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Our composite predictive risk factor, encompassing liquidity,on-chain, cross-asset factors.
unravel
| Benchmark (MANTRA) | Strategy | |
|---|---|---|
-97.7% | -67.5% | |
149.8% | 94% | |
0.76 | 1.39 | |
-5% | 145.3% | |
0.00 | 0.67 | |
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.