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Crypto Market-Wide Liquidations (Toncoin)
Tier 2

Measures the liquidations of all futures contracts.

Overview

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TON Price with Crypto Market-Wide Liquidations

Factor Plot

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

Our Methodology
-0.01

Crypto Market-Wide Liquidations is the sum of all liquidations of the top 100 market capitalization Cryptocurrencies.

Read more about our methodology
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Scatter plot - Crypto Market-Wide Liquidations and TON 30 and 90 Day Average Returns

Backtest - Strategy Performance

Benchmark (Toncoin)Strategy
-81.8%
-65.4%
109%
60.5%
0.78
0.64
38.2%
23.7%
0.00
-0.01
1.00
0.47

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.

Replicate the backtest

Get started by replicating the historical performance with our code snippets.

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Our Methodology
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