Daily Multi-Asset Portfolio Strategies & NAV Tracking
Operating distinctly from single-variety intraday 5-minute price action tactics, this section audits daily multi-asset quantitative investment systems (covering ETF sector rotation and commodity CTA momentum breakouts), physical close-aligned with fully audited historical NAV curves, Sharpe ratios, drawdowns, and rebalance logs.
MarketSightAI Dual-Momentum Adaptive Rotation
China A-Share Broad ETFs / Core Tech Sector
Powered by 7-Dimensional Asset Forensics and adaptive causal momentum modeling, dynamically rebalancing between tech growth and defensive value ETFs with drawdown circuit-breakers.
Commodity Adaptive Volatility Breakout
Active Commodity Futures (SHFE / DCE / CZCE)
Strictly aligned with 15:00 physical close timestamps and bar-by-bar causality verification. Captures high-win-rate directional trends across ferrous, energy, and non-ferrous futures via adaptive Bollinger & ATR risk control.
Flagship Strategy NAV & Underwater Drawdown Chart
MarketSightAI Dual-Momentum Adaptive Rotation vs Benchmark
MarketSightAI Quantitative Forensics Capabilities & Deeper Research Inquiries
We openly showcase our core quantitative engineering capabilities—including the Interactive Lifecycle Workbench (/workbench/), 6-school 5-step causal inference, 54-variety × 47-setup 10-year empirical matrix, and portfolio attribution. If you have deeper research requirements, custom .json session requests, or institutional collaboration inquiries, feel free to reach out via email.
1. Post-Market Quantitative Research Tool Only: All charts, win-rate statistics, 5-step causal chains, and .json sessions exclusively analyze completed historical K-line bars; 2. No Investment Advice: MarketSightAI does not provide live trading signals, financial advisory, or asset management services; 3. 100% Risk Assumption: Past statistical performance never guarantees future results—you are solely responsible for your own trading decisions.
Bar-by-Bar Lifecycle Workbench
Explore 15 built-in historical WorkbenchSession samples with bar-by-bar blind replay, Dual-Window HUD, and local JSON import.
- ✓ Covers 6 tactical schools (Al Brooks PA / Langzhu / FangFangTu / Ouyang / Ross Mom & Options)
- ✓ Reconstructs the 5-step causal chain (Context ➔ Anatomy ➔ Setup ➔ Plan ➔ Bar N+1 Watershed)
- ✓ Bar-by-Bar Blind Replay hides future bars to test real-time price action reading
54-Variety × 47-Setup Matrix
Built on strict bar-by-bar causal backtests (2015–2026) across 54 futures contracts and 47 Price Action setups.
- ✓ Win rate, payoff ratio, and Profit Factor leaderboard across 47 PA setups
- ✓ 54 futures variety DNA profiles mapping top win-rate & top PF setups
- ✓ Interactive Trader’s Equation & Half-Kelly position sizing calculator
Multi-Asset Portfolio Attribution
Strictly aligned to 15:00 physical close timestamps with zero lookahead bias across ETF rotation and CTA portfolios.
- ✓ 8 core institutional risk metrics (CAGR, Sharpe, Sortino, Calmar, Max DD)
- ✓ Interactive excess NAV curve vs. benchmark & underwater drawdown chart
- ✓ Transparent archive of historical rebalancing logs and factor rationales
Need Deeper Research? Email Us
If you have deeper requirements—such as custom symbol/date WorkbenchSession JSON compilation, multi-school attribution, or research collaboration—reach out via email.
- ✓ Custom Symbol & Date Forensics: Discuss bespoke
.jsonsessions for specific completed trading days - ✓ Multi-School & Algorithmic Exchange: Deep-dive discussions on 5-step causality and empirical backtesting
- ✓ Official Contact Email:
[email protected]
For deeper inquiries on historical session forensics, multi-timeframe algorithmic attribution, or quantitative research collaboration, please email us directly. All analyses and data strictly follow our Legal Disclaimer & Non-Investment Advice Terms for educational research only.