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Stablecoin Flow Index (Bitcoin)
Tier 2

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

Overview

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BTC Price with Stablecoin Flow Index

Factor Plot

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

0.05

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

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

Backtest - Strategy Performance

Benchmark (Bitcoin)Strategy
-76.6%
-52.1%
62%
44.2%
1.10
1.13
62.4%
49.1%
0.00
0.05
1.00
0.65

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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