I created a website that gives buy and sell signals on various cryptocurrencies to help compose a well diversified portfolio that periodically adapts to changes in recent market developpment.
The algorithm automatically recomposes the portfolio every Monday at 00:15 am UTC to adapt to the new dynamic of the market.
Each selected asset remains in the portfolio for 7 consecutive days. For some assets the position may be short to speculate on a fall in price during a bear market (at this time for example the portfolio n ° 1 is short for about 75%). All positions are open against Bitcoin.
The strategy used is a mix of trend following and Harry Markowitz's portfolio theory. To summarize, the algorithm establishes a quality score for each cryptocurrency, based on its recent performance, on its volatility and its correlation with a set of previously selected cryptocurrencies. I don't plan to disclose publicly the algo, I'm sure you'll understand.
The graph includes a backtest period from January 2015 to December 2016 and since the algorithm uses the market data in real time.
Return of a single position is converted in U.S. dollar in the table of portfolio structure.
To replicate a position, you must enter limit orders at the Monday opening price. There is therefore a 15-minute lag between the time the data is available (00:15 am) and the limit buy or sale price (00:00 am). It's the script execution time on a tiny Raspberry.
For the moment it works with the data of Poloniex but I plan to add other market places to take into account the most recent cryptocurrencies from the ICO fever.
https://cryptoportfolio.io
Also posted on Reddit.
https://www.reddit.com/r/BitcoinMarkets/comments/6mlfa9/i_created_a_website_that_gives_buy_and_sell/