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Our composite predictive risk factor, encompassing liquidity,on-chain, cross-asset factors.
unravel
| Benchmark (Ripple) | Strategy | |
|---|---|---|
-83.2% | -67% | |
108% | 73.8% | |
0.97 | 1.09 | |
64% | 72.9% | |
0.00 | 0.13 | |
1.00 | 0.64 |
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.