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Fast Momentum Factor is a measure of the momentum of an asset, calculated based on a range different lookback periods.
Leveraged positions and stop-loss orders create cascading buy/sell pressure. For example:
Cryptocurrency valuations often depend on viral adoption cycles and developer activity spikes. Faster Momentum indicators:
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Benchmark (TRON) | Strategy | |
---|---|---|
-69.6% | -54.5% | |
89.7% | 63.8% | |
1.04 | 0.76 | |
74.4% | 35.7% | |
0.00 | -0.12 | |
1.00 | 0.64 |
Predictive factors are designed to be translated into simple long-only strategy, with simulated past performance:
The strategy is rebalanced daily, on a continuous basis. There are 0.5% transaction costs applied on each position adjustment.
Get started by replicating the historical performance with our code snippets.