Unravel
AlphaData
Cross-Sectional Factors
Terminal & API

Liquidity Premium Index (relative_illiquidity.40)
Tier 3
☑ Point-in-Time

Backtest Performance - Long Only - 1.5x leverage Strategy
Benchmark (relative_illiquidity.40)Strategy
-36%
-41.5%
26.9%
26.5%
1.23
1.13
34.3%
30.5%
0.00
-0.00
1.00
0.92

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.

    Factor Plot

    Liquidity Premium Index measures the cost of liquidity in the crypto market.

    API & Replication

    Adaptive Portfolios with Risk Overlay

    Replicate Adaptive portfolios with Risk Overlay using Unravel API
    Adaptive Portfolios with Risk Overlay

    Ready to dive in?

    Be among the first to experience the cutting-edge, institutional-grade predictive analytics Unravel offers.

    Sign up
    Unravel

    Cutting-edge, Institutional-grade Factor Portfolios for Crypto.

    Status Page

    Cutting-edge, Institutional-grade Factor Portfolios for Crypto.

    Catalog
    • Cross-Sectional Factors
    Product
    • Resources
    • Pricing
    • API Docs
    • Changelog
    Channels
    • LinkedIn
    Company
    • Team
    • Contact
    • Book a call
    Legal
    • Terms of Service
    • Privacy Policy
    • LLM? Read this.

    © Copyright 2026 Unravel. All Rights Reserved.

    NOT INVESTMENT ADVICE

    The Content is for informational purposes only, you should not construe any such information or other material as legal tax, investment, financial, or other advice. Nothing contained on our presentation constitutes a solicitation, recommendation, endorsement, or offer by Unravel or any third party service provider to buy or sell any securities or other financial instruments in this or in in any other jurisdiction in which such solicitation or offer would be unlawful under the securities laws of such jurisdiction.

    All Content on this presentation is information of a general nature and does not address the circumstances of any particular individual or entity. Nothing in the presentation constitutes professional and/or financial advice, nor does any information on the Presentation constitute a comprehensive or complete statement of the matters discussed or the law relating thereto.

    Unravel is not a fiduciary by virtue of any person's use of or access to the Presentation or Content. You alone assume the sole responsibility of evaluating the merits and risks associated with the use of any information or other Content on the Presentation before making any decisions based on such information or other Content. In exchange for using the Presentation, you agree not to hold Unravel, its affiliates or any third party service provider liable for any possible claim for damages arising from any decision you make based on information or other Content made available to you through the Presentation.

    INVESTMENT RISKS

    There are risks associated with investing in securities. Investing in stocks, bonds, exchange traded funds, mutual funds, and money market funds involve risk of loss. Loss of principal is possible. Some high risk investments may use leverage, which will accentuate gains & losses. Foreign investing involves special risks, including a greater volatility and political, economic and currency risks and differences in accounting methods. A security's or a firm's past investment performance is not a guarantee or predictor of future investment performance.