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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.
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| Benchmark (MANTRA) | Strategy | |
|---|---|---|
-96.9% | -80.7% | |
163.9% | 121.3% | |
1.02 | 0.93 | |
-10.8% | 54.4% | |
0.00 | 0.00 | |
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.
Copy and paste the code snippets below into your Python environment or download the files below.