Unravel

Meta Risk Index (Dogecoin)

Our composite predictive risk factor, encompassing liquidity,on-chain, cross-asset factors.
Tier 1
☑ Point-in-Time
Preview
Backtest Performance - Risk Managed (Long Only) Strategy
Benchmark (Dogecoin)Strategy
-92.3%
-54%
197.5%
157.4%
0.98
1.03
128.1%
165.9%
0.00
0.12
1.00
0.77

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.

Unravel

unravel

1.29
1.03
Unravel

unravel

0.05
0.06

Factor Analysis

Unravel

unravel

DOGE Price with Meta Risk Index

Factor Plot

Unravel

unravel

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

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

Components

BTC Implied Volatility (1 Month)Exchange OutflowUS Cloud Computing Sector Momentum Spillover
Unravel

unravel

Scatter plot - Meta Risk Index and DOGE 30 and 90 Day Average Returns

Replicate the backtest

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

Ready to dive in?

Be among the first to experience the cutting-edge, institutional-grade predictive analytics Unravel offers.

Sign up