| Benchmark (momentum_enhanced.40) | Strategy | |
|---|---|---|
-47.1% | -42.7% | |
30.5% | 37.1% | |
1.51 | 1.92 | |
51.5% | 90.2% | |
0.00 | 0.22 | |
1.00 | 1.06 |
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.