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Stablecoin Flow Index (Binance Coin)

Measures the flow / activity of stablecoins, providing insights into forthcoming potential liquidity.
Tier 2
☒ Not point-in-time
Deprecated
Preview
Backtest Performance - Risk Managed (Long Only) Strategy
Benchmark (Binance Coin)Strategy
-70.8%
-58.8%
86.6%
68.8%
1.26
1.38
107.2%
104.8%
0.00
0.11
1.00
0.75

Predictive factors are designed to be translated into simple long-only strategy, with simulated past performance:

  • 100% Long when the predictive factor is close to 1, with a position size equivalent to the predictive factor value.
  • Flat when the predictive factor is close to 0, with a position size equivalent to the predictive factor value.

The strategy is rebalanced daily, on a continuous basis. There are 0.05% transaction costs applied on each position adjustment.

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0.56
1.37
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0.03
0.07

Factor Analysis

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BNB Price with Stablecoin Flow Index

Factor Plot

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▆ Very Low▆ Low▆ Moderate▆ High▆ Very High

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

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Scatter plot - Stablecoin Flow Index and BNB 30 and 90 Day Average Returns

Replicate the backtest

Get started by replicating the historical performance with our code snippets.

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