Crownmark Allocation Engine [JOAT]

Crownmark Allocation Engine [JOAT] at a glance

Kind of rule	Trading activity (volume-based)
Buys or sells	It can buy, and it can bet on falling prices.
Built on	ADX / DMI, ATR, EMA, KAMA, Linear regression, Pivot points, Rate of change, RSI, SMA, Standard deviation, VWAP, bars since, pivot low
Where it was published	TradingView, by its author, as a Pine Script strategy
Tested on	49 cells: 13 coins on 4 chart speeds (30m, 1h, 4h, 1D), October 2021 to June 2026
Fee in the test	0.12 percent per side, buys only
Middle result after fees, every cell	−0.6%
Cells above zero	12 of 49
Cells that cleared the quality check	0 of 49
Middle drawdown, every cell	1.1%
Page updated	2026-11-08

Crownmark Allocation Engine [JOAT] backtest results, every cell

Every cell is in the picture, not only the strongest. To the right of the black line is above zero. The orange line, when you see one, is the middle.

How Crownmark Allocation Engine [JOAT] works

Rules in this group usually work like this. It acts when a lot of the coin is changing hands, or when price is on one side of the average price paid (often called VWAP). The idea is that a move with heavy trading behind it is more likely to continue. Crypto volume differs by exchange, so the filter inherits that. The next paragraph is this particular rule, which can be narrower than the group.

It can buy, and it can bet on falling prices. It acts only when several checks agree at once. It leans on ATR, DMI, EMA, linear regression; those names are explained on their own pages, further down. The exact line is in the list below, in the author's names, and you can skip that list. When it enters, it also sets a stop or a target, so a trade can close without a new signal.

Each trade uses 10 percent of the account. It holds one trade at a time.

The exact condition, from the code

Same rule, translated from the code, in the author's names. You can skip this list if the paragraph above was enough.

• Enters long when regime score is above Bull Regime Threshold (18) and bull trend and pullback long and the close is at or below (baseline + hybrid width) and auction long ok and (not (Require VWAP Alignment (on)) or the close is at or above rolling VWAP) and pressure long ok and (not (Use Divergence Guard (on)) or not (recent bear div)) and no long position is open.
• Enters short when regime score is below Bear Regime Threshold (-18) and bear trend and pullback short and the close is at or above (baseline − hybrid width) and auction short ok and (not (Require VWAP Alignment (on)) or the close is at or below rolling VWAP) and pressure short ok and (not (Use Divergence Guard (on)) or not (recent bull div)) and no short position is open.
• Places a stop at (the larger of long protect stop and long trail when a long position is open, else undefined), a target at ((the average entry price + (the 14-period ATR × Target ATR Multiple (3.2))) when a long position is open, else undefined) when a long position is open.
• Places a stop at (the smaller of short protect stop and short trail when a short position is open, else undefined), a target at ((the average entry price − (the 14-period ATR × Target ATR Multiple (3.2))) when a short position is open, else undefined) when a short position is open.
• Closes the position when Flatten On Opposite Signal (on) and regime score is below Bear Regime Threshold (-18) and bear trend and pullback short and the close is at or above (baseline − hybrid width) and auction short ok and (not (Require VWAP Alignment (on)) or the close is at or below rolling VWAP) and pressure short ok and (not (Use Divergence Guard (on)) or not (recent bull div)) and a long position is open.
• Closes the position when not (Flatten On Opposite Signal (on) and regime score is below Bear Regime Threshold (-18) and bear trend and pullback short and the close is at or above (baseline − hybrid width) and auction short ok and (not (Require VWAP Alignment (on)) or the close is at or below rolling VWAP) and pressure short ok and (not (Use Divergence Guard (on)) or not (recent bull div)) and a long position is open) and a long position is ….

Buys or sells	It can buy, and it can bet on falling prices.
Tools it calculates	ADX / DMI, ATR, EMA, KAMA, Linear regression, Pivot points, Rate of change, RSI, SMA, Standard deviation, VWAP, bars since, pivot low
A second chart speed	No. It uses one chart speed only.
Only at certain hours	No.
Adding to a trade	It holds one trade at a time.
How much it trades	Each trade uses 10 percent of the account.
Cost the author assumed	The author assumed a trading cost of 0.01 percent per side.

Default settings

The test used the defaults in the middle column. Nothing was turned to help a coin.

Setting	Default	Group
Source	close
Regime Fast Length	21
Regime Slow Length	55
ADX Length	14
Volatility Length	21
Efficiency Length	20
Bull Regime Threshold	18
Bear Regime Threshold	-18
Baseline Length	34
KAMA Fast	4
KAMA Slow	26
Width Length	34
Width Multiplier	1.8
Pullback Tolerance ATR	0.35
Auction Lookback	80
Value Area Width	1
Require Auction Acceptance	on
Require VWAP Alignment	on
Pressure Volume Length	34
Pressure Smoothing	8
Pressure Threshold	12
Require Volatility Expansion	on
Pivot Left Bars	5
Pivot Right Bars	5

and 17 more settings, left at the author's defaults.

