Atlas Trend Crypto
aumos
0.1.2Published 2026-08-29CBSECapability 4Tasks 1needs Aumos
>=0.3.17What this manager does
Time-series momentum on crypto spot, in dollars. One or two assets and cash, because a basket of coins is one position wearing ten names. Holds only while the trend is up, sizes the exposure by realised volatility, and goes to cash when it is not. One monthly review, or nothing.
Methodology
Scores BTC — and optionally ETH — on an ensemble of 1, 3, 6 and 12-month dollar returns, holds it only while that ensemble is positive, and scales the exposure to a volatility target. Everything not held is cash, not a stablecoin. Deliberately carries no inverse-volatility weighting or correlation scaling: the crypto universe has an effective breadth near one, and machinery that implies otherwise would be describing diversification this market does not have.
What it trades
| Category | CBSE |
|---|---|
| Asset classes | crypto, cash |
| Markets | CBSE |
| Tasks | PORTFOLIO_REVIEW |