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Meta Risk Index (Monero)
Tier 1

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

Overview

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XMR Price with Meta Risk Index

Factor Plot

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

Our Methodology
0.04

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

Components

BTC Implied Volatility (1 Month)Exchange OutflowUS Cloud Computing Sector Momentum Spillover
Read more about our methodology
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Scatter plot - Meta Risk Index and XMR 30 and 90 Day Average Returns

Backtest - Strategy Performance

Benchmark (Monero)Strategy
-78.5%
-51.2%
84%
50.9%
0.86
0.84
42.5%
34.6%
0.00
0.04
1.00
0.54

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.

Replicate the backtest

Get started by replicating the historical performance with our code snippets.

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Our Methodology
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