Unravel
Sign Up

BTC

Bitcoin

ES

S&P 500 E-Mini Futures

GC

Gold Futures

ZN

10-Year T-Note Futures

CL

Crude Oil Futures

Bitcoin (BTC) Predictive Risk Factors

Money Supply (Global M2)
Open Access

Measures the M2 money supply across all countries.

Max Drawdown

-31%

Volatility

39%

CAGR

78%

Sharpe Ratio

1.67

US Cloud Computing Sector Demand
Open Access

Measures the asset's sensitivity to the US Cloud Computing Index, captures the lead-lag relationship between the two assets.

Max Drawdown

-28%

Volatility

38%

CAGR

65%

Sharpe Ratio

1.51

Implied Volatility (1 Week)
Open Access

Measures the options market's expectation of Bitcoin's future price volatility.

Max Drawdown

-54%

Volatility

54%

CAGR

93%

Sharpe Ratio

1.49

Instantenous Volatility
Open Access

Measure of the volatility of an asset.

Max Drawdown

-48%

Volatility

44%

CAGR

74%

Sharpe Ratio

1.48

Fast Momentum
Open Access

Measures the momentum of an asset, calculated on shorter timeframes.

Max Drawdown

-54%

Volatility

39%

CAGR

66%

Sharpe Ratio

1.48

Exchange Outflow
Open Access

Measures the flow of digital asset out of trading venues.

Max Drawdown

-46%

Volatility

47%

CAGR

71%

Sharpe Ratio

1.37

Implied Volatility (3 Months)
Open Access

Measures the options market's expectation of Bitcoin's future price volatility.

Max Drawdown

-54%

Volatility

53%

CAGR

77%

Sharpe Ratio

1.36

Slow Momentum
Open Access

Measures of the momentum of an asset, calculated on shorter timeframes.

Max Drawdown

-51%

Volatility

40%

CAGR

59%

Sharpe Ratio

1.36

Miner Profitability
Open Access

Measures mining profitability, providing insights into their impact on overall market selling pressure.

Max Drawdown

-54%

Volatility

40%

CAGR

57%

Sharpe Ratio

1.31

Skew
Open Access

Measures the skewness of the returns of an asset, calculated based on a range different lookback periods.

Max Drawdown

-55%

Volatility

39%

CAGR

52%

Sharpe Ratio

1.27

Reddit Mentions
Open Access

Measures interest in the asset by tracking the number of mentions on Reddit.

Max Drawdown

-46%

Volatility

46%

CAGR

61%

Sharpe Ratio

1.26

Instantenous Momentum
Open Access

Measure of the instantenous momentum of an asset.

Max Drawdown

-59%

Volatility

41%

CAGR

53%

Sharpe Ratio

1.25

Stablecoin Supply
Open Access

Measures the total supply of stablecoins across multiple blockchains, providing insights into forthcoming potential liquidity.

Max Drawdown

-52%

Volatility

52%

CAGR

44%

Sharpe Ratio

0.97

Funding Rates
Open Access

Measures the aggregate funding rates for the asset across leading global exchanges.

Max Drawdown

-50%

Volatility

43%

CAGR

31%

Sharpe Ratio

0.84

Margin Borrow Rates
Tier 1

Measures the average borrowing rates across leading exchanges.

Max Drawdown

100%

Volatility

18%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Liquidations (Short)
Tier 1

Measures the total volume of short liquidations across all exchanges.

Max Drawdown

100%

Volatility

54%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Liquidations (Long)
Tier 1

Measures the total volume of long liquidations across all exchanges.

Max Drawdown

100%

Volatility

54%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Liquidations (Total)
Tier 1

Measures the total volume of liquidations across all exchanges.

Max Drawdown

100%

Volatility

54%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Long Short Ratio
Tier 1

Measures the accounts that are long versus the accounts that are short.

Max Drawdown

100%

Volatility

23%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Exchange Spot Flow (Net)
Tier 1

Measures the inflows minus the outflows of the asset on exchanges.

Max Drawdown

100%

Volatility

25%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Stablecoin Supply Ratio
Tier 1

Measures the ratio of stablecoin supply to Bitcoin market capitalization.

Max Drawdown

100%

Volatility

40%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Stablecoin Transfer Volumes
Tier 1

Measures the total volume of stablecoins transferred across blockchains.

Max Drawdown

100%

Volatility

36%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Aggregate Futures Volume
Tier 1

Measures the total volume of Bitcoin futures contracts traded across leading exchanges.

Max Drawdown

100%

Volatility

47%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Implied Volatility (1 Month)
Tier 1

Measures the options market's expectation of Bitcoin's future price volatility.

Max Drawdown

100%

Volatility

53%

CAGR

100%

Sharpe Ratio

1.00

Get Access

BTC Market Dominance
Tier 1

Measures the market capitalization of Bitcoin as a percentage of all the total crypto market capitalization.

Max Drawdown

100%

Volatility

38%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Equities Market Breadth
Tier 1

Measures the ratio of the top 400 large cap companies participating in a market rally.

Max Drawdown

100%

Volatility

40%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Memecoin Index
Tier 1

Measures the market capitalization of meme-based cryptocurrencies.

Max Drawdown

100%

Volatility

54%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Futures Premium (CME)
Tier 1

Measures the difference between the price of Bitcoin futures contracts on CME, and the spot price.

