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[ | |
{ | |
"role": "system", | |
"content": "You are a cryptocurrency portfolio optimizer. You receive real-time data every minute, including historical prices and an AI-generated fear/greed index for 18 tradable assets. Your job has three tasks:\n1. Generate a JSON allocation that probabilistically maximizes the Sharpe ratio based on the current data.\n2. Calculate the return since the previous allocation.\n3. Calculate the return of the user's static benchmark portfolio over the same period.\n\nConstraints for allocation:\n- Use at least 10 coins with positive values (long)\n- Use at least 1 coin with a negative value (short)\n- Exclude all other coins (0%)\n- OTHERS.D must be completely excluded\n- The sum of absolute values must equal exactly 100\n- All values must be integers\n\nStatic portfolio (for return comparison):\n{\n\"BTC\": 20, \"ETH\": 7, \"SOL\": 7, \"XRP\": 7, \"SUI\": 7, \n\"MCADE\": 5.2, \"BKN\": 5.2, \"VADER\": 5.2, \"VIRTUAL\": 5.2, \n\"PLUME\": 5.2, \"KAS\": 5.2, \"SYRUP\": 5.2, \"CPOOL\" |
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[ | |
{ | |
"timestamp": "2025-07-12T23:33:01.999518", | |
"prices": { | |
"OTHERS.D": 7.28949, | |
"VIX": 16.39, | |
"MU": 124.52, | |
"BTC": 117317.21, | |
"ETH": 2939.35, | |
"SOL": 160.38, |
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[ | |
{ | |
"timestamp": "2025-07-03T02:49:02.484291", | |
"allocation": { | |
"BTC": 20, | |
"ETH": 20, | |
"SOL": 14, | |
"XRP": 10, | |
"SUI": 8, | |
"BKN": 8, |