Free to use (personal & commercial). No performance claims. Not financial advice.
- Trend-following futures strategy (isolated).
- Entries/Exits: MACD zero-cross on 1D.
- Dynamic leverage: Increases when the Pearson correlation of recent daily returns between the traded coin and PAXG/USDT (Spot 1D) is negative (gold underperforming vs crypto). Otherwise uses 1x.
- PAXG is reference only (not traded).
- Works well with a universe like: BTC, ETH, SOL, XRP, BNB, DOGE, TRX, ADA.
CC_LEN (window, e.g. 20–30), cc_thresh (e.g. -0.10), lev_max, lev_gamma.
Recommended safety: stoploss_on_exchange, liquidation buffer, ATR-based leverage cap, reasonable max_open_trades.
A simpler baseline: MACD zero-cross without correlation-based leverage. Good when you want:
- a non-levered/spot-friendly reference,
- a clean benchmark to compare against GoldHedgeZeroMACD on the same pairs/timeframe.
Free to use. If you want a formal license, add MIT or Apache-2.0 to your repo.