King of Iron FistRotation desk

Tekken ImpulseImpulse

The sector book, crypto, and QQQ / Miners sit on one curve. Set each book’s percentage, or leave some in cash. The blend follows the sector calendar and starts once every book has a mark.The sector book, crypto, and QQQ / Miners sit on one curve. Set each book’s percentage, or leave some in cash. The blend follows the sector calendar and starts once every book has a mark.

Mix

  • Sector book0%
  • Crypto20%
  • QQQ / Miners80%
  • Cash0%

Weights

Sector book0%
Crypto20%
QQQ / Miners80%
Cash0%

Weights stay whole numbers and add up to 100%. Moving one scales the others. Cash earns the 13-week T-bill and does not trade. Equal split gives each weight 25%.

Bar

Each book keeps its own rules. Marks are placed on the sector book’s calendar, so a crypto weekend is carried to the next session. Cash earns the 13-week T-bill. The blend starts once every book has a mark.

The sector slice is the sector tab’s book: Momentum-4 at 55%, a 60% overlap cap, and a sleeve only while that ETF closes above its 200-day average. QQQ / Miners follows that tab’s ladder, stop, miners ETF, leverage, leader, and gates. Crypto follows that tab’s SuperTrend votes, persistence sizing, own 250-day trend filter, 60% strength-4 rung, 70% sleeve cap, 14% tail-risk cap, turning-point cut, and gold-or-USDC idle rule.

Profit

On. Growth of 100 and the equity curve are divided by how much CPI has risen since the window opened (FRED CPIAUCSL). Drawdown, Sharpe, and the tables stay nominal.

Allocation

0 / 20 / 80 / 0

Sector book · Crypto · QQQ / Miners · Cash

Blend from

—

The shared window starts once every book has a mark.

Growth of 100

—

Indexed at the open of the window

Risk

—

Peak-to-trough on the curve

Equity

Strategy versus buy and hold

Pulling daily bars…
Indicator settings
Impulse
Trend

How this follows the script

  • The default book is IXC, IXN, IXJ, RING, MXI, IXG, RXI, IXP, EXI, REET, VEGI, and JXI. The crypto tab is the 20 largest non-stablecoin tokens that are at least five years old, plus gold. The QQQ / Miners tab scores QQQ and the miners ETF on their own impulse and buys the leader. You can also paste any twelve tickers. The Portfolio tab blends those three books by the percentages you set, and can leave the rest in cash. Cash earns the 13-week T-bill. Marks use the sector calendar, and the blend starts once every book has a price.
  • Every pair awards exactly one point. Ties in the total go to the earlier slot, so cash wins only when its score is strictly higher.
  • The impulse score adds a Gaussian-smoothed EMA trend, a median-absolute-deviation trend, two momentum votes, and optionally RSI versus its average. It lands roughly between −5 and +5.
  • The sector curve books each bar to the previous bar’s leader. Its bars are NYSE sessions, 9:30–16:00 ET. When that leader changes, only the open-to-close move is counted. A 2-day or 3-day bar opens on its first session and closes on its last. Size is full at 4 or above, half from 1 to 3, otherwise flat. A trade stops if price falls two standard deviations of that asset’s prior 30 daily closes below its entry, and it is bought again at the next bar’s open if it is still the leader. The crypto tab does not use that one-name book. It runs daily, 2-day, or 3-day bars paired from the first shared day, takes the top two names that beat cash by more than a point, except LEO. Pair votes default to SuperTrend. A name already in a sleeve keeps that slot unless a challenger scores more than 2 points higher, and it still has to beat cash by more than a point. Sleeves are sized by impulse: 4 takes 60% of the account and 5 takes 100%, and no single sleeve may exceed 70% of the account. A signal below 4 takes none. A sleeve is trimmed toward half size until the name’s impulse has held at 4 or 5 across its last four decisions, and reaches full size once it has. A name is sized only while it trades above its own 250-day average; below that it is not held. Total book risk is capped: if the weighted 5th-percentile return of the held sleeves over the last 60 daily bars exceeds 14%, all sleeves are scaled down to meet it. The cap can only reduce exposure. If the two weights add up to more than the account, they are scaled to fit. If BTC’s daily close is not above its 250-day average, both sleeves go to zero and the account sits in gold when gold’s own impulse is +1 or higher, and in USDC at 0% yield when that score is 0 or below. Shortly after BTC’s 100-day trend flips, the book runs at roughly a third of its normal size for ten bars. The idle rule can be turned off, and then that money always sits in gold. A flip between gold and USDC rebalances at the usual fee. Decisions are filled at the next bar’s open. Positions are reset only when the picks, the sleeve weights, the trend, or that gold/USDC choice change. There is no stop. Spot names pay 0.07% and the rest pay 0.045%, plus 0.05% slippage on each side. The QQQ / Miners tab scores QQQ and the miners ETF on their own impulse. A positive score buys QQQ and a negative score buys the miners ETF. A held name switches only when the other leads by 2 points. A signal of 1 or 2 takes 25%, 3 takes 75%, and 4 or 5 takes 100%. The miners ETF is capped at 15%. Unused weight sits in gold only while an ETF is held. A signal below 1, and the proceeds of a stop, stay in cash and earn the 13-week T-bill yield. A signal of 3 takes 75% of the account. New entries are halved while the curve is more than 8% below its peak. The stop defaults to four standard deviations of the prior 30 daily returns under the previous day’s high. Turning on 1.5x QQQ holds a signal of 4 or 5 as 50% QQQ and 50% QLD. An optional boost lifts a QQQ score of 1 or more to the full rung when 12-month event-weighted momentum agrees.
  • Stock and ETF prices are dividend-adjusted (total return). Crypto prices are CoinMarketCap USD candles. XAU-USD is Tether Gold from CoinMarketCap. Pair trends are rebuilt from those bars, so the matrix will rhyme with TradingView rather than match it tick for tick. This is a study of the rules, not an order ticket.