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Stablecoin Flow Index (Solana)

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 (Solana)Strategy
-96.3%
-66.4%
124.4%
89.8%
1.46
1.76
185.4%
226.2%
0.00
0.35
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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0.39
1.76
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0.02
0.09

Factor Analysis

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SOL 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 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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