AF-PLR
Polaris
polarisCross-sectional trend persistence ranking the universe by trailing risk-adjusted return.
YTD
+0.00%
Ann. vol
0%
Sharpe
0.00
Methodology
How the factor is constructed
Polaris is a proprietary, market-neutral measure designed to identify short-term, normalized momentum effects across crypto assets.
The universe consists of the most liquid and actively traded assets, identified on a rolling basis and survivorship-bias free. Positions are scaled by the inverse of rolling volatility; the factor is available point-in-time with hourly updates.
Signals
Momentum
Cross-sectional
Construction
Rank-weighted
Long / short
Risk
Vol-targeted
Inverse-vol scaled
Data
Point-in-time
Reproducible
Performance — Cumulative, rebased to 100
Polaris vs. factor average
Polaris (AF-PLR)EW factor average
Data unavailable
This .40 series is a tradeable but demonstrative model portfolio — a liquid top-40 implementation that evidences Polaris's cross-sectional predictive power. The product is the raw factor data: clients license it and apply it within their own models, universes and risk frameworks.
| Period | Return | EW avg | Ann. vol | Sharpe | Max DD |
|---|---|---|---|---|---|
| 1 month | +0.00% | — | — | — | 0% |
| 3 months | +0.00% | — | — | — | 0% |
| Year to date | +0.00% | — | — | — | 0% |
| 1 year | +0.00% | — | 0% | 0.00 | 0% |
| Since inception | +0.00% | — | 0% | 0.00 | 0% |