Stablecoin Margin Borrow Rates (Sui)
Tier 1

Measures the average borrowing rates across leading exchanges for stablecoins.

Overview

Unravel

unravel

SUI Price with Stablecoin Margin Borrow Rates

Factor Plot

Unravel

unravel

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

Our Methodology

0.14

Overall

Measures the average borrowing rates across leading exchanges for stablecoins.

Scatter plot - Stablecoin Margin Borrow Rates and SUI 30 and 90 Day Average Returns

Backtest - Strategy Performance

	Benchmark (Sui)	Strategy
Max Drawdown	-74.3%	-44.7%
Volatility	111.2%	64.7%
Sharpe Ratio	1.07	0.93
CAGR	81.6%	48.6%
Alpha	0.00	0.05
Beta	1.00	0.46

Predictive factors are designed to be translated into simple long-only strategy, with simulated past performance:

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.

Reproduce the backtest using our API

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.