Unravel

Stablecoin Margin Borrow Rates (Binance Coin)
Tier 1

Measures the average borrowing rates across leading exchanges for stablecoins.

Overview

Unravel

unravel

BNB Price with Stablecoin Margin Borrow Rates

Factor Plot

Unravel

unravel

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

-0.07

Measures the average borrowing rates across leading exchanges for stablecoins.

Unravel

unravel

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

Backtest - Strategy Performance

Benchmark (Binance Coin)Strategy
-70.8%
-64.3%
86.6%
64.5%
1.26
1.07
107.2%
62.7%
0.00
-0.07
1.00
0.69

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.

Ready to dive in?

Be among the first to experience the cutting-edge, institutional-grade predictive analytics Unravel offers.

Sign up