| Benchmark (Bitcoin) | Strategy | |
|---|---|---|
-76.6% | -54.3% | |
60% | 36.6% | |
0.73 | 0.81 | |
29.5% | 25.6% | |
0.00 | 0.07 | |
1.00 | 0.52 |
Predictive factors are designed to be translated into simple long-only strategy, with simulated past performance:
The strategy is rebalanced daily, on a continuous basis. There are 0.5% transaction costs applied on each position adjustment.
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Crypto Market-Wide Liquidations is the sum of all liquidations of the top 100 market capitalization Cryptocurrencies.
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Get started by replicating the historical performance with our code snippets.
Copy and paste the code snippets below into your Python environment or download the files below.