| Benchmark (margin_risk.40) | Strategy | |
|---|---|---|
-21.4% | -29% | |
28% | 29.9% | |
1.72 | 1.34 | |
55.6% | 43.1% | |
0.00 | -0.01 | |
1.00 | 0.86 |
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.