Systematic trading models, built and audited the way an allocator would.
Forward-tested on paper capital across 100 systematic models since Dec 2025. Published by DataFortress.cloud GmbH as a passive quantitative research record.
Engineering & governance
How the book is run, and what stops it from going wrong:
Containerised execution
Every strategy runs as an isolated Kubernetes CronJob. Orders, positions and daily marks are written to PostgreSQL by the same pipeline for every model.
Trade-only, non-withdrawal keys
Broker API keys are scoped to trade-only permissions where the venue supports it, held as Kubernetes Secrets with restricted RBAC and rotated at least quarterly. Withdrawal and transfer scopes are never enabled.
Drawdown kill-switch and circuit breakers
Each strategy carries a -25%-from-seed kill switch that suspends it pending human review, alongside per-order position-size caps and daily-loss circuit breakers.
Tamper-evident audit trail
Daily portfolio marks are inserted, never updated, in an append-only table. Institutional allocators can request read-only access to the audit trail under NDA.
Model-validation approach
Quantitative models are evaluated through institutional allocator diligence rather than raw backtest metrics:
Benchmark-adjusted alpha
We compute annualised Jensen's alpha against the closest relevant benchmark (SPY, QQQ, or FTWD). A model must prove risk-adjusted excess return after isolating market beta, ensuring levered index beta is not claimed as alpha.
Statistical significance (t-stat & n.s.)
Alpha is evaluated with Student's t-distribution. Ratios with |t| < 2.0 are flagged as n.s. (not statistically significant), distinguishing repeatable structural edge from random variance on limited history.
Multi-asset correlation
Correlation is continuously benchmarked against equity and global asset indices (SPY, QQQ, FTWD). Reporting the highest correlation prevents equity-tracking strategies from misrepresenting themselves as market-neutral.
Strict live vs. backtest separation
Historical backtests serve solely as reference for design thesis and sensitivity analysis. Only automated daily forward-test marks are used for screening and performance reporting.
Model roster — forward-test record
Ranked by Sortino ratio (downside-adjusted risk premium). Every strategy is forward-tested daily against real market data from a common seed; returns are directly comparable across the table.
Reading the metrics. Max corr is the highest correlation to any of our three buy-and-hold benchmarks (SPY, QQQ, FTWD), with the closest one named. Alpha is annualised Jensen’s alpha against that closest benchmark: the return left over after the strategy’s benchmark exposure is accounted for. t is the t-statistic of that alpha; n.s. marks estimates that are not statistically significant (|t| < 2) and indistinguishable from zero at this sample size. Trades is lifetime executed trades. Allocator screen reflects minimum institutional criteria (Sortino ≥ 1.5, Calmar ≥ 0.8, Max DD < 20%, Max Corr < 0.40, with ≥ 90 days live history).
