| Benchmark (altair.40) | Strategy | |
|---|---|---|
-24% | -42.3% | |
25.8% | 26% | |
1.38 | 0.90 | |
38.2% | 22.4% | |
0.00 | -0.08 | |
1.00 | 0.89 |
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.
Crypto Market-Wide Funding Rates is the open-interest weighted funding rates of the top 100 market capitalization Cryptocurrencies.