| Benchmark (relative_illiquidity.40) | Strategy | |
|---|---|---|
-36% | -47.5% | |
27.6% | 32.7% | |
1.14 | 1.14 | |
31.9% | 38% | |
0.00 | 0.05 | |
1.00 | 1.02 |
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.