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Build and test survivorship-aware crypto rotation rankings. Use when allocating among BTC, ETH, and liquid altcoins with relative strength, breadth, liquidity, stress, turnover, and concentration controls.
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基于 SOC 职业分类
Define and test objective candlestick geometry. Use when labeling OHLC patterns, comparing body/wick rules, or evaluating a closed-bar entry with context and cost controls.
Trade within ascending, descending, and horizontal channels. Use when range trading, riding trends with defined boundaries, or finding breakout setups.
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Define and test flag or pennant continuation shapes. Use when measuring an impulse, consolidation, closed-bar break, invalidation, and measured-move hypothesis.
Define and test head-and-shoulders or inverse patterns. Use when measuring objective pivots, neckline breaks/retests, symmetry, invalidation, and measured-move outcomes.
| name | altcoin-rotation |
| description | Build and test survivorship-aware crypto rotation rankings. Use when allocating among BTC, ETH, and liquid altcoins with relative strength, breadth, liquidity, stress, turnover, and concentration controls. |
| license | Apache-2.0 |
| metadata | {"author":"ske-labs","version":"4.0"} |
Rank a liquid, survivorship-aware crypto universe and rotate only when relative strength and breadth improve without a BTC stress event.
| Input | Reproducible measure | Use |
|---|---|---|
| Relative strength | Candidate/BTC and candidate/ETH total return over frozen lookbacks | Rank, do not predict |
| Breadth | Share of eligible alts outperforming BTC | Require broad participation |
| Liquidity | Median dollar volume, spread, depth, listing age | Exclude untradeable winners |
| BTC stress | BTC drawdown, realized volatility, and market breadth | De-risk when the common factor dominates |
| Concentration | Pairwise correlation and BTC beta | Cap duplicated exposure |
Build the universe from assets that were actually tradable at each historical date. Exclude stablecoins, wrapped duplicates, recent listings without sufficient history, and instruments that fail the account's liquidity floor. Do not use today's top coins in an old backtest.
get_candles(symbol="BTC/USD", exchange="binance", interval="1d", count=120)
get_candles(symbol="ETH/BTC", exchange="binance", interval="1d", count=120)
get_candles(symbol=<candidate_btc_pair>, exchange=<exchange>, interval="1d", count=120)
Rank and gate candidates by predeclared return lookbacks, breadth, liquidity, and correlation. Treat BTC dominance as optional context only when sourced from a consistent, documented series.
Rebalance on a fixed schedule with a no-trade buffer so small rank changes do not create fee churn. Compare the rotation with BTC-only, ETH/BTC, and equal-weight eligible-universe benchmarks.
Report universe date, excluded assets, lookbacks, ranks, breadth, BTC stress state, turnover, expected costs, proposed weights, and the condition that returns the portfolio to its defensive allocation.