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Momentum RS | QuantumResearch

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🚀 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.
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Отказ от ответственности

Информация и публикации не предназначены для предоставления и не являются финансовыми, инвестиционными, торговыми или другими видами советов или рекомендаций, предоставленных или одобренных TradingView. Подробнее читайте в Условиях использования.