| Benchmark (altair.40) | Strategy | |
|---|---|---|
-27.2% | -41.7% | |
29.3% | 34.5% | |
1.75 | 1.84 | |
60.1% | 77.6% | |
0.00 | 0.12 | |
1.00 | 1.00 |
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.