Internal Communication Dynamics (Dogecoin)

Quantity of internal communication between stakeholders.

Predictive Strength

Negligible

Dogecoin historically had ▼ -6.82% 30 days returns when Internal Communication Dynamics was▆ Very Low (0 - 0.2). It indicates negative expected returns.

Unravel

unravel

DOGE Price with Internal Communication Dynamics

Factor Plot

Unravel

unravel

Unravel

unravel

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

Get Access

Our Methodology

Predictive Strength

Negligible

Get Access

Quantity of internal communication between stakeholders.

Backtest (Strategy Performance) - Strategy

Strategy Yearly Returns (CAGR)

100.00%

Sharpe Ratio

1.00

Max Drawdown

100.00%

Beta

1.00

Volatility

204.11%

To understand a predictive factors predictive power, we create a simple long/short strategy and simulate its past performance (with daily rebalancing):

Long when the predictive factor is above 0, with a position size equivalent to the predictive factor value.
Short when the predictive factor is below 0, with a position size equivalent to the predictive factor value.

The strategy is rebalanced daily, on a continuous basis. There are 0.5% transaction costs applied on each position adjustment.

Get Access