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Measures the ratio of positive to negative mentions on Reddit.
Crypto markets exhibit stronger reflexivity than traditional assets due to retail dominance and transparent blockchain data. Bullish Reddit sentiment → increased visibility → FOMO buying → price appreciation → reinforced sentiment. This self-reinforcing cycle creates momentum that technical analysis alone might miss.
Reddit sentiment data is sourced through automated scraping of posts/comments from specified subreddits, followed by preprocessing and analysis via machine learning models. The raw sentiment scores are then normalized against historical averages to create a relative index.
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| Benchmark (Filecoin) | Strategy | |
|---|---|---|
100% | 100% | |
100% | 100% | |
1.00 | 1.00 | |
100% | 100% | |
1.00 | 1.00 | |
1.00 | 1.00 |
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.
Copy and paste the code snippets below into your Python environment or download the files below.