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Crypto Market-Wide Liquidations is the sum of all liquidations of the top 100 market capitalization Cryptocurrencies.
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| Benchmark (MANTRA) | Strategy | |
|---|---|---|
-97.6% | -74.9% | |
149.9% | 96.6% | |
1.08 | 1.25 | |
50.3% | 113.7% | |
0.00 | 0.28 | |
1.00 | 0.58 |
To understand a predictive factors predictive power, we create a simple long-only strategy and simulate its past performance (with daily rebalancing):
The strategy is rebalanced daily, on a continuous basis. There are 0.5% transaction costs applied on each position adjustment.
Get started by validating the historical performance of this factor with our transparent code snippets.
Copy and paste the code snippets below into your Python environment or download the files below.