Apex Flow | Oquant

Overview
Apex Flow is a dynamic multi-asset rotation and trend-following system designed to identify the strongest trending cryptocurrencies and allocate portfolio exposure accordingly.
The script integrates multiple layers of technical trend confirmation, cross-asset relative strength analysis, adaptive allocation weighting, and performance tracking.
Its goal is to outperform simple buy-and-hold strategies by continuously reallocating capital toward assets exhibiting superior momentum and trend quality while managing risk through systematic cash exposure and signal filters.


Key Factors / Components

Multi-Asset Trend Scoring Engine
Uses seven core technical components (ALMA ATR bands, DEMA SD bands, LSMA Z-score, EMA cross, WMA MAD bands, RSI, and SuperTrend) to calculate each asset’s directional strength.
Each factor independently produces a bullish, or bearish signal, then combined into an averaged trend score.

Relative Strength Comparison Matrix
Compares assets against each other (e.g., ETH/BTC, SOL/BTC, etc.) to determine which assets are outperforming others.
Generates comparative scores that quantify the strength hierarchy between all tracked assets.

Dynamic Allocation System
Allocates capital between the top-performing and second-best performing assets based on user-defined splits (100/0, 80/20, 70/30, 60/40).
Automatically holds cash when no assets exhibit trends or when global filter conditions are unfavorable.

Equity Curve Tracking & Performance Metrics
Tracks simulated buy-and-hold equity for each asset and compares them against the dynamic strategy equity.
Computes multiple risk-adjusted metrics (Sharpe, Sortino, Omega), net profit, and maximum drawdown.
Results are displayed in real-time tables for intuitive visual analysis.

Adaptive Global Filter System
Applies a risk on filter based on the strategy’s own equity Z-score and min-max normalization.
Helps the system avoid downside market regimes by pausing allocations when conditions worsen.

Interactive Visual Output
Provides glowing equity curve plots for clarity.
Displays allocation tables, relative strength matrix, and performance metrics dashboards directly on the TradingView chart.


How It Works

Trend Identification:
Each asset is individually processed through several trend-detection algorithms. These include ALMA ATR bands, DEMA SD bands, LSMA Z-score, EMA cross, WMA MAD bands, RSI, and SuperTrend.
The combined signals generate a composite trend score per asset (positive = bullish bias, negative = bearish bias).

Relative Strength Ranking:
The system then evaluates each asset’s performance versus others using pairwise comparisons.
This generates a relative dominance score for each token — essentially ranking which coins are outperforming others.

Allocation Decision:
Based on the dominance ranking, the top-performing asset receives the primary allocation, and the runner-up receives a secondary allocation.
Any unallocated portion remains in cash.

Portfolio Equity Calculation:
Strategy equity is continuously updated by compounding returns according to weighted exposure.
The system simultaneously tracks buy-and-hold equity curves for comparison.

Global Filter Control:
A high-level filter evaluates the overall health of the strategy’s equity curve using Z-scores and min-max normalization logic.
When conditions are favorable, normal allocations proceed; when not, exposure is reduced to cash, minimizing drawdowns.


For Whom It’s Best / Recommended Use Cases

Trend Followers & Momentum Traders:
Ideal for users who prefer systematic exposure to the strongest-performing crypto assets while trying to avoid downside conditions.

Crypto Portfolio Allocators:
Suitable for managing diversified multi-coin portfolios with dynamic weighting.


⚙️ Settings and Default Settings

1. Asset Selection
Default: BTC, ETH, SOL, SUI
This defines which assets the strategy analyzes. Each symbol runs through its own trend-scoring model. You can replace these with any tickers. The system compares them to determine relative strength and ranking.

2. Allocation Split
Default: 100/0
This controls how portfolio capital is divided between the first- and second-ranked assets.
A 100/0 split means the system allocates fully to the strongest asset. Other options (80/20, 70/30, 60/40) gradually diversify exposure toward the second-strongest performer.

3. Start Date
Default: January 1 2023
Sets the beginning of the backtest or live-tracking window. This defines from which date the equity curve and statistics begin.

4. Display Tables
Default: All Visible
Toggles the on-chart dashboard that shows live allocations, ranking, and performance metrics updates in real time.

5. Equity Curve Plot
Default: Enabled
Enables plotting of the system’s equity curve and buy-and-hold comparisons directly on the chart. You can also enable/disbale individual equity curves (defaults: strategy equity and asset 1 equity enabled, others disabled).


Conclusion
Apex Flow blends momentum ranking, cross-asset rotation, and trend-following logic into a single cohesive framework.
By continuously identifying and allocating toward the strongest assets while enforcing a robust filtering mechanism, it aims to deliver smoother equity growth and lower drawdowns than passive holding.
Its transparency, real-time metrics, and modular structure make it a powerful analytical and execution tool for traders and systematic portfolio managers.


⚠️ Disclaimer:
This indicator is intended for educational and informational purposes only. Trading/investing involves risk, and past performance does not guarantee future results. Always test and evaluate indicators/strategies before applying them in live markets. Use at your own risk.