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Measures the asset's sensitivity to the US Cloud Computing Index, captures the lead-lag relationship between the two assets.
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Benchmark (TRON) | Strategy | |
---|---|---|
-69.6% | -54.3% | |
89.8% | 72% | |
1.04 | 1.10 | |
73.8% | 74.9% | |
0.00 | 0.12 | |
1.00 | 0.72 |
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.