Market Intelligence
Market intelligence across the strategy universe.
The CRS Quant Index follows rolling returns across the strategies on the CRS platform. Compare the median with its percentile bands, BTC and ETH benchmarks and strategy-type medians, over a 30- or 90-day horizon.
Market Intelligence
5+ years of real strategy
performance data.
CRS Quant Index — 30-Day rolling returns across the CRS platform. Shaded bands show the 25–75th and 10–90th percentile range.
CRS Quant Index — 30-Day Rolling Returns
Methodology
How to read the index.
Rolling horizon
Each point compounds a strategy’s returns over the trailing 30 or 90 days. The horizon sets how far each point looks back; the range sets which dates the chart shows.
Percentile bands
The inner band spans the 25th to 75th percentile of strategies on each day and the outer band the 10th to 90th, drawn around the overall median.
What is included
A strategy enters the index once it has enough measured days in the window. Backtests are excluded, and the caption beneath the chart states which records are included.