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Crypto Market-Wide Liquidations (Uniswap)
Tier 3

Measures the liquidations of all futures contracts.

Overview

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UNI Price with Crypto Market-Wide Liquidations

Factor Plot

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

0.3

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

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Scatter plot - Crypto Market-Wide Liquidations and UNI 30 and 90 Day Average Returns

Backtest - Strategy Performance

Benchmark (Uniswap)Strategy
-91.6%
-67.2%
114.4%
76.9%
0.75
1.05
25.9%
69.9%
0.00
0.29
1.00
0.61

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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