best use-case for Spectra RS Inferno is asset selection, not execution. Combine it with your personal trading edge or system for superior risk/reward and entry timing.
2. Past performance is not indicative of future performance. Always conduct your own research before investing!


6. Visualization
1. Main Dashboard Table (Right)
-> Signal: ⬆️ if currently allocated; 🔄 otherwise
-> Returns: Total net return across all allocations
-> Max Drawdown: Worst equity drop during any allocation period

2. Backtest Panel (Left-Bottom)
-> Equity Max DD: Worst peak-to-trough drawdown
-> Sharpe Ratio: Return / Volatility (risk-adjusted)
-> Sortino Ratio: Return / Downside Deviation
-> Omega Ratio: Positive Return Area / Negative Return Area
-> Net Profit: Net % return from start
-> Position Changes: Allocation changes across time

3. Top 3 Display (Top Right)
-> Always shows the current top 3 ranked assets.
-> Updated live at every bar.

Color Coding
• Customizable themes ("Strategy", "Solar", "Warm", etc.)
• Active allocation is optionally color-coded per asset

7. Advanced Notes
Pairwise Architecture
The core RS function compares A/B performance via RSI, but the real magic happens in how this comparison is done for all possible asset pairs — creating a relational strength model.

Regime Filtering
Universal Strategy signal is used as a meta-filter, ensuring trades are only allowed in favorable environments. This reduces exposure to false positives in volatile markets.

Alerts
Built-in alert triggers notify when allocation changes - so you never miss a momentum shift.

✅ Ideal Use Case
• Traders or investors managing altcoin portfolios
• Rotational strategies
• Smart allocation across high momentum assets
• Avoiding laggards and weak performers
• Strategic analysis - not auto execution

🔚 Conclusion
Spectra RS Inferno is your momentum microscope, scanning relative strength with mathematical precision. Whether you're rotating into altcoins, leading sectors, or currencies, this tool answers the question:
1. "What’s winning the performance war right now?"
2. It’s not a trigger - it’s your targeting system.
3. Use it to deploy your capital only where strength is proven.

📌 Trade with Statistical Precision | Powered by QuantEdgeB

🔹 Disclaimer: Past performance is not indicative of future results.
🔹 Strategic Advice: Always backtest, optimize, and align parameters with your trading objectives and risk tolerance before live trading.

l’altro ieri

Note di rilascio

Added Bitcoin Buy and Hold equity curve for comparison use.