Portfolio analytics methodology
Relative-Strength Portfolio Research System
This started with a frustration: relative-strength research gets messy when every chart asks a different question.
- Snapshot
- Oct 02, 2024
- Horizon
- 2D
| Pair | Inputs | Frame | Average | State |
|---|---|---|---|---|
| ETH / BTC | 9 | 2D | −1.00 | Short |
| SOL / ETH | 8 | 2D | 1.00 | Long |
| SOL / BTC | 8 | 2D | 1.00 | Long |
Inside the workbook
The order of questions matters.
I started with the market regime, moved through the pairwise readings, and looked at individual assets last.- Snapshot
- Oct 02, 2024
- Review
- Pairwise, regime, selection
Research sequence
The five questions I worked through.
TOTAL trend gate
→ETH / BTC
→SOL / ETH and SOL / BTC
→OTHERS.D
→Market cap, trend, beta, score
→Recorded readings
Pairwise trend models
| Model | Inputs | Frame | Average | State | Allocation logic |
|---|---|---|---|---|---|
| ETH / BTC | 9 | 2D | −1.00 | Short | ETH 20% / BTC 80% |
| SOL / ETH | 8 | 2D | 1.00 | Long | SOL 80% / ETH 20% |
| SOL / BTC | 8 | 2D | 1.00 | Long | SOL 80% / BTC 20% |
Swipe or use Shift + scroll to review all columns.
Candidate screen
Multi-factor selection table
| Ticker | Market cap | Bull USD | Bull SOL | BTC beta | SOL beta | Avg beta | Score |
|---|---|---|---|---|---|---|---|
| XRP | $179,543,392,162 | 1 | 1 | 0.72 | 0.40 | 0.56 | 2 |
| SUI | $12,505,026,341 | N/A | N/A | 1.04 | 0.72 | 0.88 | 1 |
| DOGE | $49,391,582,499 | N/A | N/A | 1.57 | 0.78 | 1.18 | 2 |
| SHIB | $11,097,647,584 | N/A | N/A | 1.43 | 0.73 | 1.08 | 2 |
| LINK | $15,906,687,579 | 1 | N/A | 1.02 | 0.62 | 0.82 | 1 |
Swipe or use Shift + scroll to review all columns.
These values are historical. They are not current holdings, prices, or recommendations.
The question behind it
What I was trying to understand
Relative strength, trend, beta, and market size answer different questions. Without a fixed order, it was easy to jump from one chart to another and lose the reasoning behind a choice.The standard I set
What a useful answer needed
I wanted the broad market view to come first, the pairwise comparisons second, and the candidate list last.My part
Where I did the work.
- I built relative-strength comparisons across BTC, ETH, SOL, and broader market segments.
- I brought trend, beta, market size, and selection criteria into the same workbook.
- I created the portfolio-balance and rebalance planning views.
- I kept each research input separate until the final candidate screen.
Process
How I got to an answer.
Normalize the comparison
I used the same format for every pair so I could compare the readings without changing the rules.
Add decision context
I checked trend, beta, and market size before letting a relative-strength reading influence the candidate list.
Design the planning view
I carried the research into a balance view that showed what a rebalance would change.
Where judgment entered
- I kept the research inputs separate from the proposed allocation.
- I compared several market segments instead of relying on one benchmark.
- I showed historical model states without exposing holdings, balances, or live strategy details.
Takeaway
What stayed with me
The breakthrough was not another indicator. It was asking the same questions in the same order, which made the final choice easier to explain and challenge.