Advanced Memecoin Tracker -> PROFABIGHI_CAPITAL (Backtest)

🌟 Overview

The Advanced Memecoin Tracker → PROFABIGHI_CAPITAL (Backtest) indicator screens a diverse portfolio of memecoins across major blockchains, scoring them based on momentum, volatility-adjusted performance, and relative strength to chain basecoins for dynamic eligibility ranking. It simulates rotational long-only exposure to top performers while comparing against equal-weight holds and benchmarks, delivering tables for conditions, rankings, and metrics to identify high-potential memecoin rotations.

⚙️ Backtest Configuration

- Leverage Multiplier: Adjustable amplification for simulated position returns to model leveraged trading scenarios
- Start Date Selection: Defines the beginning of the backtest period for all equity and hold calculations
- Slippage Percentage: Deducts execution costs from trades to reflect real-market friction
- Commission Percentage: Applies brokerage fees on position changes for net performance accuracy
- Metrics Tables Toggle: Enables or disables detailed performance summaries for chart focus
- Basecoin Symbols: Configurable references (ETH, SOL, SUI, VIRTUAL) for relative strength comparisons

📅 Date Range Settings

- Backtest Inception Point: Restricts simulations to bars after the selected timestamp for targeted analysis
- Equity Initialization: Sets starting value to unity on the inception date
- Historical Gating: Ignores pre-start data to focus on defined performance windows
- Forward Cost Application: Applies slippage and commissions only within the active period

📊 PROFABIGHI_CAPITAL Metrics Display

Equity Curve Options:
- Dynamic Portfolio Path: Traces cumulative returns from rotational allocations
- Benchmark Overlay: Compares against hold strategies for relative outperformance
- Inception Reference: Marks the start with a vertical line and label
- Return Percentage Label: Shows total gain/loss dynamically
- Shaded Growth Area: Fills under the curve for visual volume emphasis
- Suppression Choice: Hides the curve to prioritize table views

Metrics Table Setup:
- Split-Panel Distribution: Organizes asset stats across bottom-center and bottom-right
- Essential Metrics Suite: Covers drawdown, Sharpe, Sortino, Omega, and returns per asset
- Portfolio Summary: Highlights aggregated system performance
- Benchmark Hold View: Dedicated panel for passive index metrics with thresholds
- Toggle-Based Rendering: Switches to compact summary when full tables off
- Dark Theme Consistency: Black backgrounds with white text for readability

⚙️ Evaluation and Portfolio Settings

- Signal Mode Selection: Aggressive for threshold-based averaging or conservative for unanimous passes
- Asset Evaluation Count: Limits the total memecoins analyzed for efficiency
- Top Ranking Limit: Restricts the display table to elite performers
- Eligibility Threshold: Minimum score cutoff for aggressive mode inclusion
- Indicator Activation Toggles: Enables RSI variants, ROC scales, Sharpe, momentum, delta, and relative strength
- Chain Grouping Bonus: Awards extra points to memecoins outperforming their basecoin

📊 Indicator Selection

Oscillator Suite:
- Short RSI Toggle: Activates quick momentum readings for early signals
- Long RSI Toggle: Includes trend-aligned overbought/oversold checks
- ROC Multi-Scale Toggles: Engages short, medium, long change rates for layered acceleration

Efficiency and Strength Measures:
- Sharpe Ratio Toggle: Factors in risk-adjusted returns for quality filtering
- Momentum RSI Toggle: Applies bounded oscillator to velocity for persistence
- Price Delta Toggle: Evaluates directional changes or smoothed variants
- Relative Strength Toggle: Compares to basecoins for chain-specific outperformance

📊 RSI Configuration

Input and Period Controls:
- RSI Price Source: Chooses the data feed for oscillator computation
- Short Period Adjustment: Tunes responsiveness for fast memecoin swings
- Long Period Adjustment: Sets broader horizon for sustained momentum

