unravel
unravel
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:
unravel
Benchmark (Chainlink) | Strategy | |
---|---|---|
-90.2% | -73.4% | |
107.5% | 60.5% | |
0.88 | 0.68 | |
44.3% | 26.3% | |
0.00 | -0.05 | |
1.00 | 0.49 |
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.