PulseGrid Dashboard

PulseGrid is a structured multi-asset monitoring and allocation framework designed to evaluate momentum persistence, risk efficiency, and capital distribution across up to 12 instruments.

This tool implements a long-only, equal-weight allocation model with systematic cash fallback when no assets satisfy the selection criteria.

All computations are based strictly on historical data.
No forward-looking bias is used.

Framework Overview

For each selected asset, PulseGrid computes:
• Impulse – Volatility-normalized momentum adjusted for participation
• Return % – Cumulative log return over a defined horizon
• Sharpe Ratio – Annualized mean-to-volatility ratio
• Sortino Ratio – Downside deviation-adjusted return
• Omega Ratio – Positive-to-negative return distribution ratio
• Max Drawdown % – Peak-to-trough equity contraction
• Volatility % – Annualized standard deviation

All risk statistics are derived from rolling log-return distributions.

Allocation Logic
The model operates under a deterministic selection rule:
Impulse = ROC × Participation ÷ ATR%

An asset becomes eligible for allocation only if:
Impulse > Threshold

Allocation mechanics:
• Equal capital distribution across all eligible assets
• Zero allocation to non-qualifying assets
• Full capital preservation (cash) when no assets qualify
There is no short exposure in this framework.

Methodological Notes
• Risk metrics are annualized using timeframe-adjusted scaling
• Returns are computed via cumulative log-return aggregation
• Equity updates occur on completed bars only
• No intrabar signal execution

The objective is not signal generation, but structured capital rotation based on measurable persistence and risk-adjusted behavior.

Intended Use

PulseGrid is designed for:
• Systematic asset comparison
• Risk normalization across heterogeneous instruments
• Allocation research
• Momentum persistence evaluation
It is not designed as a discretionary signal generator.

Disclaimer
This indicator is provided strictly for educational and research purposes.
It does not constitute financial advice, investment advice, or a solicitation to trade any asset.

All outputs are derived from historical price data.
Historical performance does not imply future results.

The author makes no guarantee regarding accuracy, completeness, or profitability.
Trading and investing involve substantial risk, including potential loss of capital.
Users are solely responsible for execution, capital allocation, and risk management decisions.

Islamic Disclaimer
This script does not certify the permissibility (halal status) of any asset.

Assessment of Shariah compliance depends on:
• The structure of the underlying asset
• The presence of interest-based mechanisms
• Leverage and margin usage
• Derivative exposure
• Debt and sector considerations

This tool does not perform Shariah screening.
Verification of compliance according to your own scholarly guidance remains your responsibility.