Noise Reduction Layers:
- Primary Average Type and Span: Selects and sizes first smoothing for clarity
- Secondary Layer Toggle: Adds comparator average for crossover refinement
- Secondary Average Type and Span: Customizes the backup smoother
- Adaptive Volatility Window: VIDYA lookback for dynamic response

Signal Generation Rules:
- Mid-Range Favoring: Credits building strength without extremes
- Crossover Preference: Rewards favorable MA alignments in dual setups
- Mode-Adaptive Scoring: Partial in aggressive, strict in conservative

📊 ROC Configuration

Change Rate Horizons:
- Short-Term Period: Captures immediate price velocity bursts
- Medium-Term Period: Balances recent acceleration trends
- Long-Term Period: Smooths over extended momentum phases

Directional Bias Logic:
- Positive Thresholding: Full credit for upward changes across scales
- Unified Multi-Period View: Aggregates for comprehensive rate alignment
- Binary Momentum Check: Pass/fail on positivity for simplicity

📊 Sharpe Ratio Configuration

Efficiency Windowing:
- Return/Volatility Lookback: Defines historical scope for ratio base
- Value Smoothing Span: Applies EMA to steady raw computations
- Buy Signal Bound: Upper threshold for positive efficiency
- Sell Signal Bound: Lower cutoff for underperformance flags

Scaling and Normalization:
- Annual Factor Application: Converts daily to yearly for standardization
- Zero-Division Guard: Defaults to neutral on flat volatility
- Threshold-Based Credit: Full pass above buy, penalties below sell in aggressive mode

📊 Momentum RSI Configuration

Velocity Oscillation Setup:
- Momentum Horizon: Sets change detection period for input to RSI
- Bounded Strength Period: RSI length on momentum for normalized power
- First Smoothing Choice and Size: Average type and length for initial filter
- Second Layer Activation: Optional dual for advanced crossover

Dynamic Adaptation:
- Volatility Response Window: VIDYA period for market-sensitive smoothing
- Midline Dominance Reward: Credits above-center persistence
- Alignment Scoring: Full in conservative, flexible in aggressive

📊 Price Delta RSI Configuration

Change Assessment Mode:
- Raw vs. Smoothed Delta: Direct differences or RSI-applied for refinement
- Delta Computation Span: Lookback for price shift evaluation
- Oscillation on Delta: RSI period when using bounded variant

Filter Enhancements:
- Initial Average Type and Span: Smoother for delta signal clarity
- Comparator Layer Toggle: Dual-MA for directional confirmation
- Adaptive Volatility Span: VIDYA window for responsive adjustment

Bias Determination:
- Upward Shift Credit: Full for positive raw deltas
- Center or Cross Favor: Above 50 or aligned MA for smoothed
- Integrated Versatility: Supports both basic and layered delta views

📊 Relative Strength Configuration

Chain Comparison Framework:
- RSI Ratio Period: Oscillator length on asset-to-basecoin ratio
- Smoothing Average Type and Span: Filter for RS signal stability
- Dual Layer Toggle: Second average for crossover enhancement
- Volatility-Adjusted Window: VIDYA lookback for dynamic RS smoothing

Outperformance Logic:
- Midline Superiority: Credits RS above 50 for basecoin dominance
- Crossover Alignment: Rewards favorable dual-MA setups
- Group Bonus Integration: Extra points for top chain performers

📊 Beta Assessment

Market Sensitivity Measure:
- Benchmark Reference: Index symbol for relative volatility baseline
- Covariance Horizon: Period for return pairing and normalization

Correlation Derivation:
- Daily Shift Alignment: Matches asset and benchmark changes
- Variance Safeguard: Handles edge cases in division
- Contextual Layer: Adds relative risk without direct score impact

🪙 Memecoin Portfolio Setup

Chain-Segmented Inputs:
- Ethereum Group: Up to 9 symbols for ETH-based memecoins
- Solana Group: Up to 9 symbols for SOL-based memecoins
- SUI Group: Up to 9 symbols for SUI-based memecoins
- BASE/VIRTUAL Group: Up to 9 symbols for alternative chain memecoins

