Use Global Equity AI to automate rule-based allocation, rebalancing and risk controls in Coinrule. Backtest ideas and monitor performance from one dashboard.
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Instead of reacting to headlines, Global equity AI on Coinrule helps you translate worldwide signals into clear if-then rules. Set entries, exits and portfolio constraints, then let automation run the same way every session. You can monitor positions and alerts in one place while keeping control of your accounts.
Traders often split activity across multiple venues, which makes exposure hard to track. Coinrule centralizes your rules so you can coordinate timing and risk across Binance, OKX, Kraken and Coinbase. Use the same logic for trend, mean reversion and hedges, while keeping each venue isolated with its own limits.
Templates give you a fast starting point, then you customize conditions with indicators, price moves and time filters. For example, buy when RSI drops below 30 on 4-hour candles and sell when RSI rises above 60. Or require MA50 above MA200 before any new adds, then pause after three losses in a day.
Cross-market portfolio control
Risk controls are first-class rules, not afterthoughts. Cap a single position at 8% of equity, stop new entries if drawdown hits 5% in 24 hours, and tighten a trailing stop from 3% to 1.5% once profit exceeds 10%. Logs and alerts make it easy to audit what happened and why.
Repeatable allocation logic
Schedule rebalances, stagger entries and coordinate exits so your portfolio behaves like a system. Clone a rule set, test a variation, and promote the winner to live execution when results look stable.
Portfolio Rebalance
Rebalances weekly to target weights. Adds to underweight assets when drift exceeds 3%. Trims overweight positions to keep exposure consistent.
Minimum Variance Rebalance
Updates weights monthly toward lower-volatility assets. Uses a volatility filter to avoid sudden regime shifts. Adds a max position cap for safety.
Volatility Regime Switcher
Shifts between trend and defensive rules when ATR rises above its 20-day average. Reduces exposure in high-volatility regimes. Re-enables entries after conditions normalize.
ADX Trend Strength Filter
Enters when ADX is above 25 and price is above MA200 on daily candles. Exits on ADX below 20 or a close under MA50. Helps avoid choppy periods.
MA Crossover with Volume Filter
Buys when MA20 crosses above MA50 and volume is 20% above its 10-day average. Exits on the reverse cross or a 4% stop loss. Built for momentum bursts.
Portfolio Rebalance
Rebalances weekly to target weights. Adds to underweight assets when drift exceeds 3%. Trims overweight positions to keep exposure consistent.
Minimum Variance Rebalance
Updates weights monthly toward lower-volatility assets. Uses a volatility filter to avoid sudden regime shifts. Adds a max position cap for safety.
Volatility Regime Switcher
Shifts between trend and defensive rules when ATR rises above its 20-day average. Reduces exposure in high-volatility regimes. Re-enables entries after conditions normalize.
ADX Trend Strength Filter
Enters when ADX is above 25 and price is above MA200 on daily candles. Exits on ADX below 20 or a close under MA50. Helps avoid choppy periods.
MA Crossover with Volume Filter
Buys when MA20 crosses above MA50 and volume is 20% above its 10-day average. Exits on the reverse cross or a 4% stop loss. Built for momentum bursts.
Bollinger Band Mean Reversion
Buys when price closes below the lower band and RSI is under 35 on 1-hour candles. Takes profit at the middle band and exits at the upper band. Adds a 24-hour time stop.
Breakout + Retest
Triggers on a close above a 20-day high, then waits for a retest within 1.5%. Enters on confirmation with a 2.5% stop. Takes profit at 4% and 8%.
Risk Parity Allocator
Sizes positions so each contributes similar volatility to the portfolio. Updates weights every two weeks using recent ATR. Adds a cash buffer when volatility spikes.
Sharpe Targeting Rebalance
Adjusts exposure to target steadier risk-adjusted behavior. Increases allocation when rolling Sharpe improves and drawdown stays under 4%. Cuts risk after a losing streak.
Market-Neutral Factor Hedge
Pairs a long basket with a hedge leg to reduce beta. Rebalances when spread moves 2 standard deviations from its mean. Exits on mean reversion or a 5-day time stop.
Unlike black-box models, you decide what the system is allowed to do. You might add 2% of balance when price drops 5% in 4 hours, but only if volatility stays below a defined threshold. Another rule can rebalance every Friday at 16:00 UTC, restoring target weights when drift exceeds 3%. These constraints keep the process consistent across regions and sessions.
Once a first rule set is live, iterate like a product team. Clone the strategy, change one variable, and compare results rather than relying on memory. Use alerts to review missed entries, slippage and stop behavior, then refine conditions to match your risk tolerance.
For centralized crypto execution, connect Binance, Coinbase, Kraken, OKX or Bybit via API keys and keep funds on the exchange. For on-chain execution, use smart accounts with session permissions so rules can trade with limited scope. Routing can seek best liquidity across pools while your guardrails remain the same.
Risk is managed at the rule level and at the portfolio level. Set max open positions, cool-down timers and exposure caps per asset. Add a global kill switch that pauses all strategies when a threshold is hit.
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For trend exposure, combine MA alignment with an ADX filter so you only trade when strength is real. For mean reversion, require a Bollinger Band touch plus RSI confirmation to avoid catching falling knives. Add time-of-day rules to avoid thin liquidity windows.
Size entries as a percent of balance to keep risk proportional. A common setup is 1% per add, up to five adds, with a portfolio cap of 20% total exposure. When volatility expands, reduce size automatically rather than guessing.
Scheduled rebalances keep you aligned with target weights. Run them weekly, monthly, or when drift exceeds a threshold like 3%. This keeps the portfolio intentional even when markets move fast.
Every action is recorded so you can review triggers, fills and rule changes. This helps separate a bad regime from a flawed condition. Treat your strategy like software: test, deploy, measure and refine.
Start with one strategy and one venue, then expand to a full stack of rules. Add hedges, rebalances and protective stops as separate modules. When you are ready, coordinate multiple strategies with shared risk limits.
Build a repeatable workflow, keep custody, and let rules handle routine decisions. Coinrule gives you templates, backtesting and guardrails so you can focus on research instead of constant clicking.
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