Aperiodic · AF-PLR · FactsheetAs of Jun 05, 2026
AF-PLR
Polaris
polarisCross-sectional trend persistence ranking the universe by trailing risk-adjusted return.
YTD
+13.99%
Ann. vol
14.1%
Sharpe
2.15
Methodology
How the factor is constructed
Polaris is a proprietary, market-neutral measure designed to identify short-term, normalized momentum effects across crypto assets.
The universe consists of the most liquid and actively traded assets, identified on a rolling basis and survivorship-bias free. Positions are scaled by the inverse of rolling volatility; the factor is available point-in-time with hourly updates.
Signals
Momentum
Cross-sectional
Construction
Rank-weighted
Long / short
Risk
Vol-targeted
Inverse-vol scaled
Data
Point-in-time
Reproducible
Performance — Cumulative, rebased to 100
Polaris vs. factor average
Polaris (AF-PLR)BTC
This .40 series is a tradeable but demonstrative model portfolio — a liquid top-40 implementation that evidences Polaris's cross-sectional predictive power. The product is the raw factor data: clients license it and apply it within their own models, universes and risk frameworks.
| Period | Return | BTC | Ann. vol | Sharpe | Max DD |
|---|---|---|---|---|---|
| 1 month | +11.41% | -14.73% | — | — | -1.5% |
| 3 months | +17.82% | +1.28% | — | — | -2.7% |
| Year to date | +13.99% | -22.25% | — | — | -5.7% |
| 1 year | +32.99% | -32.08% | 14.1% | 2.15 | -7% |
| Since inception | +587.70% | +858.10% | 17.1% | 1.84 | -16.9% |