Mean-reversion capital allocation based on deviation from MA200. Accounts for existing positions to show incremental deployment needed.
⚙ Capital & Parameters
Undeployed capital ready to invest
Max % of total capital in any one index (including already deployed)
Allocation Curve
MA Period
Deviation and allocation are calculated relative to the selected moving average
Risk Filters
RSI FilterOnly deploy if RSI < 50
Volatility ScalingReduce size when KC width is high
💵 Capital Already Deployed
Enter the current value of any existing positions. The model will calculate additional capital needed to reach the target allocation.
Click Calculate to load index data first, then enter deployed amounts.
📈 Profit Taking Rules
When price rises above the selected MA, the model suggests selling a proportional share of your position to lock in profits. Uses the same normalised deviation logic as entry.
Enable Profit TakingSell when price is above MA
How it works:
When price is above the selected MA, normalised deviation is calculated against the max upside over 200 days.
• At 25% of max upside deviation → sell 25% of your position
• At 50% of max upside deviation → sell 50% of your position
• At 100% of max upside deviation → sell 100% (full exit)
The sell % uses the same curve as the buy model (linear/convex/aggressive).
📊 Chart Indicators
Toggle which indicators appear on the price chart for each index.