6 mathematical geniuses vote together. Mandelbrot detects fat tails, Taleb manages risk (Barbell), WifeyAlpha provides momentum, Choueifaty diversifies, Herlin tracks cycles, Satoshi accumulates.
Council of Legends is the first trading strategy designed as a council of 6 mathematical theorists. Each theorist votes BUY, SELL or NEUTRAL on every tick. The total score must reach 3/6 to enter a position. Barbell position sizing (Taleb): never risk more than 15% of capital. Fat tail detection (Mandelbrot): blocks buys in wild markets. Dual momentum (WifeyAlpha): follows the trend. Cycle detection (Herlin): identifies bullish phases. Scarcity bias (Satoshi): accumulates when RSI is low. Diversification check (Choueifaty): avoids over-correlated markets.
策略设计者: Mandelbrot + Taleb + WifeyAlpha + Choueifaty + Herlin + Satoshi
6 votes per tick: Mandelbrot (kurtosis), Taleb (convexity), WifeyAlpha (momentum), Choueifaty (correlation), Herlin (cycle), Satoshi (RSI). Score >= 3 = BUY. Score <= -3 = SELL. Position = 15% max (Barbell). SL -2%, TP +3.5%, trailing +2%.
低
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