Quantitative Rotation: Bitcoin + Technology, with Risk Control
A rotational tool designed to adapt to the market: when the environment favours Bitcoin, it prioritises BTC exposure; when it does not, it rotates into technology (EQQQ) or reduces risk. All of this takes place within a quantitative, systematic and replicable framework designed to capture trends and protect capital in adverse phases.
In addition, this is not just another “buy & hold”: it is a model that reads the market regime and acts accordingly, seeking to be in the right asset at the right time. The combination of Bitcoin + technology stocks provides two complementary return engines, while rotation adds a layer of discipline to avoid getting trapped in unproductive periods.
Two samples, same philosophy
Sample 1 (PRE): 2013-09-12 → 2025-04-08
Rotation between BTC_EUR and EQQQ.
Sample 2 (POST): 2025-04-09 → 2026-03-11
Rotation between IB1T and EQQQ.
Instrument summary
Bitcoin
BTC_EUR
European-format Bitcoin exposure, designed to replicate Bitcoin’s movement and trade on European markets.
Technology
EQQQ
European ETF tracking the Nasdaq-100 (technology and growth).
Bitcoin
IB1T
European Bitcoin product (ETP/ETN/ETF, depending on the vehicle), designed to provide Bitcoin exposure with European trading access.
System consistency
The system logic remains unchanged: the Bitcoin instrument changes for availability / historical reasons, but the decision engine and rotational methodology stay consistent.
How it works in simple terms
Read the regime
The model analyses daily market data and classifies the regime as favourable, neutral or defensive.
Bitcoin leads
If the regime is favourable for Bitcoin, Bitcoin becomes the primary asset.
Efficient alternative
If Bitcoin does not offer attractive conditions, the system looks for an efficient alternative: EQQQ.
Reduce risk
When the market does not compensate, the model may reduce exposure and prioritise caution.
Key rule
No discretion: decisions are based on quantitative rules, assessed consistently.
Why do Bitcoin and technology work so well together?
Bitcoin and technology share sensitivity to “risk-on” conditions, but they do not lead moves at the same time.
Bitcoin
Bitcoin tends to move with greater intensity during momentum and sentiment-driven phases.
Technology
Technology tends to offer more persistent trends in certain cycles.
Rotation
Rotation between the two aims to improve capital efficiency: taking advantage of opportunities when they appear and avoiding long periods of low productivity.
Access full reporting
Access full reporting (equity, drawdown, exposure and monthly performance) to see, with complete transparency, how the strategy behaves across different cycles and why its approach is more assessable from a professional perspective.
Equity and pre/post IBIT continuity
Continuous view of the model with a homogeneous base to assess the transition between both samples without breaking historical readability.
Drawdown and system stress
Clear reading of how the strategy reacts in difficult phases and how much it avoids relative to static exposures.
Final metrics
Comparative summary of CAGR, maximum drawdown and Sharpe versus benchmarks.
Number of trades per year
Shows that this is not frequent trading, but rather a trend-based allocation with controlled operational friction.
Monthly returns heatmap
Visual reading of system consistency and how returns are distributed across months and years.
Average exposure per year
Shows when Bitcoin dominates, when EQQQ gains weight, and when the system decides to reduce risk through cash.
Access full reporting
Equity, drawdown, exposure and monthly performance to analyse the model with full transparency and traceability.
Informazioni legali importanti
Legacy Allocation presenta un modello quantitativo di allocazione tattica con finalità esclusivamente informative e formative. Il contenuto di questo sito è orientato alla valutazione professionale e non deve essere interpretato come consulenza finanziaria personalizzata né come offerta o sollecitazione di strumenti finanziari.
Natura del contenuto
- Materiale di carattere informativo, educativo e analitico.
- Non costituisce raccomandazione personalizzata di investimento.
- Non implica offerta, raccolta né commercializzazione rivolta al pubblico retail.
Pubblico di riferimento
- Contenuto rivolto a gestori, EAF, family office ed entità vigilate.
- Non destinato al pubblico generale né all’investitore retail.
- Qualsiasi eventuale implementazione deve avvenire tramite entità regolamentate.
Risultati, backtest e simulazione
- I risultati storici, le simulazioni e i backtest non garantiscono rendimenti futuri.
- Esiste il rischio di perdita parziale o totale del capitale.
- Il simulatore riflette una serie storica statica aggiornata al 10 febbraio.
Responsabilità dell’utente
- L’utente deve effettuare una propria valutazione indipendente.
- Legacy Allocation non presta consulenza finanziaria individualizzata.
- Ogni decisione di investimento è di esclusiva competenza dell’utente o della sua entità.
Contattando tramite questo sito, si presume che l’utente agisca come professionista del settore o in rappresentanza di un’entità interessata ad analizzare la strategia nell’ambito di una due diligence o valutazione professionale.