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Bitcoin

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Binance Coin

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Solana

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Ripple

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Polkadot

DOGE

Dogecoin

Binance Coin (BNB) Predictive Risk Factors

Meta Risk Index
Tier 1
☑ Point-in-Time
Preview

Our composite predictive risk factor, encompassing liquidity,on-chain, cross-asset factors.

Max Drawdown

-41%

Volatility

57%

CAGR

105%

Sharpe Ratio

1.53

Crypto Market-Wide Liquidations
Tier 2
☑ Point-in-Time
Preview

Measures the liquidations of all futures contracts.

Max Drawdown

-37%

Volatility

57%

CAGR

90%

Sharpe Ratio

1.40

BTC Implied Volatility (1 Month)
Tier 1
☑ Point-in-Time
Preview

Measures the options market's expectation of Bitcoin's future price volatility.

Max Drawdown

-21%

Volatility

36%

CAGR

46%

Sharpe Ratio

1.23

Speculative Flow Index
Tier 1
☑ Point-in-Time
Preview

Measures the asset's sensitivity to speculative flows, captures the lead-lag relationship.

Max Drawdown

-46%

Volatility

62%

CAGR

99%

Sharpe Ratio

1.41

Stablecoin Exchange Inflow
Tier 2
☒ Not point-in-time
Preview

Measures the inflow of stablecoins to leading exchanges.

Max Drawdown

-64%

Volatility

73%

CAGR

113%

Sharpe Ratio

1.40

Liquidations (Total)
Tier 1
☑ Point-in-Time
Preview

Measures the total volume of liquidations across all exchanges.

Max Drawdown

-36%

Volatility

62%

CAGR

81%

Sharpe Ratio

1.24

Stablecoin Flow Index
Index
☒ Not point-in-time
Preview

Measures the flow / activity of stablecoins, providing insights into forthcoming potential liquidity.

Max Drawdown

-59%

Volatility

70%

CAGR

104%

Sharpe Ratio

1.36

Crypto Market-Wide Funding Rates
Tier 2
☑ Point-in-Time
Preview

Measures the funding rates of all futures contracts.

Max Drawdown

-50%

Volatility

60%

CAGR

84%

Sharpe Ratio

1.28

Crypto Market-Wide Spot-Futures Volume Ratio
Tier 1
☑ Point-in-Time
Preview

Measures the spot-futures volume ratio of all futures contracts.

Max Drawdown

-58%

Volatility

71%

CAGR

94%

Sharpe Ratio

1.28

Fast Momentum
Tier 1
☑ Point-in-Time
Preview

Measures the momentum of an asset, calculated on shorter timeframes.

Max Drawdown

-42%

Volatility

59%

CAGR

74%

Sharpe Ratio

1.20

Crypto Market-Wide Top Accounts Positions
Tier 2
☑ Point-in-Time
Preview

Measures the top accounts positions of all futures contracts.

Max Drawdown

-63%

Volatility

55%

CAGR

64%

Sharpe Ratio

1.16

Funding Rates
Tier 1
☑ Point-in-Time
Preview

Measures the aggregate funding rates for the asset across leading global exchanges.

Max Drawdown

-38%

Volatility

56%

CAGR

59%

Sharpe Ratio

1.08

Crypto Market-Wide Borrow Rates
Tier 2
☑ Point-in-Time
Preview

Measures the borrow rates of all futures contracts.

Max Drawdown

-44%

Volatility

45%

CAGR

49%

Sharpe Ratio

1.12

Stablecoin Margin Borrow Rates
Tier 1
☑ Point-in-Time
Preview

Measures the average borrowing rates across leading exchanges for stablecoins.

Max Drawdown

-64%

Volatility

65%

CAGR

61%

Sharpe Ratio

1.04

Liquidity Premium Index
Tier 2
☑ Point-in-Time

Measures the cost of liquidity in the crypto market.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

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ETF Net Flow
Tier 1
☑ Point-in-Time

Measures the net flow of capital into ETFs.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

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Crypto Large Cap / Small Cap Correlation
Tier 1
☑ Point-in-Time

The Rolling Correlation between Crypto Large Cap and Crypto Small Cap Indices.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

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Orderbook Volume Delta
Tier 1
☑ Point-in-Time

Measures the aggregated order book volume delta of all exchanges.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

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Net Positions
Tier 1
☑ Point-in-Time

Measures the net positions taken by traders on all exchanges.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

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Taker Buy-Sell Ratio
Tier 1
☑ Point-in-Time

Measures the buy-sell ratio of the takers.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

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Attention Index
Tier 2
☒ Not point-in-time

Measures the assets' overall share of all conversations about crypto.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

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Development Effort
Tier 1
☒ Not point-in-time

Measures the ongoing development effort for the chain.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

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Whale Transactions
Tier 2
☒ Not point-in-time

