| Benchmark (spectra.40) | Strategy | |
|---|---|---|
-23.3% | -28.1% | |
26.8% | 27.9% | |
2.11 | 1.70 | |
70.1% | 54.8% | |
0.00 | -0.04 | |
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.
Crypto Market-Wide Funding Rates is the open-interest weighted funding rates of the top 100 market capitalization Cryptocurrencies.