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Momentum Outperforms Following New Highs

Key takeaways: Rotation Toward Risk Dominates Factor Returns Q3 2025 extended the digital asset market’s rebound. The CF Broad Cap Index advanced 16.1%, driven by renewed momentum in large-cap assets. Momentum led factor returns (+1.9%), highlighting the continued strength of trend-following strategies amid mixed market signals. In contrast, Size (–7.3%) and Growth (–4.7%) declined as smaller-cap and high-expansion tokens lagged. Value (–2.1%) and Liquidity (–0.6%) also softened, while Downs

Mark Pilipczuk
Mark Pilipczuk

Mark Pilipczuk

4 mins read
Weekly Index Highlights, October 13, 2025

Digital assets fell sharply week-on-week, with high‑beta large caps worse-off. Little relative immunity was visible across categories tracked by CF DACS, though Culture still underperformed. ETH staking improved. BVX implied volatility rose, while realized softened. Key BTC and USDT tenors firmed.

CF Benchmarks
CF Benchmarks

CF Benchmarks

4 mins read
CFB Talks Digital Assets Episode 50: 21Shares’ Federico Brokate on Staking, Solana, and how to win in the coming altcoin ETF flood

We're excited to sit down with Vice President of 21shares US, Federico Brokate, for a timely episode of CFB Talks Digital Assets.

Ken Odeluga
Ken Odeluga

Ken Odeluga

1 mins read