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.

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DOGE Price with Internal Communication Dynamics

Factor Plot

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

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Our Methodology

Predictive Strength

Negligible

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Quantity of internal communication between stakeholders.

Track this predictive factor on your dashboard

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Scatter plot - Internal Communication Dynamics and DOGE 30 and 90 Day Average Returns

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Backtest - Strategy Performance

Strategy Yearly Returns (CAGR)

100.00%

Sharpe Ratio

1.00

Max Drawdown

100.00%

Beta

1.00

Volatility

100.00%

Alpha

1.00

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

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 0.5% transaction costs applied on each position adjustment.

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API

Get started by validating the historical performance of the strategy with our transparent code snippets.
Copy and paste the code snippets below into your Python environment or download the files below.