A systematic investment framework visualization that demonstrates structured capital allocation across cryptocurrency markets using multiple independent decision systems.
This project presents a comprehensive visual representation of a quantitative trading system that aggregates multiple independent analytical frameworks to make capital allocation decisions. The system prioritizes structure, temporal coherence, and consensus-based decision-making over discretionary trading.
The foundation of the system is temporal alignment. Signals are only considered valid within their intended time horizon, preventing the mixing of short-term signals with long-term positions.
A structured aggregation layer that synthesizes multiple independent systems, each answering different market questions across various time horizons:
- LTPI - Long-term trend persistence evaluation
- MTPI - Medium-term momentum analysis
- TPI - Tactical positioning opportunities
- STPI - Short-term signals for Bitcoin, Ethereum, Solana, and SUI
- Regime Systems - Market state and structural condition assessment
- Relative Strength - Pairwise asset dominance network
No single system can trigger capital allocation. Decisions emerge only from quantitative consensus across multiple independent frameworks, reducing timing errors and false conviction.
Signal Systems → Meta Score Engine → Relative Strength Network → Capital Allocation
↓ ↓ ↓ ↓
+1/0/-1 Aggregation Score Pairwise Analysis BTC/ETH/SOL/SUI
- CASH - No allocation permitted (negative or low consensus)
- PERMITTED - Allocation allowed but position size below threshold
- ALLOCATED - Active position based on consensus strength
- Interactive Signal Visualization - Real-time animation of system states and signal flows
- Performance Metrics - Backtest results comparing system performance vs. benchmark
- Quantitative Scoring - Mathematical representation of scoring methodology
- Tournament Bracket - Visual representation of relative strength selection process
- Time Coherency Diagrams - Illustration of temporal alignment principles
- Signal Conflict Resolution - Visualization of aggregation logic
- React - UI framework
- TypeScript - Type-safe development
- Tailwind CSS - Utility-first styling
- Vite - Build tool and dev server
- Lucide React - Icon library
- Node.js (v18 or higher)
- npm or yarn package manager
npm installnpm run devThe application will be available at http://localhost:5173
npm run buildnpm run preview├── src/
│ ├── components/
│ │ ├── MetaEngineFlow.tsx # Main decision engine visualization
│ │ ├── PerformanceMetrics.tsx # Performance data display
│ │ ├── PerformanceChart.tsx # Equity curve visualization
│ │ ├── TimeCoherencyVisual.tsx # Time alignment demonstration
│ │ ├── QuantitativeScoring.tsx # Scoring methodology
│ │ ├── SignalConflictVisual.tsx # Aggregation logic illustration
│ │ ├── TournamentBracket.tsx # Asset selection visualization
│ │ ├── EvidenceLayer.tsx # Performance proof section
│ │ ├── TimelineNav.tsx # Section navigation
│ │ └── SystemArchitecture.tsx # System overview
│ ├── App.tsx # Main application component
│ ├── main.tsx # Application entry point
│ └── index.css # Global styles
├── public/ # Static assets
└── package.json # Dependencies and scripts
The system does not forecast prices or predict market tops/bottoms. It manages exposure, allocation, and rotation based on quantitative state.
All decisions follow quantitative rules with no subjective interpretation. Emotional decision-making is eliminated through structural constraints.
Capital allocation adapts based on market regime. The system holds cash during unfavorable conditions rather than maintaining continuous exposure.
Risk management is prioritized over aggressive returns. No leverage is assumed in performance calculations.
The system includes empirical results from May 31, 2025 to December 12, 2025, demonstrating:
- Risk-adjusted outperformance vs. Bitcoin benchmark
- Regime-aware capital allocation reducing drawdowns
- Capital preservation during adverse market conditions
- Strategic cash positions (60 days out of market during the period)
Individual system proof (MTPI) shows standalone functionality with 62% returns vs. Bitcoin's 40% from August 24, 2024 onwards.
The system operates under strict structural constraints:
- No discretionary trading
- No signal selling or monetization
- No leverage assumption
- No continuous exposure requirement
- No narrative-based decisions
- No single-system dominance
This framework is presented for structural and educational transparency only. It does not constitute financial advice, a trading recommendation, or a guarantee of performance. The system is under continuous development, and formulas, scoring logic, and execution rules may evolve.
All data reflects the system state as of December 30, 2025.
This project is provided as-is for educational and research purposes.
Systematic Investment Framework Research Project
Note: This is a visualization and documentation tool for a systematic investment framework. It is not a trading platform and does not execute actual trades.