unravel
unravel
Our composite predictive risk factor, encompassing liquidity,on-chain, cross-asset factors.
unravel
| Benchmark (Litecoin) | Strategy | |
|---|---|---|
-88.8% | -49.6% | |
89.1% | 56.8% | |
0.61 | 0.95 | |
14.7% | 46% | |
0.00 | 0.22 | |
1.00 | 0.58 |
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.