Follow the "Smart Money" to Capture Altcoin Super-Trends

這不是一套普通的趨勢策略。大多數山寨幣 (Altcoins) 的突破策略之所以失效，是因為它們忽略了市場的真實驅動力——比特幣的機構資金流向。 ITAS (Institutional Triggered Alpha System) 是一套結合了「跨市場分析」與「波動率自適應」的量化系統。

核心運作邏輯：

機構資金濾網 (Institutional Filter)： 我們監控比特幣 (BTC) 在頂級合規交易所（如 Coinbase）與全球流動性池之間的資金溢價 (Premium)。這是一個領先指標，用來判斷華爾街機構是在「吸籌」還是「派發」。

精準狙擊 (Precision Trigger)： 只有當監測到**「機構資金正在買入 BTC」**的時刻，系統才會解鎖山寨幣的交易權限。

拒絕假突破 (False Breakout Rejection)： 透過這個濾網，我們能過濾掉市場中 80% 由散戶情緒引起的「假突破」。如果比特幣沒有機構支撐，就算山寨幣漲得再兇，本策略也會判定為雜訊而拒絕進場。

波動率適配 (Volatility Adaptation)： 針對高波動資產 (High Beta Assets) 優化的動態通道，確保在劇烈洗盤中能拿住單子，吃到完整的波段利潤。

This is not an ordinary trend-following strategy. Most Altcoin breakout strategies fail because they ignore the true driver of the market—Institutional Money Flow in Bitcoin. ITAS (Institutional Triggered Alpha System) is a quantitative system that combines "Inter-market Analysis" with "Volatility Adaptation."

How It Works:

Institutional Filter: We monitor the Premium Gap of Bitcoin (BTC) between top-tier regulated exchanges (like Coinbase) and global liquidity pools. This serves as a leading indicator to determine whether Wall Street institutions are "Accumulating" or "Distributing."

Precision Trigger: The system only unlocks trading permissions for Altcoins when it detects "Institutional Buying in BTC."

False Breakout Rejection: Through this filter, we effectively filter out 80% of "False Breakouts" driven solely by retail sentiment. If there is no institutional support behind Bitcoin, the strategy will identify any Altcoin pump as noise and refuse to enter.

Volatility Adaptation: Features a dynamic channel optimized for High Beta Assets, ensuring positions are held through aggressive shakeouts to capture the full trend.

免責聲明 (Disclaimer)
補充說明： 以上策略績效源自歷史數據回測，不代表對未來獲利的保證。加密貨幣市場風險極高，本策略僅供量化研究與邏輯分享，使用者應自行評估風險並自負盈虧，本人不承擔任何交易損失。
Disclaimer: The performance above is based on historical backtesting and does not guarantee future results. Cryptocurrency trading involves high risk. This strategy is shared for quantitative research and educational purposes only. Users are solely responsible for their own risk assessment and PnL. I assume no liability for any trading losses incurred.