Research concept. This index is a proposal under development. It is not launched, independently calculated, licensed or investable, and has no live values or performance.
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Research ConceptMulti-Asset Rotation
Signal Crypto Rotation
Relative-momentum allocation among a defined universe of eligible crypto assets.
- Status
- Research Concept
- Category
- Multi-Asset Rotation
- Asset class
- Digital Assets
- Strategy type
- Relative Momentum
- Asset universe
- Defined universe of eligible crypto assets
Concept design
Concept only. Universe eligibility, momentum measures and rebalancing rules are under research.
Conceptual sketchIllustrative only · Not live data
Open research questions
- 01How should the eligible universe be defined and maintained?
- 02Which relative-momentum lookbacks are robust?
- 03What concentration limits are appropriate?