unravel
unravel
Measures the total volume of liquidations across all exchanges.
Perpetual futures markets exhibit predictable leverage dynamics:
High liquidation volumes → Reduced open interest → Lower systemic risk → Foundation for next leverage wave.
Large long liquidation clusters create immediate sell pressure as exchanges automatically close positions. This converts paper losses into realized price impact, often triggering stop-loss orders and margin calls for other leveraged longs.
unravel
| Benchmark (MANTRA) | Strategy | |
|---|---|---|
-97.6% | -83.2% | |
162.2% | 119.7% | |
0.89 | 0.84 | |
-25.3% | 39.6% | |
0.00 | 0.04 | |
1.00 | 0.67 |
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.