Unravel

Stablecoin Flow Index (Hedera)
Tier 2

Measures the flow / activity of stablecoins, providing insights into forthcoming potential liquidity.

Overview

Unravel

unravel

HBAR Price with Stablecoin Flow Index

Factor Plot

Unravel

unravel

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

0.36

Measures the flow / activity of stablecoins, providing insights into forthcoming potential liquidity.

Unravel

unravel

Scatter plot - Stablecoin Flow Index and HBAR 30 and 90 Day Average Returns

Backtest - Strategy Performance

Benchmark (Hedera)Strategy
-92.8%
-58.7%
131.8%
102%
1.00
1.30
72.9%
138.8%
0.00
0.36
1.00
0.74

Predictive factors are designed to be translated into simple long-only strategy, with simulated past performance:

  • 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 0.05% transaction costs applied on each position adjustment.

Replicate the backtest

Get started by replicating the historical performance with our code snippets.

Ready to dive in?

Be among the first to experience the cutting-edge, institutional-grade predictive analytics Unravel offers.

Sign up