BTC Momentum Factor

Predictive Factor Breakdown

Current Value
1.33

This value is associated with lower than average 30 Day forward returns

Predictive Score over Time

Predictive Score for full history: 92

16

BTC Price with Momentum Factor

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Momentum Factor Range and BTC 30 Day Forward Returns

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This chart displays what happened (on average) historcally in the subsequent 30 days to BTC when the factor was in a certain range.
Factor RangeAverage 30 Day
BTC Returns
-4.839 - -3.69442.07 %
-3.694 - -2.55813.89 %
-2.558 - -1.422-2.2 %
-1.422 - -0.2874.75 %
-0.287 - 0.8499.26 %
0.849 - 1.98511.07 %
1.985 - 3.12122.15 %
3.121 - 4.25727.36 %

Scatter plot - Momentum Factor and BTC 30 and 90 Day Forward Returns

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UnravelBTC Momentum Factor

The Unravel Momentum Factor is a measure of the momentum of a stock as an asset, calculated based on a range different lookback periods. The index is weighted based on a proprietary mechanism that aims to maximize the index's Predictive Score.

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