Basecoin References:
- ETH, SOL, SUI, VIRTUAL Symbols: Configurable anchors for RS calculations
- Security Price Fetching: Pulls closes for all enabled memecoins
- Group-Aware Arrays: Stores names, metrics, and conditions by index

📊 Scoring and Rotation Engine

Chain Strength Ranking:
- Basecoin RSI Computation: Applies oscillator to each reference
- Top Chain Identification: Selects strongest base for bonus allocation
- Group Bonus Assignment: Boosts scores for memecoins on leading chains

Per-Asset Evaluation:
- Enabled Indicator Tally: Counts active metrics for normalized averaging
- Binary Alignment Check: 1 for bullish conditions, 0 otherwise
- RS Multi-Chain Max: Takes highest relative strength across bases

Final Eligibility Rules:
- Aggressive Averaging: Full score if normalized meets threshold
- Conservative Consensus: Requires all toggled indicators to pass
- Bonus-Enhanced RS: Adds chain leadership points for competitive edge

🏆 Ranking and Allocation

Score-Based Sorting:
- Descending Order: Ranks assets by final eligibility rating
- Threshold Pruning: Filters to qualifying entries up to limit
- Eligible Pool Formation: Builds set for dynamic position weighting

Long Signal Generation:
- Top-Asset Activation: Flags longs for ranked memecoins
- Array Mapping: Assigns booleans to each instrument index
- Real-Time Rebalance: Updates on bar close for responsive rotation

📋 Tables and Visuals

Ranking Display Panel:
- Bottom-Left Compact Grid: Lists top assets with rank, name, and score
- Clean Name Stripping: Removes exchange prefixes for brevity
- Last-Bar Refresh[/b>: Updates only on final bar for efficiency

Basiscoin Strength Table:
- Top-Left Summary: Ranks basecoins by RSI for chain context
- Numerical Ordering: 1-4 positions with symbol labels
- Performance Insight: Highlights leading ecosystem for bonus awareness

📈 Backtest Simulation

State Tracking Arrays:
- Current/Prior Long Flags: Monitors position changes per asset
- Weight Persistence: Stores previous allocations for cost calc
- Transition Detection: Identifies flips to apply fees

Equity Path Building:
- Weighted Daily Shifts: Sums changes by lagged allocations
- Cost Subtraction: Deducts slippage/commissions on transitions
- Compounded Growth: Chains net returns from unity start
- Hold Baseline: Equal-weight across all for passive comparison

📊 Metrics Derivation

Risk-Return Analytics:
- Maximum Drawdown: Peak-to-trough drops for each path
- Sharpe Efficiency: Annualized return per volatility unit
- Sortino Downside Focus: Penalizes only negative deviations
- Omega Probability Weight: Gains vs. losses beyond threshold

Comprehensive Breakdown:
- Per-Asset Isolation: Individual stats for memecoin performance
- System Composite: Aggregated from rotational equity
- Benchmark Parallels: Hold metrics for validation
- Formatted Presentation[/b>: Percentages and rounded values in tables

🔔 Alert Integration

- Eligible Asset List: Comma-separated top-ranked memecoins on close
- No-Qualify Notice: Alerts when criteria unmet
- Bar-Close Dispatch[/b>: Single trigger per confirmed bar
- Name Simplification[/b>: Clean symbols without prefixes

✅ Key Takeaways

- Chain-Focused Screening: Scores memecoins with relative strength to basecoins for ecosystem edge
- Rotational Exposure: Dynamically weights top eligible for momentum capture
- Realistic Simulation: Factors leverage, costs, and holds for practical insights
- Visual Prioritization: Tables spotlight rankings, conditions, and basecoin leaders
- Flexible Calibration: Toggles and modes tune sensitivity to volatility
- Bonus-Driven Groups: Rewards outperformance within leading chains
- Alert Efficiency: Delivers actionable picks without overload
- Scalable Multi-Asset: Handles dozens of memecoins with array optimization