Exchange Spot Flow (Net) (Solana)

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

Predictive Strength

Negligible

Solana historically had ▶ 2.53% 30 days returns when Exchange Spot Flow (Net) was▆ Low (0.2 - 0.4). It indicates average expected returns.

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SOL 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.

Track this predictive factor on your dashboard

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Scatter plot - Exchange Spot Flow (Net) and SOL 30 and 90 Day Average Returns

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Backtest - Strategy Performance

Strategy Yearly Returns (CAGR)

100.00%

Sharpe Ratio

1.00

Max Drawdown

100.00%

Beta

1.00

Volatility

100.00%

Alpha

1.00

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

100% Long when the predictive factor is close to 1, with a position size equivalent to the predictive factor value.
Flat when the predictive factor is close to 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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API

Get started by validating the historical performance of the strategy with our transparent code snippets.
Copy and paste the code snippets below into your Python environment or download the files below.