Execute the best macro strategies with systematic automation across crypto and traditional markets. Build rules for market regimes, correlations and risk-on/risk-off positioning.
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Instead of timing markets manually, the best macro strategies use systematic rules to position across asset classes and market regimes. You might build rules that rotate from growth stocks to defensive assets when VIX exceeds 25, or shift crypto allocation based on dollar strength. The platform executes these macro rotations automatically across exchanges like Binance, Coinbase, Trading212 and Schwab.
The system monitors correlations, volatility and momentum indicators to detect regime changes automatically. When risk-on conditions emerge, your rules can increase exposure to growth assets and crypto. During risk-off periods, automation shifts toward bonds, gold and cash positions without emotional interference.
Rules coordinate positions across crypto exchanges and stock brokers simultaneously. You set allocation targets and the engine rebalances portfolios as conditions change. If Bitcoin dominance rises above 60 percent while tech stocks weaken, your macro strategy adjusts exposure across both asset classes.
Templates for macro themes
Choose from templates covering inflation hedging, currency rotation, sector momentum and defensive positioning. Each template includes predefined triggers for common macro scenarios like yield curve inversions or commodity breakouts.
Risk controls for macro exposure
Position sizing adapts to volatility while correlation limits prevent overconcentration in similar assets. Maximum drawdown controls halt strategies when losses exceed your comfort zone across the entire macro portfolio.
Risk-On/Risk-Off Macro Switch
Rotates between growth and defensive assets based on VIX levels and market breadth indicators. Increases crypto and tech exposure during risk-on periods, shifts to bonds and utilities when risk-off conditions emerge.
SPY/VIX Risk Sentinel
Monitors S&P 500 momentum versus volatility spikes to adjust portfolio risk. Reduces equity exposure when VIX exceeds moving average while SPY shows weakness. Rebuilds positions as fear subsides.
Bond-Equity Rotation Filter
Switches between stocks and bonds based on yield curve signals and economic indicators. Favors equities during steepening curves, rotates to fixed income when inversions persist beyond threshold periods.
Gold-BTC Relative Strength
Compares gold and Bitcoin performance to allocate inflation hedge exposure. Increases BTC allocation when it outperforms gold over rolling periods, switches to precious metals during crypto weakness.
Dollar Index Filtered Trades
Uses DXY strength to filter international and commodity positions. Reduces emerging market exposure when dollar rallies, increases foreign asset allocation during dollar weakness phases.
Risk-On/Risk-Off Macro Switch
Rotates between growth and defensive assets based on VIX levels and market breadth indicators. Increases crypto and tech exposure during risk-on periods, shifts to bonds and utilities when risk-off conditions emerge.
SPY/VIX Risk Sentinel
Monitors S&P 500 momentum versus volatility spikes to adjust portfolio risk. Reduces equity exposure when VIX exceeds moving average while SPY shows weakness. Rebuilds positions as fear subsides.
Bond-Equity Rotation Filter
Switches between stocks and bonds based on yield curve signals and economic indicators. Favors equities during steepening curves, rotates to fixed income when inversions persist beyond threshold periods.
Gold-BTC Relative Strength
Compares gold and Bitcoin performance to allocate inflation hedge exposure. Increases BTC allocation when it outperforms gold over rolling periods, switches to precious metals during crypto weakness.
Dollar Index Filtered Trades
Uses DXY strength to filter international and commodity positions. Reduces emerging market exposure when dollar rallies, increases foreign asset allocation during dollar weakness phases.
High Beta Risk-On Basket
Builds exposure to high-beta stocks and crypto during favorable risk conditions. Monitors market breadth and momentum to time entries into volatile growth assets with systematic position sizing.
Low Vol Defensive Rotation
Shifts to low-volatility stocks and defensive sectors when market stress increases. Uses volatility percentiles and correlation breakdowns to trigger rotation into stable dividend-paying assets.
Sector Momentum Switcher
Rotates between sector ETFs based on relative strength and economic cycle indicators. Technology during expansion phases, utilities and healthcare during contractions with momentum confirmation.
Volatility Regime Switcher
Adjusts strategy selection based on market volatility environment. Deploys mean reversion during low volatility periods, switches to momentum strategies when volatility exceeds historical norms.
Cross-Asset Correlation Hedge
Monitors correlation breakdowns between asset classes to hedge portfolio risk. Adds inverse positions when traditional diversification fails, removes hedges as correlations normalize to historical ranges.
Position sizes adjust automatically based on market volatility and correlation patterns. During stable periods, the system allows larger positions in trending assets. When correlations spike and volatility increases, automation reduces exposure across all risk assets to preserve capital.
Rules incorporate economic events and data releases into positioning decisions. Before major announcements like Fed meetings or employment reports, your strategies can reduce leverage or hedge exposure. After events pass, normal positioning resumes based on market reaction.
Strategies combine short-term tactical signals with longer-term structural trends. Daily rebalancing responds to immediate market moves while weekly and monthly rules capture broader macro themes. This layered approach prevents whipsaws while maintaining responsiveness.
For international exposure, rules manage currency risk through automated hedging. When dollar strength threatens foreign positions, the system adds currency hedges. During dollar weakness, hedges reduce to capture currency upside in international assets.
Launch StrategyFAQ
Viktor M.
Elena K.
Marcus R.
Sofia L.
Chen W.
Priya N.
Test your macro rules against historical market cycles to validate performance across different regimes. The backtesting engine simulates how strategies would have performed during past crises, bull markets and transition periods. Results help you refine triggers and position sizing before risking live capital.
Monitor aggregate exposure across all macro positions with portfolio-wide risk controls. Maximum drawdown limits halt all strategies when losses exceed tolerance levels. Leverage limits prevent overextension during favorable conditions while correlation limits maintain diversification.
Combine technical triggers with fundamental macro themes for robust strategy design. Economic indicators like yield curves, credit spreads and commodity ratios inform positioning rules. The system executes based on quantitative signals while incorporating your macro market view.
Start with simple risk-on/risk-off rules and gradually add complexity as you gain experience. Begin with broad asset class rotation, then incorporate sector-specific strategies and currency overlays. The modular approach lets you build sophisticated macro systems incrementally.
Track which macro themes contribute most to portfolio returns with detailed attribution reporting. Understand whether gains come from asset selection, timing, or regime detection. This analysis helps you focus on the most profitable aspects of your systematic approach.
Access sophisticated tools like volatility targeting, risk parity allocation and factor-based hedging. These advanced features help institutional-quality macro strategies while maintaining the simplicity of rule-based automation. Professional traders can implement complex systematic approaches without coding.
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