Metastrategy is my strategy on ICONOMI.

Do me a favour by signing up to ICONOMI via this referral link then visit this page to invest in Metastrategy.

Rebalanced Sat 31st Jul 2021, 10:03am

Currently excluded strategies: Fluid Fund Sustainable Profit Strategy Smart Vecino Trust ME Crypto Future Investment Algorithm performance Blue Chip Opportunity Cardano Strategy Index Bobby Axelrod MiJa54

24h | 7d | 1M | 3M | 6M | 1Y |
---|---|---|---|---|---|

20.4
212/293 |
31.8
188/293 |
20.8
190/293 |
30.6
119/293 |
14.8
131/293 |

Asset | Current weight | Next rebalance | ||
---|---|---|---|---|

Ethereum (ETH) | 22.14% -2 | 22.16% | ||

Bitcoin (BTC) 0.5x | 15.27% -6 | 15.33% | ||

Terra (LUNA) | 14.35% -19 | 14.54% | ||

USD Coin (USDC) 0.5x | 10.15% -1 | 10.16% | ||

Solana (SOL) | 9.62% +46 | 9.16% | ||

Cosmos (ATOM) | 7.20% -7 | 7.27% | ||

Chainlink (LINK) | 5.74% -6 | 5.80% | ||

THORChain (RUNE) 2x | 5.21% -5 | 5.26% | ||

Polygon (MATIC) | 5.20% 0 | 5.20% | ||

Uniswap (UNI) | 5.12% 0 | 5.12% | ||

Ripple (XRP) 0.5x | ||||

Cardano (ADA) 0.5x | ||||

Binance Coin (BNB) 0.5x |

The 'meta' in this strategy is that it scores *every coin* on ICONOMI according its weight across *all strategies* on the ICONOMI platform, further weighting by the performance of each strategy (excluding a small number of specified coins and strategies). It then takes the top 10 coins by score, and weights them according to their relative scores, with daily rebalancing.

**Thus on any given day Metastrategy is a mix of the current top performing strategies.**

In pseudocode:

```
for each strategy
for each coin in each strategy
score_of_coin_i += coin_weight_in_strategy * performance_score_of_strategy
end
end
sort coins by score
take top 10 coins by score
weight coins according to relative scores
```

For example, say there are two strategies, `A`

and `B`

.

`A`

has coins `x`

, _{1}`x`

, _{2}`x`

._{3}

`B`

has coins `x`

, _{2}`x`

, _{3}`x`

._{4}

The weight of coin `x`

in strategy _{i}`Y`

is `w`

.^{Y}(x_{i})

The performance score of strategy `Y`

is `p`

.^{Y}

Then the score of the coins `x`

is:_{1}…x_{4}

`S(x`

_{1}) = w^{A}(x_{1}).p^{A}

`S(x`

_{2}) = w^{A}(x_{2}).p^{A} + w^{B}(x_{2}).p^{B}

`S(x`

_{3}) = w^{A}(x_{3}).p^{A} + w^{B}(x_{3}).p^{B}

`S(x`

_{4}) = w^{B}(x_{4}).p^{B}

The performance score of a strategy `p`

is calculated as^{Y}

```
performance_score = (4 * 1_month_performance) + (3 * three_month_performance) + (2 * six_month_performance) + (1 * year_performance)
```

View the full code (see the `self.proposed`

method)