Uptrick: Relative Strength Rotation System

Introduction
The Uptrick: Relative Strength Rotation System is an indicator engineered to implement a regime-aware tactical allocation strategy across a predefined set of user-specified assets. It visualizes a simulated equity curve produced by a closed, managed rotation engine. The system is designed to identify relative strength relationships dynamically and rotate into stronger-performing assets, while offering an optional fallback into a defensive state when market conditions are deemed unfavorable by the logic.

Overview
This indicator allocates capital by continuously evaluating the relative strength between all asset pairs within the selected group. Unlike simplistic momentum models or rank-based selectors, this system uses internally calculated scores that compare each asset across multiple dimensions, forming a comprehensive decision matrix. These scores are evaluated through a regime-aware layer that determines whether the system should remain invested or move into an idle allocation. The rotation logic is implemented through a rebalancing structure that maintains exposure to a single asset at any time, or transitions into a fallback asset such as cash or PAXG based on internal conditions. Outputs include a dynamically colored equity curve, context-sensitive labels, and optional overlays comparing buy-and-hold performance of the selected assets.

Originality
The indicator utilizes a scoring matrix based on custom asset-to-asset comparative ratios, resulting in a relational framework that evaluates assets in the context of each other rather than in isolation. Each asset is analyzed through multiple statistical dimensions, including trend strength and normalized deviation using Z-score calculations. These metrics form the foundation of an adaptive matrix used to derive consensus leadership. A key differentiator lies in the optional routing of idle allocations to PAXG—a tokenized gold asset—offering a non-cash defensive alternative that introduces both diversification and risk modulation not typically seen in rotation models. The engine also includes an override layer that filters decisions through market state awareness, adding tactical discipline during ambiguous or bearish regimes. Taken together, these features form a self-contained rotation mechanism with multiple embedded controls and fallback logic, all of which are abstracted from the user.

Inputs and Features
Exponential Length (EMA Length)
Specifies the smoothing length used by one of the internal scoring models. Lower values allow for more responsive asset comparisons, while longer values smooth out short-term volatility in score changes.

Z Score
Controls the statistical lookback length used for normalized relative comparisons. This Z-score is a cornerstone of the system’s comparative matrix, standardizing inter-asset ratio behaviors to detect statistically significant deviations from recent behavior. It allows the rotation engine to isolate and prioritize sustained leadership across assets, regardless of price volatility.

Rebalance Every N Bars
Sets how frequently the system evaluates potential changes in leadership. This controls the cadence of reallocation and can be tuned for faster or slower responsiveness.

When Bearish / Neutral, go to
Lets the user select how the system behaves during non-confirmed or bearish conditions. It can either route to a flat cash-equivalent state or into a user-defined defensive asset (such as PAXG), introducing an added layer of optional protection.

Cash Filter
Activates an override that forces the system into an idle state during unfavorable market regimes, even if a leader is otherwise present. This regime-aware mechanism adds another layer of conditional control to mitigate exposure risk.

Start Date
Defines the point in history from which the equity simulation begins. All calculations and equity values prior to this point are excluded.

Asset Inputs (Asset 1 to Asset 4)
Allow the user to specify up to four assets to be evaluated within the rotation universe. These may include crypto, forex, or other tradable symbols supported by TradingView.

PAXG Fallback Asset
Specifies the asset used as a fallback when the idle state is active and the defensive mode is set to PAXG rather than cash.

Color Settings
Users can customize the chart color palette for each asset and idle condition for enhanced clarity.

HODL Curve Toggles
Enable buy-and-hold equity curves for each input asset to be plotted for direct performance comparison with the system’s output.



Simple Mode
Reduces visual noise by simplifying the chart’s appearance and removing optional elements.

Background Color and Shadow Equity Fill
Offer additional styling options that reflect the system's current allocation, enhancing chart readability.

COLORED EQUITY CURVE - PAXG

COLORED EQUITY CURVE - CASH

SYSTEM

Current System Text Color
Allows further customization of label text for visibility across different asset themes.

Summary
The Uptrick: Relative Strength Rotation System is a rotation engine that leverages a proprietary scoring matrix to simulate tactical asset allocation. It analyzes inter-asset behavior through pairwise ratio metrics and statistically normalized scoring methods, enabling it to identify leadership dynamics within a defined universe. The inclusion of PAXG as a defensive fallback, regime-aware cash filtering, and customizable rebalancing cadence gives the system adaptability beyond traditional relative strength models. Users are provided with transparent visual feedback through an equity curve, contextual labels, buy-and-hold overlays, and real-time equity statistics. The system is not designed to disclose its internal mechanics, but it enables full visualization of its output and decisions for comparative analysis.

Disclaimer
This script is intended solely for educational and informational purposes. It does not constitute financial advice, trading signals, or an offer to buy or sell any financial instrument. Trading and investing carry risk, and past performance does not guarantee future outcomes. Users should perform their own research and consult a licensed financial advisor before making trading decisions.