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Trading Tools / Portfolio

Auto allocation (edge-weighted)

Signals are scored, sorted, and converted into exposure units under portfolio caps — not a flat signal list.

Engine constraints

max_total_exposure
3,00x
max_per_asset
1,00x
max_per_bucket
2,00x
max_correlation_cluster
1,50x

Score = expected return (%) × confidence × regime fit. Correlation cluster: BTC+ETH share "majors"; other bases are isolated.

By asset

  • AVAX0,50x
  • BTC1,00x
  • ETH0,50x
  • SOL1,00x

By bucket

  • crypto_beta_long1,00x
  • breakout_continuation1,00x
  • mean_reversion0,50x
  • volatility_expansion0,50x

By cluster

  • alt:AVAX0,50x
  • alt:SOL1,00x
  • majors1,50x
Allocation bookgross 3,00x / 3,00x
SignalScoreSize

SOL/USDC LONG

sig-3

2,346

1,00x

BTC/USDC LONG

sig-1

1,788

1,00x

ETH/USDC SHORT

sig-2

0,856

0,50x

AVAX/USDC SHORT

sig-4

0,302

0,50x

Filtered out
  • sig-5 BTC/USDCtotal_exposure_cap