Systematic Long Short

Systematic Long Short

How To Build A Working Crypto Value Signal

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Systematic Long Short
Feb 09, 2026
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Introduction

This is another crypto signal that actually works. It delivers 8% annual returns with a sharpe of greater than 1.

I am, of course, talking about the mighty value signal, but in crypto! It also happens to be mightily easy to construct, and is essentially proxied by a single estimator.

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