Momentum RS | QuantumResearch

8月7日

🚀 Momentum RS | QuantumResearch

Momentum RS is a relative strength-based momentum rotation system developed by QuantumResearch. Unlike traditional relative strength tools that rely on static ratio comparisons (e.g., ETH/BTC), this script focuses on trend confirmation and momentum acceleration to dynamically rotate into the strongest trending asset across a customizable basket.

🔍 Key Highlights

✅ Trend-Validated Momentum Scoring:
Each asset is scored using trend following indicator. Only assets in a confirmed uptrend are eligible for rotation. No blind allocation into a pumping asset without trend validation.

🔄 Dynamic Asset Rotation:
The system selects the asset with the highest momentum among those currently in a bullish TPI state, switching only when a new asset becomes dominant.

💹 Backtestable Strategy:

Includes full equity curve tracking, swap count, and customizable fees. Automatically calculates:
Sharpe Ratio
Sortino Ratio
Omega Ratio
Max Drawdown
Net Profit vs HODL

📈 Momentum Visualization:
Each selected asset’s momentum score is displayed in a custom performance table, along with current trend signal (LONG or CASH) and overall strategy metrics.

⚙️ How It Works

Select up to 4 assets (e.g., BTC, ETH, SOL, SUI).
For each, the script computes:
Trend State via trend following indicator (1 = Bullish, -1 = Bearish)
Momentum Score to asses the winner
The strategy allocates 100% exposure to the asset with the highest momentum among those in an uptrend.
If no asset is trending, the strategy holds CASH.

📊 What Makes This Unique?
Most “relative strength” indicators compare the price ratio between two assets over time. This often leads to late rotations.

This tool is different:

It uses momentum and trend detection, not simple ratio analysis.
It’s designed to avoid false breakouts by requiring trend confirmation before rotating.
Ideal for rotational trading, momentum investing, and trend-following systems.

🧠 Best Use Cases

Rotational Crypto Strategies (BTC vs ETH vs SOL vs SUI)
Smart Trend Allocation with drawdown awareness
Backtest-ready edge validation vs HODL strategies
Low-frequency rebalancing with high signal quality

🛑 Disclaimer

This indicator is for educational purposes only. It does not constitute financial advice. Past performance does not guarantee future returns. Always use proper risk management.

8月7日

リリースノート

add alerts

8月9日

リリースノート

Enable/ able to display or not the table for mobile user

8月17日

リリースノート

UI update

9月8日

リリースノート

UI update with the equity color