crypto proxy basket long
What it checks
Long crypto-proxies only when DeFi adoption is rising AND capital is broadly distributed (not concentrating into a single protocol).
Mechanism
AND-gate composite: only fires when adoption is rising (TVL z >= +0.5) AND systemic concentration risk is NOT building (HHI z < +1). Filters the Terra/UST-style false positives where adoption rises in parallel with fragility.
Signal rule
adoption_z >= +0.5 AND HHI_z < +1.0 → LONG crypto-proxy basket; hold 10/20d.
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
defi_tvlWorker data table — see services/worker schema.
Expected edge
- Paper alpha
- 100-300 bps
- Paper window
- T+0 to T+20d
100-300 bps over 10-20d (modeled).
Example tickers where this is likely to fire
Illustrative only — the signal fires based on the live data, not a fixed list.
Related families
stablecoin supply x btc longCryptoStablecoin supply growth is the cleanest leading indicator of crypto-adoption velocity. We proxy via aggregate DeFiLlama TVL (eth + aave + uniswap) — dominated by USD-pegged collateral at scale. Public-equity crypto proxies (MSTR, COIN, MARA, RIOT, CLSK) re-rate with a 5-15d lag.
defi tvl protocol concentrationCryptoHerfindahl across DeFi protocols (eth-chain, Aave, Uniswap) captures capital concentration risk. Spikes precede systemic fragility — Adrian-Brunnermeier 2016 channel — and crypto-proxy equities tend to drift down 10-20d after a concentration shock.
bitcoin treasury proxiesCryptoBTC momentum (1w/1m) predicts itself; miners have 3-5x operating leverage to BTC.
Explore crypto proxy basket long on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.