Back-Test Description

3 strategies were tested

• Daily Crowd Sentiment

• Daily Market Prophit Sentiment

• Weekly Crowd Sentiment

CROWD sentiment signals are comprised of sentiment of “all” tweets about cryptos leveraging the “Wisdom of the Crowds".

Market Prophit sentiment signals are comprised of sentiment from only those tweeters that receive a Market Prophit Score (a proprietary, quantitative, objective measure of a tweeter’s predictiveness of their crypto price predictions and performance). These “Smart Money”

Sentiment score of crypto currency is computed by Market Prophit’s proprietary Natural Language Processing Engine and proprietary, quantitative objective scoring algorithms that measure Tweeters’ predictive performance

25 crypto currencies are chosen each month/week respectively depending on the highest tweet volume across all tickers tweeted about in the previous month/week respectively

The 25 crypto that are chosen at the end of each month/week respectively form the basket of cryptos that are traded in the following month/week respectively

For the daily strategies, the basket of 25 cryptos is rebalanced daily depending on the sentiment for each crypto (positive/negative) as well as being market cap weighted

For the weekly strategy, the portfolio is traded once per week depending on the sentiment signal at the end of the week and is also market cap weighted