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Stablecoin Flow Index (Aave)
Tier 2

Measures the flow / activity of stablecoins, providing insights into forthcoming potential liquidity.

Overview

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AAVE Price with Stablecoin Flow Index

Factor Plot

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▆ Very Low▆ Low▆ Moderate▆ High▆ Very High

0.17

Measures the flow / activity of stablecoins, providing insights into forthcoming potential liquidity.

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Scatter plot - Stablecoin Flow Index and AAVE 30 and 90 Day Average Returns

Backtest - Strategy Performance

Benchmark (Aave)Strategy
-92.2%
-67.5%
112.7%
73.5%
0.93
1.08
52.4%
69.2%
0.00
0.17
1.00
0.59

Predictive factors are designed to be translated into simple long-only strategy, with simulated past performance:

  • 100% Long when the predictive factor is close to 1, with a position size equivalent to the predictive factor value.
  • Flat when the predictive factor is close to 0, with a position size equivalent to the predictive factor value.

The strategy is rebalanced daily, on a continuous basis. There are 0.05% transaction costs applied on each position adjustment.

Replicate the backtest

Get started by replicating the historical performance with our code snippets.

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