Core (don\u2019t touch):<\/strong> 60\u201370%\u00a0MSTR<\/strong><\/p>\n Normal:<\/strong> 70%Exception (\u201cstrong green booster\u201d):<\/strong> Temporarily 60%<\/strong> if trends are very strong (see\u00a0below).<\/p>\n Satellite (you adjust weekly):<\/strong> 30\u201340%<\/strong> spread\u00a0across:<\/p>\n MSTX<\/strong> = growth\u00a0\u201cjuice\u201dMSTY<\/strong> = income in chop\/high IVWNTR<\/strong> = crash \u201cairbag\u201d only in downtrends<\/p>\n MSTR trend:<\/strong> Is price above both the 20-day and 50-day<\/strong>\u00a0MAs?<\/p>\n BTC trend:<\/strong> Is BTC above its 50-day<\/strong>\u00a0MA?<\/p>\n Trend strength:<\/strong> Is ADX(14) on MSTR > 25<\/strong>? (Stronger trend if\u00a0>30.)<\/p>\n Momentum:<\/strong> RSI(14) on\u00a0MSTR<\/strong><\/p>\n >70<\/strong> = hot\/overbought< 30<\/strong> = washed-out\/oversold<\/p>\n Volatility (IV):<\/strong> MSTR 30-day IV percentile<\/strong><\/p>\n >60%<\/strong> = high, >80%<\/strong> = very\u00a0highNo IV feed?<\/strong> Use a proxy: wide Bollinger Bands<\/strong> + fat MSTY yield<\/strong> \u21d2 treat as high\u00a0IV<\/strong>.<\/p>\n Damage check:<\/strong> Last 10 trading days<\/strong> for MSTR: \u2264 \u22128%<\/strong> = nasty\u00a0drop<\/p>\n GREEN (bullish):<\/strong> MSTR above<\/strong> 20 and<\/strong> 50; BTC above 50<\/strong>; ADX >\u00a025<\/strong>.<\/p>\n RED (bearish):<\/strong> Any\u00a0of:<\/p>\n MSTR below 50<\/strong>\u00a0or<\/strong>10-day drop \u2264 \u22128%<\/strong>\u00a0or<\/strong>(BTC below 50<\/strong> and<\/strong> ADX >\u00a020<\/strong>)<\/p>\n YELLOW (sideways):<\/strong> Anything\u00a0else.<\/p>\n Default:<\/strong> 30%<\/strong> of portfolio.<\/p>\n Boost to 40%<\/strong> (take 10% from MSTR so core = 60%) only\u00a0if:<\/strong><\/p>\n This week is GREEN<\/strong>, last week was also GREEN<\/strong>, and<\/strong> ADX >\u00a030<\/strong>.<\/p>\n Revert to 30%<\/strong> the moment we lose\u00a0GREEN<\/strong>.<\/p>\n If NOT RED:<\/strong> WNTR =\u00a00%<\/strong>.<\/p>\n If RED:<\/strong><\/p>\n Put 2%<\/strong> of the whole portfolio into\u00a0WNTR<\/strong>.If the 10-day drop \u2264 \u221210%<\/strong>, increase WNTR to\u00a05%<\/strong>.<\/p>\n Exit WNTR<\/strong> at the earlier\u00a0of:<\/p>\n 2 weeks held<\/strong>,\u00a0orAny week MSTR closes +5% or\u00a0more<\/strong>.<\/p>\n Think of this as a slider<\/strong>. More MSTX<\/strong> when the trend is strong and clean. More MSTY<\/strong> when it\u2019s choppy or IV is\u00a0high.<\/p>\n Base idea:<\/strong> Tilt heavily to\u00a0MSTX<\/strong>.If IV > 60%<\/strong>, keep some MSTY (5\u201310% of satellite)<\/strong> for\u00a0income.If RSI > 70<\/strong> (too hot), cap MSTX at ~70% of satellite<\/strong> and put the rest in\u00a0MSTY<\/strong>.If \u201cstrong green booster\u201d is on<\/strong> (satellite = 40%), same logic\u200a\u2014\u200ajust a bigger\u00a0bucket.<\/p>\n Quick fills:<\/strong><\/p>\n GREEN & normal IV:<\/strong> MSTX 80\u2013100%<\/strong> of satellite; MSTY\u00a00\u201320%<\/strong>GREEN & high IV or RSI > 70:<\/strong> MSTX 50\u201370%<\/strong>; MSTY\u00a030\u201350%<\/strong><\/p>\n Favor MSTY<\/strong>.Keep MSTX small (0\u201320% of satellite)<\/strong>; only add more after a few strong green days<\/strong> back-to-back.<\/p>\n Quick fill:<\/strong><\/p>\n MSTY 80\u2013100%<\/strong> of satellite; MSTX 0\u201320%<\/strong>; WNTR\u00a00%<\/strong><\/p>\n MSTX =\u00a00%<\/strong>WNTR = 2\u20135%<\/strong> (per the rule\u00a0above)MSTY = whatever\u2019s left<\/strong> of the satellite after\u00a0WNTR<\/p>\n Weekly rhythm:<\/strong> Set weights at Friday close<\/strong> \u2192 trade Monday<\/strong>. Clean bull:<\/strong> GREEN, ADX 27, IV 55, RSI 62 Backtest Results (v2)Over the 19.5-month period, v2 returned 94.2% on the full portfolio.<\/p>\n Ending portfolio value: $194,200.Maximum drawdown: -25.2% (during Q2 2024 red\u00a0period).Number of rebalances: 78 (weekly, minus some skipped on no-change).Signal distribution: Green ~48% of weeks (up from v1\u2019s 45% due to faster MAs), Yellow ~38%, Red\u00a0~14%.WNTR usage: Activated 8 times (brief reds), average hold 1.4 weeks, contributed ~1.2% to total return via hedging\/income.Trailing stop hits: 6 times, mostly in choppy greens, reducing volatility.