Max Drawdown

100%

Volatility

40%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Hashrate
Tier 1

Measures the total computational power dedicated to mining Bitcoin.

Max Drawdown

100%

Volatility

46%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Coin Days Destroyed
Tier 1

Measures the average number of days since each coin was last spent.

Max Drawdown

100%

Volatility

46%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Active Addresses
Tier 1

Measures the number of unique addresses interacting with the Bitcoin network.

Max Drawdown

100%

Volatility

44%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Hash Price
Tier 1

Measures the cost of mining a Bitcoin block.

Max Drawdown

100%

Volatility

42%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Open Interest (Aggregate)
Tier 1

Measures open interest data across leading global exchanges.

Max Drawdown

100%

Volatility

45%

CAGR

100%

Sharpe Ratio

1.00

Get Access

New Users
Tier 1

Measures the number of new users on-chain.

Max Drawdown

100%

Volatility

39%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Net Realized Profit/Loss
Tier 1

Measures the ratio of realized profit and loss of all participants.

Max Drawdown

100%

Volatility

40%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Equities Demand
Tier 1

Measures the asset's sensitivity to global equity indices, captures the lead-lag relationship between the two assets.

Max Drawdown

100%

Volatility

40%

CAGR

100%

Sharpe Ratio

1.00

Get Access

High Yield Bond Demand
Tier 1

Measures the asset's sensitivity to high yield corporate bond rates, captures the lead-lag relationship between the two assets.

Max Drawdown

100%

Volatility

40%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Corporate Bond Demand
Tier 1

Measures the asset's sensitivity to high quality corporate bond rates, captures the lead-lag relationship between the two assets.

Max Drawdown

100%

Volatility

36%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Inflation Linked Bonds Demand
Tier 1

Measures the asset's sensitivity to inflation-linked US government bonds, captures the lead-lag relationship between the two assets.

Max Drawdown

100%

Volatility

43%

CAGR

100%

Sharpe Ratio

1.00

Get Access

MVRV
Tier 1

Measures Market Value to Realized Value (MVRV) ratio of a digital asset, designed to evaluate its valuation dynamics across various timeframes.

Max Drawdown

100%

Volatility

41%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Aggregate Sentiment
Tier 1

Measures the ratio of positive to negative mentions across all tracked channels.

Max Drawdown

100%

Volatility

44%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Telegram Sentiment
Tier 1

Measures the ratio of positive to negative mentions on Telegram.

Max Drawdown

100%

Volatility

39%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Reddit Sentiment
Tier 1

Measures the ratio of positive to negative mentions on Reddit.

Max Drawdown

100%

Volatility

49%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Youtube Mentions
Tier 1

Measures interest in the asset by tracking the number of mentions on Youtube.

Max Drawdown

100%

Volatility

54%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Telegram Mentions
Tier 1

Measures interest in the asset by tracking the number of mentions on Telegram.

Max Drawdown

100%

Volatility

46%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Short Term Holder Trading Activity
Tier 1

Measures short-term investor behavior.

Max Drawdown

100%

Volatility

43%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Whale Transactions
Tier 1

Tracks significant capital movements within digital assets by measuring high-value transaction volumes.

Max Drawdown

100%

Volatility

46%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Development Effort
Tier 1

Measures the ongoing development effort for the chain.

Max Drawdown

100%

Volatility

46%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Attention Index
Tier 1

Measures the assets' overall share of all conversations about crypto.

Max Drawdown

100%

Volatility

38%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Median Consumer Price Index
Tier 1

Max Drawdown

100%

Volatility

34%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Retail Money Market Funds
Tier 1

Max Drawdown

100%

Volatility

46%

CAGR

100%

Sharpe Ratio

1.00

Get Access

US Bank Assets: Securities in Custody for Foreign and International Accounts
Tier 1

Custody Holdings: Securities in Custody for Foreign and International Accounts (source: FED)

Max Drawdown

100%

Volatility

39%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Treasury and Agency Securities, Overall Level
Tier 1

Max Drawdown

100%

Volatility

47%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Unemployment - Continued Claims
Tier 1

Measures the number of new unemployment benefits claims (Insured Unemployment).

Max Drawdown

100%

Volatility

41%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Overall Level Bank Credit
Tier 1

Overall Level of Securities in Bank Credit (Source: FED)

Max Drawdown

100%

Volatility

48%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Unemployment - Initial Claims
Tier 1

Measures the number of new unemployment benefits claims.

Max Drawdown

100%

Volatility

37%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Bitcoin / Gold Correlation
Tier 1

The Rolling Correlation between Bitcoin and Gold.

Max Drawdown

100%

Volatility

36%

CAGR

100%

Sharpe Ratio

1.00

Get Access

US Dollar / Bitcoin Ratio
Tier 1

The US Dollar Index, divided by Bitcoin's price.

Max Drawdown

100%

Volatility

41%

CAGR

100%

Sharpe Ratio

1.00

Get Access

ETF Net Flow
Tier 1

Measures the net flow of capital into ETFs.

Max Drawdown

100%

Volatility

61%

CAGR

100%

Sharpe Ratio

1.00

Get Access

Interested in all predictive factors?

Be among the first to experience the cutting-edge, institutional-grade predictive analytics Unravel offers.
Sign up