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Fast Momentum Factor is a measure of the momentum of an asset, calculated based on a range different lookback periods.
Leveraged positions and stop-loss orders create cascading buy/sell pressure. For example:
Cryptocurrency valuations often depend on viral adoption cycles and developer activity spikes. Faster Momentum indicators:
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Benchmark (Kaspa) | Strategy | |
---|---|---|
-71.8% | -49.2% | |
142.2% | 98.5% | |
1.94 | 1.98 | |
510.7% | 352.6% | |
0.00 | 0.21 | |
1.00 | 0.63 |
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.