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Our composite predictive risk factor, encompassing liquidity,on-chain, cross-asset factors.
unravel
Benchmark (Ethereum Classic) | Strategy | |
---|---|---|
-89.8% | -57.5% | |
105% | 63.7% | |
0.78 | 0.94 | |
32.2% | 49.6% | |
0.00 | 0.15 | |
1.00 | 0.55 |
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 0.05% transaction costs applied on each position adjustment.
Get started by replicating the historical performance with our code snippets.