Rank crypto assets by recent relative strength over 7-day and 30-day returns
Ranks crypto assets by momentum strength, scoring them across multiple timeframes. It reads 7-day and 30-day returns plus a relative-strength ranking for each asset in the screened crypto universe, after market-cap and volume filters, and returns up to 20 top-ranked names as descriptive watch candidates, not a recommendation to buy.
Cross-sectional momentum in crypto - a documented effect, with a horizon caveat.
THE EVIDENCE. Jegadeesh and Titman (1993) found that US stocks with high returns over the prior 3 to 12 months continued to outperform over the following 3 to 12 months. It has been replicated across markets and asset classes and is among the most persistent anomalies in the empirical literature - and it has been found in cryptoassets too, though on a far shorter history with much higher volatility.
IT COMES WITH QUALIFICATIONS, all established. Momentum REVERSES at long horizons - De Bondt and Thaler documented 3-to-5-year reversal. It suffers occasional severe CRASHES, concentrated in market rebounds after declines, when the prior losers rally hardest. And at very short horizons the effect INVERTS: one-month returns exhibit REVERSAL rather than continuation, which is why the standard academic construction skips the most recent month.
WHICH MATTERS FOR THE WINDOWS USED HERE. This scores 7-day and 30-day returns. Thirty days is approximately the horizon at which the documented equity effect is reversal rather than momentum, and seven days is shorter still. So the academic result does not transfer straightforwardly to these windows - a student should notice the mismatch rather than assume the citation covers it. What these windows capture is recent relative strength, which is a real description of the market and not the same object as the researched momentum factor.
WHY CROSS-SECTIONAL RANKING IS THE RIGHT FORM. Ranking assets against each other rather than against a threshold makes the screener robust to the whole market moving: in a broad rally almost everything has positive returns, and only the RANKING says which led.
AND THE CO-MOVEMENT PROBLEM SPECIFIC TO CRYPTO. Crypto assets are strongly correlated with Bitcoin, so a large share of any asset's return is the market's. Ranking on raw return therefore ranks partly by BETA - the highest-beta assets top the list in an up market and bottom it in a down one - which is a systematic tilt rather than a momentum finding. Ranking on returns net of a market benchmark would separate them.
MARKET-CAP AND VOLUME FILTERS applied first are important: momentum measured on illiquid assets is noisy and frequently untradable at the price that produced the ranking.
The windows, the scoring weights and the number of names returned are our own convention.
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