Metric guide
Tailwind over the last 12 months (excluding the most recent month)
Momentum (12–1 months) measures the asset’s performance over the last year while skipping the most recent month. It tries to capture persistent tailwind without letting the latest few weeks dominate the signal.
This is a classic momentum lens, not a simple recent-return clone. Skipping the last month is meant to reduce short-term noise and reversal effects.
Technical definition, calculation notes and sources stay available here without dominating the explanation.
Momentum (12–1) is a classic “tailwind” metric: it looks at the past 12 months but intentionally excludes the most recent month.
Why? Over a one-month horizon, a few days (earnings, macro news, sentiment) can dominate. Excluding the last month is commonly used in studies (“12–1 momentum”).
For crypto markets, we use calendar-day windows and skip about 1 month (~30 calendar days).
Use the ranking after the explanation, not as a standalone investment signal.
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These related metrics add the context this metric cannot provide on its own.
Compare it with Return 1 Year to see how much the most recent month changed the headline result.
Use Relative Strength (12M) to see whether the momentum was also strong versus the benchmark.
Use Trend Strength to check whether the momentum tailwind also looks technically clean today.
