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Crypto Market-Wide Liquidations (Aptos)
Tier 3

Measures the liquidations of all futures contracts.

Overview

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APT Price with Crypto Market-Wide Liquidations

Factor Plot

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

0.37

Crypto Market-Wide Liquidations is the sum of all liquidations of the top 100 market capitalization Cryptocurrencies.

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Scatter plot - Crypto Market-Wide Liquidations and APT 30 and 90 Day Average Returns

Backtest - Strategy Performance

Benchmark (Aptos)Strategy
-82.6%
-62.4%
101.5%
70.1%
0.43
0.92
-5.9%
50.6%
0.00
0.37
1.00
0.63

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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