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Stablecoin Exchange Inflow (Uniswap)
Tier 3

Measures the inflow of stablecoins to leading exchanges.

Overview

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UNI Price with Stablecoin Exchange Inflow

Factor Plot

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

0.21

Measures the inflow of stablecoins to leading exchanges.

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

Backtest - Strategy Performance

Benchmark (Uniswap)Strategy
-91.6%
-71.5%
114.3%
83.3%
0.67
0.86
14.8%
47%
0.00
0.21
1.00
0.66

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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