Active Risk Overlays for Bitcoin

Active Risk Overlays built from Predictive Risk Factors. Manage volatility based on Alternative Crypto Data.
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Speculative Flow Overlay

Measures the asset's sensitivity to speculative flows, captures the lead-lag relationship.

Benchmark (Bitcoin)Strategy
-76.6%
-41.3%
63.2%
42.7%
1.11
1.40
Index
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Leverage Risk Overlay

Measures ecosystem-wide leverage via proxy metrics, captures the inherent systemic risk.

Benchmark (Bitcoin)Strategy
-76.6%
-55.6%
63.3%
42.5%
1.11
0.99
Index
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Liquidity Premium Overlay

Measures the cost of liquidity in the crypto market.

Benchmark (Bitcoin)Strategy
100%
100%
100%
100%
1.00
1.00
Tier 2