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Stablecoin Margin Borrow Rates (Bitcoin)
Tier 1

Measures the average borrowing rates across leading exchanges for stablecoins.

Overview

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BTC Price with Stablecoin Margin Borrow Rates

Factor Plot

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

0.1

Measures the average borrowing rates across leading exchanges for stablecoins.

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

Backtest - Strategy Performance

Benchmark (Bitcoin)Strategy
-76.6%
-54.8%
62.2%
30.2%
1.12
1.25
64.4%
39.3%
0.00
0.10
1.00
0.40

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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