Aperiodic · Factor CatalogUniverse · Top 40 · As of Jun 05, 2026

Cross-sectional factors

Every Aperiodic factor across a 400+ digital-asset universe. Search, filter and sort, then open a factsheet or pull the data. Returns shown for the tradeable but demonstrative top-40 model portfolios; the product is the raw factor data.

14 factors

Factor ▾	Ticker ▾	YTD ▾	1Y ▾	Vol ▾	Sharpe ▾
Polaris Cross-sectional trend persistence ranking the universe by trailing risk-adjusted return.	AF-PLR polaris	+13.99%	+32.99%	14.1%	2.15
Altair Short-term liquidity dynamics from slippage and market-order imbalances across venues.	AF-ALT altair	-4.76%	+18.36%	10.4%	1.74
Momentum Cross-sectional trend persistence ranking the universe by trailing risk-adjusted return.	AF-MOM momentum	-0.51%	+6.85%	15%	0.50
Enhanced Momentum Momentum refined with volatility scaling and turnover control for steadier risk-adjusted carry.	AF-MOMX momentum_enhanced	+9.91%	+25.34%	13.1%	1.82
Instantaneous Momentum High-frequency momentum estimated from short-horizon returns across the cross-section.	AF-IMOM instantaneous_momentum	+17.47%	+52.34%	12.2%	3.54
Mean Reversion Short-horizon reversal against recent over-extension across the liquid universe.	AF-MR mean_reversion	+7.48%	+22.94%	14.5%	1.45
Enhanced Mean Reversion Reversal refined with liquidity and volatility filters to suppress false signals.	AF-MRX mean_reversion_enhanced	-5.06%	-11.18%	9.7%	-1.22
Enhanced Carry Funding carry with basis and term-structure adjustment for cleaner premium capture.	AF-CRYX carry_enhanced	+11.53%	+23.04%	10.3%	2.04
Instantaneous Volatility Realised short-horizon volatility factor, long low-vol and short high-vol names.	AF-IVOL instantaneous_volatility	+3.77%	+1.03%	12.2%	0.16
Relative Illiquidity Amihud-style illiquidity premium from price impact per unit of traded volume.	AF-ILQ relative_illiquidity	-2.49%	-5.86%	15%	-0.28
Retail Flow Retail order-flow imbalance inferred from venue-level trade prints.	AF-RFLW retail_flow	+8.63%	+0.27%	10.8%	0.06
Open Interest Divergence Divergence between spot price and open interest, signalling positioning unwinds.	AF-OID open_interest_divergence	+0.37%	+4.54%	15.4%	0.36
Margin Risk Leverage and margin-stress factor capturing crowded, liquidation-prone positioning.	AF-MRGN margin_risk	+2.00%	+12.35%	12.1%	1.11
Supply Velocity On-chain supply turnover measuring the rate coins change hands relative to float.	AF-SUPV supply_velocity	-0.58%	+26.10%	13.4%	1.77