| Benchmark (relative_illiquidity.40) | Strategy | |
|---|---|---|
-28.6% | -34.4% | |
23.1% | 22.9% | |
1.00 | 0.60 | |
22.7% | 11.9% | |
0.00 | -0.06 | |
1.00 | 0.86 |
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.
Crypto Market-Wide Funding Rates is the open-interest weighted funding rates of the top 100 market capitalization Cryptocurrencies.