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Instantenous Momentum Factor is a proprietary measure of the momentum of an asset, calculated based on a range different lookback periods.
Leveraged positions and stop-loss orders create cascading buy/sell pressure. For example:
Cryptocurrency valuations often depend on viral adoption cycles and developer activity spikes. Faster Momentum indicators:
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Benchmark (Dogecoin) | Strategy | |
---|---|---|
100% | 100% | |
100% | 100% | |
1.00 | 1.00 | |
100% | 100% | |
1.00 | 1.00 | |
1.00 | 1.00 |
Predictive factors are designed to be translated into simple long-only strategy, with simulated past performance:
The strategy is rebalanced daily, on a continuous basis. There are 0.5% transaction costs applied on each position adjustment.
Get started by replicating the historical performance with our code snippets.