How the backtest was run

Every strategy was tried the same way, on the settings the author published.

The years are October 2021 to June 2026. The prices are from Bybit, for 13 widely traded coins, mostly on hourly, 4-hour and daily charts, with some faster charts. That was 47,242 tries. The window stored in the files is 2021-09..2026-06.

599 rules produced a finished try. A rule that finished above zero on at least 12 cells, before any fee, was tried again with a fee of 0.12 percent per side. Only buys are counted in that second try. 273 rules got it.

The method, the aggregate results and a downloadable table are on the study page. What the desk does with the results beyond these pages is its own.

This is the second pass. A fee of 0.12 percent per side is taken on the buy and again on the sell. Only buys are counted. If the rule also bets on falling prices, those trades are not in these numbers.

After fees, 12 of 49 cells finished above zero (24.5%). The median of every cell was −0.6%.

0 of the cells cleared a quality check: at least 50 trades, gains that are not one lucky trade, and a drawdown that is real without taking the whole account.

Finished above zero by chart speed: daily chart, 1D 3 of 13; hourly chart, 1h 1 of 13; 30-minute chart, 30m 1 of 10; 4-hour chart, 4h 7 of 13.

Cells tried after the fee	49
Finished above zero	12 (24.5%)
Middle result, the median of every cell	−0.6%
Middle drawdown, every cell	1.1%
Cells that cleared the quality check	0
Middle result, over the cells above zero	+0.7%
Extra, Calmar on the rows above zero. Result divided by the deepest fall	0.00
Extra, Sharpe on the rows above zero. Result divided by how bumpy the path was	0.01
Middle drawdown, the rows above zero	0.4%
Deepest fall, the rows above zero	1.2%
Middle number of trades, the rows above zero	8

Label: backtest · old prices, buys only, a fee of 0.12 percent per side, every cell · Oct 2021 – Jun 2026. Hypothetical results; see the risk disclosure.

How to read the result

How to read the number

The median of every cell is the result of the rule. The author's settings were not changed to help any coin. The weakest and the strongest cells are not a result on their own.

What the number leaves out

The table also shows +0.7%, taken only over the cells that finished above zero. Cells that finished down are left out of that figure, which is why it stands away from the median of every cell. It describes those rows only.

The middle cell closed only 13 trades. With so few trades, the size of the median moves when the years change. How many cells finished above zero is the more settled fact.

0 of 49 cells cleared a quality check: at least 50 trades, a profit factor that is not one lucky trade, and a drawdown that is real without taking the whole account. Profit factor means the gains divided by the losses. Clearing the check describes this sample. It says nothing about the next set of years.

The count above is also split by chart speed. A speed that finished higher, in these years, is one slice of the same rule. It is not a separate strategy.

What this does not show

The useful question is which exchange the volume came from. The amount traded is not the same number everywhere.

Nothing on this page was fit to the cell that finished highest. One coin, one chart speed, or one strong stretch is a single row. It is not the rule. Other years, another exchange, or another fee would be a different measurement.

Questions about Crownmark Allocation Engine [JOAT]

Words used on this page

Backtest

The rule was tried on old prices. No real money moved.

Cell

One coin on one chart speed. Bitcoin every 4 hours is one cell. Bitcoin once a day is another.

Chart speed

How often a new price bar is drawn. 15m means every 15 minutes, 1h means hourly, 4h means every 4 hours, 1D means once a day.

Fee, per side

A cost taken each time the rule trades. Per side means once on the way in and once on the way out.

Median

Line the cells up from the biggest loss to the biggest gain. The median is the middle one. Half the cells did better and half did worse.

Drawdown

The deepest fall from a high point along the way, as a percent of the account at that high.

Above zero

The account finished with more than it started.

The indicators Crownmark Allocation Engine [JOAT] uses

Each has its own page: what it measures, how it is read, where it misleads.

• ADX and the directional movement index: how strong the trend is, not which way
• ATR (average true range): the volatility number behind most stops
• Exponential moving average (EMA): what it measures and where it misleads
• Kaufman adaptive moving average (KAMA): an average that slows down in noise
• Linear regression on a chart: the least-squares line, its slope, and the channel around it
• Pivot points: swing pivots and floor-trader pivots, two different things with one name
• Rate of change (ROC) and momentum: the simplest measures of speed
• RSI (relative strength index): the formula, the 70/30 rule, and why it misleads in trends
• Simple moving average (SMA): the plainest average, and why it still runs half the strategies
• Standard deviation in trading: the volatility measure inside Bollinger Bands and z-scores
• VWAP: the volume-weighted average price, and why its anchor is the whole question

"Crownmark Allocation Engine [JOAT]" was published on TradingView by its author, under the author's own license. This page is an independent reading of those rules and of what they did on these old prices. It is not written with the author, and it is not a recommendation. Not every detail survives the translation onto this page, so read the original before you rely on it.