Factor analysis dashboard
Quality factors drive robust strategies
Factor overview
407 factors
Mode
Timing · time-series analysis
Parameters
4h × 1y
| Factor name | Long Q1Return / Sharpe ratio | Short Q5Return / Sharpe ratio | Return / Sharpe ratio | ||
|---|---|---|---|---|---|
OB slope skewness MA ratio 30 4H ob_slope_skew_ma_ratio_30_4h 2 symbols | 0.0950 | - | 5.00% 0.2000 | 28.48% 1.1700 | 33.48% 0.4800 |
BTC PUELL MULTIPLE change 30 4H btc_puell_multiple_chg_30_4h 1 symbols | 0.0949 | - | -10.82% -0.3500 | 6.85% 0.1900 | -3.98% -0.2400 |
futures OPEN INTEREST ROC 180 4H open_interest_roc_180_4h 96 symbols | 0.0945 | 0.4200 | -113.81% -3.7200 | 56.69% 0.8300 | -57.12% -2.0900 |
OB spread ROC 180 4H ob_spread_roc_180_4h 2 symbols | 0.0941 | - | 4.08% 0.2200 | 28.94% 0.2900 | 33.02% 0.2600 |
SUPPLY inflation ROC 7 4H supply_inflation_roc_7_4h 150 symbols | 0.0941 | 0.5200 | 110.95% 1.3800 | 74.72% 1.5400 | 185.67% 2.4400 |
NVT ROC 180 4H nvt_roc_180_4h 2 symbols | 0.0935 | - | -17.89% -0.3800 | 11.86% 0.3300 | -6.03% -0.0600 |
OB spread price impact SYNC change 180 4H ob_spread_impact_sync_chg_180_4h 2 symbols | 0.0934 | - | 48.00% 0.8600 | 10.32% 0.3600 | 58.32% 1.3900 |
BTC SSR ROC 7 4H btc_ssr_roc_7_4h 1 symbols | 0.0930 | - | 34.10% 0.6700 | 11.93% 0.5300 | 46.03% 0.8700 |
BTC THERMOCAP ROC 180 4H btc_thermocap_roc_180_4h 1 symbols | 0.0926 | - | -28.77% -0.8400 | 1.12% -0.0400 | -27.64% -0.9100 |
BTC SSR z-score 360 4H btc_ssr_z_360_4h 1 symbols | 0.0925 | - | 33.21% 1.1100 | -1.54% -0.0100 | 31.67% 0.6500 |
BTC MINER REVENUE TO MCAP ROC 30 4H btc_miner_revenue_to_mcap_roc_30_4h 1 symbols | 0.0917 | - | -5.15% -0.0200 | -4.94% -0.0100 | -10.08% -0.2800 |
BTC MINER RESERVE MA ratio 30 4H btc_miner_reserve_ma_ratio_30_4h 1 symbols | 0.0908 | - | 51.10% 1.4200 | -0.86% -0.1900 | 50.23% 0.6400 |
OB spread MA ratio 30 4H ob_spread_ma_ratio_30_4h 2 symbols | 0.0897 | - | 9.64% 0.0200 | 37.01% 0.5500 | 46.65% 1.0800 |
BTC SOPR MA ratio 30 4H btc_sopr_ma_ratio_30_4h 1 symbols | 0.0896 | - | 50.05% 0.5600 | -2.86% -0.0300 | 47.19% 0.8100 |
perp FUNDING rate ROC 180 4H funding_rate_roc_180_4h 120 symbols | 0.0896 | 0.3000 | -66.47% -1.0700 | 23.77% 0.4900 | -42.70% -0.5800 |
LONG liquidation MA ratio 120 4H long_liquidation_ma_ratio_120_4h 96 symbols | 0.0895 | 0.9200 | -124.43% -2.2500 | -29.23% -0.6800 | -153.66% -4.6700 |
MCAP DRAWDOWN z-score 360 4H mcap_drawdown_z_360_4h 138 symbols | 0.0890 | 0.9200 | 21.38% 0.2800 | 29.84% 0.7000 | 51.21% 0.9700 |
DEV commits change 30 4H dev_commits_chg_30_4h 70 symbols | 0.0890 | 0.7600 | 240.66% 4.9800 | 15.37% 0.2800 | 256.02% 4.9000 |
ETF flow 4H etf_flow_4h 8 symbols | 0.0880 | 0.7600 | -19.58% -0.1500 | -13.59% -0.1400 | -33.17% -1.3300 |
perp FUNDING rate MA ratio 30 4H funding_rate_ma_ratio_30_4h 120 symbols | 0.0879 | 0.9400 | -58.10% -1.5600 | 6.38% 0.1100 | -51.73% -0.7500 |