Crypto#175tier 2live in productionNew
defi tvl correlation
cadence: Dailydata: lowlong onlyshort onlylong short
paper
2022
Source
Cong, L. W., Li, Y., Wang, N. (2022). "Tokenomics: Dynamic Adoption and Valuation." Review of Financial Studies, 34(3), 1105-1155.
Read the paper →
What it checks
Dollars staked in DeFi surge → Coinbase/Robinhood/BlackRock rally within 2 weeks.
Mechanism
DeFi TVL proxies for adoption velocity; spikes lead crypto-financials 5-20d.
No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag.
Signal rule
ETH chain TVL 30d z > +1 → long {COIN,HOOD,BLK}; hold 5/10/30dData 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
- 50-200 bps
- Paper window
- T+0 to T+30d
50-200 bps over 10-30d.
Example tickers where this is likely to fire
Illustrative only — the signal fires based on the live data, not a fixed list.
Related families
Explore defi tvl correlation on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.