Futures Premium (CME)

Predictive Factor Breakdown

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

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Futures Premium (CME)

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-0.05
-0.02

BTC 30 Day Forward Returns Analysis

BTC historically risen by 6.02% in 30 days when Futures Premium (CME) was between ▆ 0.6 and 0.8.
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Current Value
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▆ 0.01 , 0.21▆ 0.21 , 0.4▆ 0.4 , 0.6▆ 0.6 , 0.8▆ 0.8 , 1.0

2020-01-01

2025-02-26

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BTC Price with Futures Premium (CME)

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UnravelFutures Premium (CME)

Futures (CME) Premium Index measures the difference between the price of Bitcoin futures contracts on CME, and the spot price. The index provides insights into market sentiment and institutional demand. The index is normalized using a wide range of lookback windows in order to be easily modelable and interpretable.

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Scatter plot - Futures Premium (CME) and BTC 30 and 90 Day Forward Returns

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