| Benchmark (foundational.40) | Strategy | |
|---|---|---|
-24.5% | -35.3% | |
26.9% | 33.8% | |
1.82 | 2.08 | |
57.2% | 90.3% | |
0.00 | 0.15 | |
1.00 | 1.12 |
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.