Exchange Spot Flow (Net) (MANTRA)

Measures the inflows minus the outflows of the asset on exchanges.

Predictive Strength

Negligible

MANTRA historically had ▶ 5.18% 30 days returns when Exchange Spot Flow (Net) was▆ Moderate (0.4 - 0.6). It indicates average expected returns.

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OM Price with Exchange Spot Flow (Net)

Factor Plot

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▆ Very Low▆ Low▆ Moderate▆ High▆ Very High

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Our Methodology

Predictive Strength

Negligible

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Measures the inflows minus the outflows of the asset on exchanges.

Data Collection Methodology

Exchange Spot Flows are sourced by tracking real-time blockchain transactions to/from exchange wallets, calculating net flow as inflows minus outflows. This raw data is then normalized against historical averages to contextualize current activity relative to past trends.

Backtest (Strategy Performance) - Strategy

Strategy Yearly Returns (CAGR)

100.00%

Sharpe Ratio

1.00

Max Drawdown

100.00%

Beta

1.00

Volatility

70.31%

To understand a predictive factors predictive power, we create a simple long/short strategy and simulate its past performance (with daily rebalancing):

Long when the predictive factor is above 0, with a position size equivalent to the predictive factor value.
Short when the predictive factor is below 0, with a position size equivalent to the predictive factor value.

The strategy is rebalanced daily, on a continuous basis. There are 0.5% transaction costs applied on each position adjustment.

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