Investment Thesis

• Market: Bitcoin, Ethereum, Selected stocks among the top 1000 companies of the us market in terms of valuation based on best-fitted market structure for our strategy.

• Trading schedule: Trades are executed at the end of any day on which required conditions are met.

• Exponential moving average filter: Assets above a 100-day exponential moving average are considered in an uptrend, and this is one requirement for buying an asset.

• Relative strength index (RSI) filter: Assets with a 10-day RSI value greater than 50 indicate potential bullish momentum, and this is the second requirement to buy the asset.

• Entry and exit using Supertrend indicators: Buy entry is done when the day closing gives the above two Supertrend indicators, both calculated over the last 10 days period with multipliers of 2.5 and 3. The Supertrend indicators-based entry and exit strategy in this strategy is characterized by its use of dual Supertrend indicators to confirm trends, reducing false signals and providing stronger trend verification while we are in trade and confirming the bend of the trend at the exit.

• Time-weighted average price (TWAP) filter: Bitcoin and Ethereum are bought only if their prices are more than 20% below the weekly TWAP at the time of entry. Similarly, stocks are bought only if their prices are more than 4% below the weekly TWAP at the time of entry. TWAP, in this strategy, serves as an additional check to ensure that entries are made at reasonable prices relative to the recent average.