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Our composite predictive risk factor, encompassing liquidity,on-chain, cross-asset factors.
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| Benchmark (Ethereum) | Strategy | |
|---|---|---|
-79.4% | -40.6% | |
82.7% | 50.5% | |
1.07 | 1.49 | |
71.8% | 86.8% | |
0.00 | 0.26 | |
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 0.5% transaction costs applied on each position adjustment.
Get started by replicating the historical performance with our code snippets.