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Meta Risk Index (Solana)

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 (Solana)Strategy
-96.3%
-66.7%
124.4%
81.3%
1.46
1.82
185.4%
218.4%
0.00
0.37
1.00
0.61

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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0.33
1.82
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0.01
0.08

Factor Analysis

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SOL Price with Meta Risk Index

Factor Plot

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

Replicate the backtest

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

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