#VJAnalysis | k=5 Inverse Vol Weighted
Here’s the current multi-asset :
#KMNOUS 0.08742 (+5.82%) | #METISUS 1.64 (+8.14%) | $DUSK 0.3215 (+4.27%) | $KAT .5123 (+6.91%) | $ARK 1.278 (+7.63%)
Quant Metrics
• Portfolio Vol: 41.6% (target 42%)
• Edge Score: 0.82%
• Total Exposure: 132% (5 tokens, equally weighted)
• Realized P&L (3D): +24.8% (+8.2% WoW)
Signal Stack
Trend Filter: Bullish 87% | Vol Regime: Low Vol 32% | Correlation Risk: Low 18%
Risk Model
Position size = 1/k × (1/σ) | Vol target 42% ann. | Kelly k=5 | Hourly rebalance | 25x leverage limit
Backtest 2023-2025
Win rate 58.7% | Profit factor 1.91 / 2.34 | Sharpe 2.34 | Max DD –9.2%
System Status: Algo Active • Long Bias • Multi-Asset Mode
Math over feelings.#VJAnalysis
Here’s the current multi-asset :
#KMNOUS 0.08742 (+5.82%) | #METISUS 1.64 (+8.14%) | $DUSK 0.3215 (+4.27%) | $KAT .5123 (+6.91%) | $ARK 1.278 (+7.63%)
Quant Metrics
• Portfolio Vol: 41.6% (target 42%)
• Edge Score: 0.82%
• Total Exposure: 132% (5 tokens, equally weighted)
• Realized P&L (3D): +24.8% (+8.2% WoW)
Signal Stack
Trend Filter: Bullish 87% | Vol Regime: Low Vol 32% | Correlation Risk: Low 18%
Risk Model
Position size = 1/k × (1/σ) | Vol target 42% ann. | Kelly k=5 | Hourly rebalance | 25x leverage limit
Backtest 2023-2025
Win rate 58.7% | Profit factor 1.91 / 2.34 | Sharpe 2.34 | Max DD –9.2%
System Status: Algo Active • Long Bias • Multi-Asset Mode
Math over feelings.#VJAnalysis
