Meta Risk Index (VeChain)
Tier 1

Our composite predictive risk factor, encompassing liquidity,on-chain, cross-asset factors.

Overview

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VET Price with Meta Risk Index

Factor Plot

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

Our Methodology

0.34

Overall

Our composite predictive risk factor, encompassing liquidity,on-chain, cross-asset factors.

Components

BTC Implied Volatility (1 Month)Exchange Outflow Corporate Bond Momentum Spillover US Cloud Computing Sector Momentum Spillover

Scatter plot - Meta Risk Index and VET 30 and 90 Day Average Returns

Backtest - Strategy Performance

	Benchmark (VeChain)	Strategy
Max Drawdown	-94.2%	-56.4%
Volatility	111.2%	74.5%
Sharpe Ratio	0.80	1.20
CAGR	30.5%	86.8%
Alpha	0.00	0.34
Beta	1.00	0.62

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 0.5% transaction costs applied on each position adjustment.

Reproduce the backtest using our API

Get started by replicating the historical performance with our code snippets.
Copy and paste the code snippets below into your Python environment or download the files below.