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Measures the total volume of liquidations across all exchanges.
Perpetual futures markets exhibit predictable leverage dynamics:
High liquidation volumes → Reduced open interest → Lower systemic risk → Foundation for next leverage wave.
Large long liquidation clusters create immediate sell pressure as exchanges automatically close positions. This converts paper losses into realized price impact, often triggering stop-loss orders and margin calls for other leveraged longs.
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| Benchmark (Dogecoin) | Strategy | |
|---|---|---|
-92.3% | -70.3% | |
212.4% | 103.4% | |
0.88 | 1.03 | |
91.3% | 80.7% | |
0.00 | 0.37 | |
1.00 | 0.37 |
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.