Tracks significant capital movements within digital assets by measuring high-value transaction volumes.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

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Short Term Holder Trading Activity
Tier 2
☒ Not point-in-time

Measures short-term investor behavior.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

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Reddit Mentions
Tier 1
☒ Not point-in-time

Measures interest in the asset by tracking the number of mentions on Reddit.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

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Telegram Mentions
Tier 2
☒ Not point-in-time

Measures interest in the asset by tracking the number of mentions on Telegram.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Youtube Mentions
Tier 1
☒ Not point-in-time

Measures interest in the asset by tracking the number of mentions on Youtube.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Reddit Sentiment
Tier 1
☒ Not point-in-time

Measures the ratio of positive to negative mentions on Reddit.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Telegram Sentiment
Tier 2
☒ Not point-in-time

Measures the ratio of positive to negative mentions on Telegram.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Aggregate Sentiment
Tier 2
☒ Not point-in-time

Measures the ratio of positive to negative mentions across all tracked channels.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

MVRV
Tier 2
☒ Not point-in-time

Measures Market Value to Realized Value (MVRV) ratio of a digital asset, designed to evaluate its valuation dynamics across various timeframes.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Net Realized Profit/Loss
Tier 2
☒ Not point-in-time

Measures the ratio of realized profit and loss of all participants.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

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New Users
Tier 1
☑ Point-in-Time

Measures the number of new users on-chain.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Miner Profitability
Tier 1
☑ Point-in-Time

Measures mining profitability, providing insights into their impact on overall market selling pressure.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Open Interest (Aggregate)
Tier 1
☑ Point-in-Time

Measures open interest data across leading global exchanges.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Stablecoin Supply
Tier 2
☒ Not point-in-time

Measures the total supply of stablecoins across multiple blockchains, providing insights into forthcoming potential liquidity.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Active Addresses
Tier 1
☑ Point-in-Time

Measures the number of unique addresses interacting with the Bitcoin network.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Futures Premium (CME)
Tier 1
☑ Point-in-Time

Measures the difference between the price of Bitcoin futures contracts on CME, and the spot price.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Memecoin Index
Tier 1
☑ Point-in-Time

Measures the market capitalization of meme-based cryptocurrencies.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

BTC Market Dominance
Tier 1
☑ Point-in-Time

Measures the market capitalization of Bitcoin as a percentage of all the total crypto market capitalization.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

MSTR Premium
Tier 1
☑ Point-in-Time

Measures the difference between Microstrategy's market capitalization over its Bitcoin holdings.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

BTC Implied Volatility (3 Months)
Tier 1
☑ Point-in-Time

Measures the options market's expectation of Bitcoin's future price volatility.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Aggregate Volume
Tier 1
☑ Point-in-Time

Measures the total volume of futures and spot trading across leading exchanges.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Spot Volume
Tier 1
☑ Point-in-Time

Measures the total volume of spot trading on leading exchanges.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Futures Volume
Tier 1
☑ Point-in-Time

Measures the total volume of futures trading on leading exchanges.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Stablecoin Transfer Volumes
Tier 1
☑ Point-in-Time

Measures the total volume of stablecoins transferred across blockchains.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Stablecoin Supply Ratio
Tier 1
☑ Point-in-Time

Measures the ratio of stablecoin supply to Bitcoin market capitalization.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Exchange Spot Flow (Net)
Tier 2
☑ Point-in-Time

Measures the inflows minus the outflows of the asset on exchanges.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Liquidations (Long)
Tier 1
☑ Point-in-Time

Measures the total volume of long liquidations across all exchanges.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Liquidations (Short)
Tier 1
☑ Point-in-Time

Measures the total volume of short liquidations across all exchanges.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Margin Borrow Rates
Tier 1
☑ Point-in-Time

Measures the average borrowing rates across leading exchanges.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Stablecoin Exchange Netflow
Tier 2
☒ Not point-in-time

Measures the net flow of stablecoins across leading exchanges.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Stablecoin Percentage of Supply on Exchanges
Tier 2
☒ Not point-in-time

Measures the percentage of stablecoin supply on leading exchanges.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Futures Premium
Tier 1
☑ Point-in-Time

Measures the difference between the price of perpetual futures contracts on leading exchanges and the spot price.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Spot / Futures Volume Ratio
Tier 1
☑ Point-in-Time

Measures the ratio of spot volume to futures volume on leading exchanges.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Slow Momentum
Tier 1
☑ Point-in-Time

Measures of the momentum of an asset, calculated on shorter timeframes.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Skew
Tier 1
☑ Point-in-Time

Measures the skewness of the returns of an asset, calculated based on a range different lookback periods.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Instantenous Momentum
Tier 1
☑ Point-in-Time

Measure of the instantenous momentum of an asset.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Instantenous Volatility
Tier 1
☑ Point-in-Time

Measure of the volatility of an asset.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

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