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Stablecoin Margin Borrow Rates (Aave)
Tier 1

Measures the average borrowing rates across leading exchanges for stablecoins.

Overview

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AAVE Price with Stablecoin Margin Borrow Rates

Factor Plot

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

0.07

Measures the average borrowing rates across leading exchanges for stablecoins.

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Scatter plot - Stablecoin Margin Borrow Rates and AAVE 30 and 90 Day Average Returns

Backtest - Strategy Performance

Benchmark (Aave)Strategy
-92.2%
-72.7%
112.6%
67.2%
0.98
1.01
60.6%
57.2%
0.00
0.07
1.00
0.55

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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