DMA/FGI Portfolio Rules v1 — previous reference
The superseded version 1 strategy, retained for historical links and its research calculation.
Version 1 was an advisory reference strategy and is superseded by version 2. This archived description is not the currently deployed production rule set. Current reference
Status
Research The original version identifier was reference/dma_fgi@1#a22bccfabb4b. Historical rule descriptions are distinct from the current reference version.
Philosophy
The previous rule set used moving averages and fear-and-greed signals to change a target allocation. A target is not an order or proof of execution.
Rules, in priority order
Live 1. Cross-down exit (cross_down_exit). The first eligible rule in priority order sets the advisory target; the others stand down.
Live 2. Cross-up equal-weight (cross_up_equal_weight). The first eligible rule in priority order sets the advisory target; the others stand down.
Live 3. ETH/BTC ratio rotation (eth_btc_ratio_rotation). The first eligible rule in priority order sets the advisory target; the others stand down.
Live 4. ETH/BTC deviation DCA (eth_btc_deviation_dca). The first eligible rule in priority order sets the advisory target; the others stand down.
Live 5. DMA overextension DCA sell (dma_overextension_dca_sell). The first eligible rule in priority order sets the advisory target; the others stand down.
6. FGI downshift DCA sell: when sentiment moves out of greed, the previous version reduced risk in stages. This is archived behavior, not the current rule registry.
Backtest method
Version 1 performance was a hypothetical simulation with next-day fills and modeling assumptions, not executed live returns.
Hypothetical backtest: it fills each trade the day after its signal, assumes a yield on stablecoin balances only, and includes an S&P 500 sleeve Zap Pilot can't execute yet. Past performance does not guarantee future results. Backtest window: 2025-05-29 to 2026-10-10, as of 2026-10-10.
On-chain research
Research A research-only bytecode slice replays the historical version 1 cross-down exit. This does not verify complete strategy behavior. Research calculation