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Measures short-term investor behavior.
STH behavior acts as a real-time sentiment gauge, with their profit-taking (STH SOPR >1) and panic selling (STH SOPR <1) creating self-reinforcing cycles. Their shorter time horizons make them first movers in reacting to news/price swings, creating leading signals before institutional flows adjust.
STHs dominate 63-78% of exchange inflows during volatility spikes, making their activity a direct measure of retail liquidity.
The data is sourced through tracking wallet addresses categorized as short-term holders (STHs) based on holding periods under 14 days. After analyzing address activity, and realized profits/losses to quantify short term holder behavior, we normalize metrics against historical averages to create a comparative index.
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| Benchmark (Internet Computer) | Strategy | |
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100% | 100% | |
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1.00 | 1.00 | |
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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.