Crypto Proxy Basket Long
In plain terms
Long crypto-proxies only when DeFi adoption is rising AND capital is broadly distributed (not concentrating into a single protocol).
How it works
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.
Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Defi tvl
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- 100-300 bps
- Tested over
- 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
When dollars locked in DeFi surge over 60 days, MicroStrategy/Coinbase/miners catch a bid within two weeks.
When DeFi capital concentrates into a few protocols (rising HHI), the system is fragile and crypto-stocks underperform.
MSTR/miners track BTC momentum with leverage.
Explore Crypto Proxy Basket Long on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.