Crypto#337tier 2experimental liveNew

`stablecoin supply x btc long`

cadence: Dailydata: lowlong onlyshort onlylong short

2019

Cong, L. W., & He, Z. (2019). "Blockchain Disruption and Smart Contracts." Review of Financial Studies, 32(5), 1754-1797 (extended).

Read the paper →

What it checks

When dollars locked in DeFi surge over 60 days, MicroStrategy/Coinbase/miners catch a bid within two weeks.

Mechanism

Stablecoin 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.

No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag, or once a multi-family blend that includes it earns a champion slot.

Signal rule

aggregate DeFi TVL 60d z >= +1.0 → LONG crypto-proxy basket; hold 5/10/20d.

Data dependencies

daily_prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
defi_tvl
Worker data table — see services/worker schema.

Expected edge

Paper alpha: 50-300 bps
Paper window: T+0 to T+20d

50-300 bps over 10-20d on the basket.

Example tickers where this is likely to fire

MSTR COIN MARA RIOT CLSK

Illustrative only — the signal fires based on the live data, not a fixed list.

Related families

defi tvl correlationCrypto

DeFi TVL proxies for adoption velocity; spikes lead crypto-financials 5-20d.

defi tvl protocol concentrationCrypto

Herfindahl 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.

crypto proxy basket longCrypto

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.

bitcoin treasury proxiesCrypto

BTC momentum (1w/1m) predicts itself; miners have 3-5x operating leverage to BTC.

Explore `stablecoin supply x btc long` on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

Open universe with this filter →Browse all 338 families

stablecoin supply x btc long