Benchmark (Bitcoin) | Strategy | |
---|---|---|
-53.7% | -53.7% | |
44.7% | 44.7% | |
0.94 | 0.94 | |
37.5% | 37.5% | |
0.27 | 0.27 | |
0.22 | 0.22 |
To understand a predictive factors predictive power, we create a simple long-only strategy and simulate its past performance (with daily rebalancing):
The strategy is rebalanced daily, on a continuous basis. There are 0.5% transaction costs applied on each position adjustment.
With our fully transparent code, you can validate the performance of the index and deploy it to production.
Integrate the Predictive Index into your production environment with our comprehensive API.
Get started by using individual Predictive Factors or use our Index API to access highly curated Risk Indices or build your own.