| Benchmark (foundational.40) | Strategy | |
|---|---|---|
-23% | -22.6% | |
20.7% | 20.6% | |
1.06 | 1.03 | |
21.8% | 21.2% | |
0.00 | 0.02 | |
1.00 | 0.88 |
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.