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 (BTC)Strategy
Max Drawdown-77%-41%
Volatility64%43%
Sharpe Ratio1.101.44
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Leverage Risk Overlay

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

Benchmark (BTC)Strategy
Max Drawdown-77%-58%
Volatility64%41%
Sharpe Ratio1.101.04