Unravel

BTC

Bitcoin

ETH

Ethereum

BNB

Binance Coin

SOL

Solana

ADA

Cardano

XRP

Ripple

DOT

Polkadot

DOGE

Dogecoin

Solana (SOL) Directional Strategies

Meta Risk Index
Tier 1
☑ Point-in-Time
Preview

Our composite predictive risk factor, encompassing liquidity,on-chain, cross-asset factors.

Max Drawdown

-58%

Volatility

65%

CAGR

140%

Sharpe Ratio

1.67

Speculative Flow Index
Tier 1
☑ Point-in-Time
Preview

Measures the asset's sensitivity to speculative flows, captures the lead-lag relationship.

Max Drawdown

-64%

Volatility

86%

CAGR

151%

Sharpe Ratio

1.49

Crypto Market-Wide Liquidations
Tier 3
☑ Point-in-Time
Preview

Measures the liquidations of all futures contracts.

Max Drawdown

-61%

Volatility

74%

CAGR

96%

Sharpe Ratio

1.28

Fast Momentum
Tier 1
☑ Point-in-Time
Preview

Measures the momentum of an asset, calculated on shorter timeframes.

Max Drawdown

-61%

Volatility

75%

CAGR

41%

Sharpe Ratio

0.85

Crypto Market-Wide Funding Rates
Tier 3
☑ Point-in-Time
Preview

Measures the funding rates of all futures contracts.

Max Drawdown

-81%

Volatility

83%

CAGR

43%

Sharpe Ratio

0.85

BTC Implied Volatility (1 Month)
Tier 1
☑ Point-in-Time
Preview

Measures the options market's expectation of Bitcoin's future price volatility.

Max Drawdown

-71%

Volatility

69%

CAGR

33%

Sharpe Ratio

0.77

Funding Rates
Tier 1
☑ Point-in-Time
Preview

Measures the aggregate funding rates for the asset across leading global exchanges.

Max Drawdown

-89%

Volatility

76%

CAGR

-9%

Sharpe Ratio

0.26

Liquidations (Total)
Tier 1
☑ Point-in-Time
Preview

Measures the total volume of liquidations across all exchanges.

Max Drawdown

-64%

Volatility

75%

CAGR

74%

Sharpe Ratio

1.12

Stablecoin Margin Borrow Rates
Tier 1
☑ Point-in-Time
Preview

Measures the average borrowing rates across leading exchanges for stablecoins.

Max Drawdown

-98%

Volatility

75%

CAGR

-32%

Sharpe Ratio

-0.14

Liquidity Premium Index
Tier 3
☑ Point-in-Time

Measures the cost of liquidity in the crypto market.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

ETF Net Flow
Tier 1
☑ Point-in-Time

Measures the net flow of capital into ETFs.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Crypto Large Cap / Small Cap Correlation
Tier 1
☑ Point-in-Time
Deprecated

The Rolling Correlation between Crypto Large Cap and Crypto Small Cap Indices.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Orderbook Volume Delta
Tier 1
☑ Point-in-Time
Deprecated

Measures the aggregated order book volume delta of all exchanges.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Taker Buy-Sell Ratio
Tier 1
☑ Point-in-Time

Measures the buy-sell ratio of the takers.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Attention Index
Tier 3
☒ Not point-in-time
Deprecated

Measures the assets' overall share of all conversations about crypto.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Development Effort
Tier 1
☒ Not point-in-time

Measures the ongoing development effort for the chain.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Reddit Mentions
Tier 1
☒ Not point-in-time
Deprecated

Measures interest in the asset by tracking the number of mentions on Reddit.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Telegram Mentions
Tier 3
☒ Not point-in-time
Deprecated

Measures interest in the asset by tracking the number of mentions on Telegram.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Youtube Mentions
Tier 1
☒ Not point-in-time
Deprecated

Measures interest in the asset by tracking the number of mentions on Youtube.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Reddit Sentiment
Tier 1
☒ Not point-in-time
Deprecated

Measures the ratio of positive to negative mentions on Reddit.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Telegram Sentiment
Tier 3
☒ Not point-in-time
Deprecated

Measures the ratio of positive to negative mentions on Telegram.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Aggregate Sentiment
Tier 3
☒ Not point-in-time
Deprecated

Measures the ratio of positive to negative mentions across all tracked channels.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

MVRV
Tier 3
☒ Not point-in-time
Deprecated

Measures Market Value to Realized Value (MVRV) ratio of a digital asset, designed to evaluate its valuation dynamics across various timeframes.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Net Realized Profit/Loss
Tier 3
☒ Not point-in-time
Deprecated

Measures the ratio of realized profit and loss of all participants.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

New Users
Tier 1
☑ Point-in-Time
Deprecated

Measures the number of new users on-chain.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Miner Profitability
Tier 1
☑ Point-in-Time
Deprecated

Measures mining profitability, providing insights into their impact on overall market selling pressure.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Open Interest (Aggregate)
Tier 1
☑ Point-in-Time

Measures open interest data across leading global exchanges.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Stablecoin Supply
Tier 3
☒ Not point-in-time
Deprecated

Measures the total supply of stablecoins across multiple blockchains, providing insights into forthcoming potential liquidity.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Memecoin Index
Tier 1
☑ Point-in-Time

Measures the market capitalization of meme-based cryptocurrencies.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

BTC Market Dominance
Tier 1
☑ Point-in-Time

Measures the market capitalization of Bitcoin as a percentage of all the total crypto market capitalization.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

MSTR Premium
Tier 1
☑ Point-in-Time
Deprecated

Measures the difference between Microstrategy's market capitalization over its Bitcoin holdings.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Aggregate Volume
Tier 1
☑ Point-in-Time
Deprecated

Measures the total volume of futures and spot trading across leading exchanges.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Spot Volume
Tier 1
☑ Point-in-Time
Deprecated

Measures the total volume of spot trading on leading exchanges.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Futures Volume
Tier 1
☑ Point-in-Time
Deprecated

Measures the total volume of futures trading on leading exchanges.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Stablecoin Transfer Volumes
Tier 1
☑ Point-in-Time
Deprecated

Measures the total volume of stablecoins transferred across blockchains.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Stablecoin Supply Ratio
Tier 1
☑ Point-in-Time
Deprecated

Measures the ratio of stablecoin supply to Bitcoin market capitalization.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Liquidations (Long)
Tier 1
☑ Point-in-Time

Measures the total volume of long liquidations across all exchanges.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Liquidations (Short)
Tier 1
☑ Point-in-Time

Measures the total volume of short liquidations across all exchanges.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Margin Borrow Rates
Tier 1
☑ Point-in-Time
Deprecated

Measures the average borrowing rates across leading exchanges.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Futures Premium
Tier 1
☑ Point-in-Time

Measures the difference between the price of perpetual futures contracts on leading exchanges and the spot price.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Spot / Futures Volume Ratio
Tier 1
☑ Point-in-Time
Deprecated

Measures the ratio of spot volume to futures volume on leading exchanges.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Slow Momentum
Tier 1
☑ Point-in-Time

Measures of the momentum of an asset, calculated on shorter timeframes.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Skew
Tier 1
☑ Point-in-Time

Measures the skewness of the returns of an asset, calculated based on a range different lookback periods.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Instantenous Momentum
Tier 1
☑ Point-in-Time

Measure of the instantenous momentum of an asset.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Instantenous Volatility
Tier 1
☑ Point-in-Time

Measure of the volatility of an asset.

Max Drawdown

100%

Volatility

100%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Interested in all predictive factors?

Be among the first to experience the cutting-edge, institutional-grade predictive analytics Unravel offers.
Join Waitlist