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Stablecoin Flow Index (Polkadot)

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 (Polkadot)Strategy
-94.5%
-59.6%
100.1%
72.1%
0.43
0.89
-6.1%
47.1%
0.00
0.37
1.00
0.67

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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0.84
0.88
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0.05
0.09

Factor Analysis

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DOT 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 DOT 30 and 90 Day Average Returns

Replicate the backtest

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

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