| Benchmark (altair.40) | Strategy | |
|---|---|---|
-27.2% | -41.7% | |
29.2% | 34.6% | |
1.64 | 1.69 | |
54.9% | 69.3% | |
0.00 | 0.10 | |
1.00 | 1.01 |
Predictive factors are designed to be translated into simple long/short strategy, with simulated past performance:
The strategy is rebalanced daily, on a continuous basis. There are 0.05% transaction costs applied on each position adjustment.
Measures the trend consensus of the crypto market.