<\/p>\n Key improvements in\u00a0action:<\/p>\n Dynamic satellite (40% in strong greens): Boosted gains in persisting rallies (e.g., Q1 2024, hypothetical Q3\u00a02025).Tanh-based trend score + ADX gate: Smoother MSTX scaling, avoiding over-allocation in weak\u00a0trends.RSI bump + IV penalty: Tempered euphoria (e.g., reduced MSTX in overbought\/high-IV peaks), added bounce exposure in\u00a0yellows.Tighter WNTR: Limited to 2\u20135%, time-boxed, softened reds without\u00a0drag.<\/p>\n Dynamic MSTR \/ MSTX \/ MSTY \/ WNTR strategy<\/a> was originally published in Coinmonks<\/a> on Medium, where people are continuing the conversation by highlighting and responding to this story.<\/p>","protected":false},"excerpt":{"rendered":" Default Setup Core (don\u2019t touch): 60\u201370%\u00a0MSTR Normal: 70%Exception (\u201cstrong green booster\u201d): Temporarily 60% if trends are very strong (see\u00a0below). Satellite (you adjust weekly): 30\u201340% spread\u00a0across: MSTX = growth\u00a0\u201cjuice\u201dMSTY = income in chop\/high IVWNTR = crash \u201cairbag\u201d only in downtrends Friday 5-Minute Check (use daily\u00a0charts) MSTR trend: Is price above both the 20-day and 50-day\u00a0MAs? BTC […]<\/p>\n","protected":false},"author":0,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[2],"tags":[],"class_list":["post-91235","post","type-post","status-publish","format-standard","hentry","category-interesting"],"_links":{"self":[{"href":"https:\/\/mycryptomania.com\/index.php?rest_route=\/wp\/v2\/posts\/91235"}],"collection":[{"href":"https:\/\/mycryptomania.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/mycryptomania.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"replies":[{"embeddable":true,"href":"https:\/\/mycryptomania.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=91235"}],"version-history":[{"count":0,"href":"https:\/\/mycryptomania.com\/index.php?rest_route=\/wp\/v2\/posts\/91235\/revisions"}],"wp:attachment":[{"href":"https:\/\/mycryptomania.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=91235"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/mycryptomania.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=91235"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/mycryptomania.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=91235"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}Friday 5-Minute Check (use daily\u00a0charts)<\/h3>\n
Traffic Light for Next\u00a0Week<\/h3>\n
Position Sizing for Next\u00a0Week<\/h3>\n
0) Satellite Size (total bucket for MSTX\/MSTY\/WNTR)<\/h3>\n
WNTR (airbag)\u200a\u2014\u200aonly in\u00a0RED<\/h3>\n
2) Split the Satellite: MSTX vs.\u00a0MSTY<\/h3>\n
If GREEN<\/h3>\n
If YELLOW (sideways\/chop)<\/h3>\n
If RED (downtrend)<\/h3>\n
Safety Rails (Don\u2019t\u00a0Skip)<\/h3>\n
Only change mid-week if we flip GREEN \u2194\u00a0RED<\/strong>.MSTX trailing stop:<\/strong> If your MSTX slice<\/strong> drops 10% from its recent weekly high<\/strong>, sell MSTX<\/strong> and move that amount into MSTY<\/strong> for the rest of the\u00a0week.Ex-date tip (tax\/flow friendly):<\/strong> If IV > 60%<\/strong> and MSTY ex-date<\/strong> is this week, don\u2019t go to zero MSTY<\/strong>\u200a\u2014\u200akeep some<\/strong> to catch the distribution.<\/p>\nTiny Examples<\/h3>\n
\u2192 Satellite 30%<\/strong>; MSTX ~90% of satellite<\/strong>, MSTY ~10%<\/strong>, WNTR\u00a00%<\/strong>.Hot, frothy bull:<\/strong> GREEN, ADX 33 (2+ weeks), IV 75, RSI 74
\u2192 Satellite 40%<\/strong>; MSTX ~60\u201370%<\/strong>, MSTY 30\u201340%<\/strong>, WNTR\u00a00%<\/strong>.Chop with high IV:<\/strong> YELLOW, IV 85
\u2192 MSTY ~90\u2013100% of satellite<\/strong>, MSTX 0\u201310%<\/strong>, WNTR\u00a00%<\/strong>.Downtrend shock:<\/strong> RED, 10-day \u221211%
\u2192 WNTR 5%<\/strong> of total; MSTX 0%<\/strong>; rest of satellite in MSTY<\/strong>.
Time-box WNTR for 2 weeks<\/strong> or until a +5% weekly<\/strong> MSTR\u00a0bounce.<\/p>\nSimulated backtesting results by\u00a0LLM<\/h3>\n