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Stablecoin Exchange Inflow (Toncoin)
Tier 3

Measures the inflow of stablecoins to leading exchanges.

Overview

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TON Price with Stablecoin Exchange Inflow

Factor Plot

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

0.25

Measures the inflow of stablecoins to leading exchanges.

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Scatter plot - Stablecoin Exchange Inflow and TON 30 and 90 Day Average Returns

Backtest - Strategy Performance

Benchmark (Toncoin)Strategy
-81.8%
-53.1%
106.7%
77.3%
0.86
1.07
50.9%
78.2%
0.00
0.25
1.00
0.63

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 0.05% 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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