Metric Slicer
The deepest analytical tool on the platform. Define a quantitative thesis, set z-score conditions, backtest across 8 forward horizons, and scan the entire universe for live matches.
What it does
Metric Slicer lets you isolate any single metric from the CRYPTYX taxonomy of 376+ metrics across 8 factor classes, define z-score thresholds, and measure forward return performance across horizons ranging from 1 day to 1 year. You can also combine up to 4 conditions into a multi-factor composite backtest, or scan the full 200+ asset universe to find which tokens are currently hitting your criteria.
Who it's for
Quantitative researchers validating factor hypotheses, systematic traders building entry criteria, and anyone who wants to backtest a thesis against real data before committing capital.
What to try first
- Select a metric like TR_MOMO_CONT_14D from the metric picker and set a z-score threshold above 1.5.
- Run the single-metric backtest and review hit rate, information coefficient, and Sharpe ratio across all 8 forward horizons.
- Switch to the universe scan tab to see which assets are currently triggering at your chosen z-score level.
- Try the composite backtest by combining 2 conditions — for example, strong trend momentum plus volatility compression.
Key features
- Single-Metric Backtest — pick one metric, set z-score bounds, and measure forward returns across 1d, 3d, 7d, 14d, 30d, 90d, 180d, and 365d horizons.
- Multi-Factor Composite Backtest — combine 2 to 4 z-score conditions into an intersection backtest to validate multi-factor entry signals.
- Universe Scan — scan all 200+ assets for current z-score extremes on any metric, ranked by magnitude.
- Featured Metrics — curated tiles highlighting the top-performing metrics by information coefficient and hit rate.
- 8 Forward Horizons — from intraday signal validation at 1d through structural thesis testing at 1y.
Free tier: 5 queries/day. Pro tier: 25 queries/day.