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Our composite predictive risk factor, encompassing liquidity,on-chain, cross-asset factors.
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| Benchmark (Aave) | Strategy | |
|---|---|---|
-92.2% | -55.6% | |
113.3% | 66.3% | |
0.93 | 1.21 | |
51.6% | 79.9% | |
0.00 | 0.24 | |
1.00 | 0.53 |
Predictive factors are designed to be translated into simple long-only strategy, with simulated past performance:
The strategy is rebalanced daily, on a continuous basis. There are 0.5% transaction costs applied on each position adjustment.
Get started by replicating the historical performance with our code snippets.