| # | Strategy | Sortino | Calmar | CAGR | Max DD | Alpha (ann.) | t | Max corr | Trades | Days live | Allocator screen |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | XAUZenCarryBot | 2.81 | 11.64 | 25.45% | -2.19% | +26.2% vs SPY | 1.07 n.s. | 0.42 (SPY) | 15 | 85 | Insufficient history |
| 2 | Benchmark_FTWD Benchmark | 1.74 | 2.63 | 14.02% | -5.33% | +9.1% vs SPY | 1.07 n.s. | 0.64 (SPY) | 1 | 226 | — |
| 3 | AIHedgeFundBot | 1.61 | 1.87 | 28.75% | -15.34% | +16.5% vs SPY | 0.77 n.s. | 0.71 (SPY) | 18 | 200 | Fail |
| 4 | EarningsInsiderTiltBot | 1.47 | 3.13 | 15.16% | -4.84% | +6.8% vs SPY | 0.72 n.s. | 0.78 (SPY) | 1571 | 195 | Fail |
| 5 | RegimeAdaptiveBot | 1.31 | 2.71 | 6.38% | -2.35% | +2.5% vs SPY | 0.54 n.s. | 0.76 (SPY) | 1371 | 195 | Fail |
| 6 | option_WheelBot | 1.28 | 5.39 | 10.44% | -1.94% | +14.5% vs SPY | 0.74 n.s. | 0.49 (SPY) | 3 | 42 | Insufficient history |
| 7 | option_CollarBot | 1.00 | 3.24 | 11.36% | -3.51% | +14.5% vs FTWD | 0.44 n.s. | 0.31 (FTWD) | 3 | 42 | Insufficient history |
| 8 | Benchmark_SPY Benchmark | 0.84 | 1.31 | 8.27% | -6.30% | +4.7% vs QQQ | 0.81 n.s. | 0.89 (QQQ) | 1 | 226 | — |
| 9 | XAUSyntheticMetalTreeBot | 0.83 | 1.72 | 21.53% | -12.50% | +23.6% vs GLD | 0.99 n.s. | 0.43 (GLD) | 54 | 225 | Fail |
| 10 | option_PMCCBot | 0.79 | 5.21 | 22.30% | -4.29% | +32.4% vs FTWD | 0.57 n.s. | 0.42 (FTWD) | 7 | 42 | Insufficient history |
| 11 | XAUZenbotTreeBot | 0.72 | 3.98 | 18.03% | -4.52% | +18.0% vs GLD | 1.41 n.s. | 0.29 (GLD) | 24 | 225 | Fail |
| 12 | TARegimeAdaptiveBot | 0.70 | 1.05 | 8.38% | -8.01% | +3.8% vs QQQ | 0.55 n.s. | 0.78 (QQQ) | 5 | 195 | Fail |
| 13 | DeepSeekToolBot | 0.65 | 0.88 | 6.78% | -7.72% | -1.6% vs SPY | -0.16 n.s. | 0.83 (SPY) | 232 | 195 | Fail |
| 14 | AdaptiveMeanReversionBot | 0.57 | 0.73 | 10.60% | -14.62% | -7.3% vs QQQ | -1.26 n.s. | 0.97 (QQQ) | 2 | 170 | Fail |
| 15 | option_LeapCallBot | 0.51 | 1.80 | 10.63% | -5.92% | +28.2% vs SPY | 0.50 n.s. | 0.38 (SPY) | 1 | 45 | Insufficient history |
| 16 | FearGreedBotQQQInverse | 0.43 | 0.43 | 6.37% | -14.72% | +1.5% vs QQQ | 0.35 n.s. | 0.97 (QQQ) | 1 | 225 | Fail |
| 17 | Benchmark_QQQ Benchmark | 0.41 | 0.38 | 5.61% | -14.72% | -5.0% vs SPY | -0.55 n.s. | 0.89 (SPY) | 1 | 226 | — |
| 18 | GoldenButterflyMomBot | 0.18 | 0.33 | 0.84% | -2.57% | -5.7% vs SPY | -1.56 n.s. | 0.82 (SPY) | 18 | 170 | Fail |
| 19 | KronosTraderBot | 0.14 | 0.15 | 0.53% | -3.54% | -2.4% vs SPY | -0.44 n.s. | 0.59 (SPY) | 1007 | 161 | Fail |
| 20 | InstitutionalFlowBot | 0.10 | -0.07 | -0.38% | -5.56% | +11.4% vs QQQ | 0.32 n.s. | 0.22 (QQQ) | 65 | 45 | Insufficient history |
| 21 | SharpePortfolioOptWeeklyBot | 0.09 | 0.03 | 0.22% | -6.76% | -3.6% vs FTWD | -0.57 n.s. | 0.43 (FTWD) | 762 | 225 | Fail |
| 22 | SwingTitaniumBot | 0.05 | 0.10 | 0.43% | -4.36% | +0.6% vs GLD | 0.10 n.s. | 0.06 (GLD) | 2 | 226 | Fail |
| 23 | BuybackDriftBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 2 | Insufficient history |
| 24 | QuantsmdBracketRsiReversionBot | 0.00 | -36.67 | -35.56% | -0.97% | — | — | — | 2 | 6 | Insufficient history |
| 25 | QuantsmdBracketTrendBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 6 | Insufficient history |
| 26 | QuantsmdContinuousFuturesTrendBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 6 | Insufficient history |
| 27 | QuantsmdCrossSectionalMomentumBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 6 | Insufficient history |
| 28 | QuantsmdCrossSectionalMomentumV2Bot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 5 | Insufficient history |
| 29 | QuantsmdCrossSectionalReversalBot | 0.00 | -72.40 | -1.81% | -0.02% | — | — | — | 3 | 6 | Insufficient history |
| 30 | QuantsmdCrossSectionalReversalV2Bot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 5 | Insufficient history |
| 31 | QuantsmdFxCrossSectionalMomentumBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 6 | Insufficient history |
| 32 | QuantsmdFxEtfTimeSeriesMomentumBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 5 | Insufficient history |
| 33 | QuantsmdFxMomentumLotsBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 6 | Insufficient history |
| 34 | QuantsmdFxTimeSeriesMomentumBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 6 | Insufficient history |
| 35 | QuantsmdGatedBlendBot | 0.00 | -120.82 | -1.53% | -0.01% | — | — | — | 3 | 4 | Insufficient history |
| 36 | QuantsmdIntraday30mStopBreakoutBot | 0.00 | 229.51 | 8.32% | -0.04% | — | — | — | 7 | 6 | Insufficient history |
| 37 | QuantsmdIntraday5mBracketReversionBot | 0.00 | -47.04 | -78.48% | -1.67% | — | — | — | 20 | 5 | Insufficient history |
| 38 | QuantsmdIntradayGatedEmaBot | 0.00 | -71.14 | -41.04% | -0.58% | — | — | — | 30 | 5 | Insufficient history |
| 39 | QuantsmdIntradayRsi15mBot | 0.00 | -25.52 | -71.79% | -2.81% | — | — | — | 7 | 6 | Insufficient history |
| 40 | QuantsmdLimitRsiDipBot | 0.00 | -10.60 | -7.48% | -0.71% | — | — | — | 3 | 6 | Insufficient history |
| 41 | QuantsmdLimitTrendPullbackBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 6 | Insufficient history |
| 42 | QuantsmdMarketRsiReversionBot | 0.00 | -31.70 | -42.08% | -1.33% | — | — | — | 3 | 6 | Insufficient history |
| 43 | QuantsmdMarketSmaCrossBot | 0.00 | -38.98 | -31.48% | -0.81% | — | — | — | 2 | 6 | Insufficient history |
| 44 | QuantsmdMonthlyCircuitBreakerBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 6 | Insufficient history |
| 45 | QuantsmdMonthlyDriftEtfBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 6 | Insufficient history |
| 46 | QuantsmdMonthlyInverseVolBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 6 | Insufficient history |
| 47 | QuantsmdMonthlyRotationBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 6 | Insufficient history |
| 48 | QuantsmdOcoDipOrBreakoutBot | 0.00 | -37.26 | -57.22% | -1.54% | — | — | — | 3 | 6 | Insufficient history |
| 49 | QuantsmdOrderEnsembleBot | 0.00 | -34.65 | -85.83% | -2.48% | — | — | — | 11 | 5 | Insufficient history |
| 50 | QuantsmdPairsHedgeRatioBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 6 | Insufficient history |
| 51 | QuantsmdPairsRatioZscoreBot | 0.00 | 0.00 | 296.83% | 0.00% | — | — | — | 2 | 6 | Insufficient history |
| 52 | QuantsmdQuarterlyDualMomentumBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 6 | Insufficient history |
| 53 | QuantsmdRiskParityCappedBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 6 | Insufficient history |
| 54 | QuantsmdRiskParityMultiassetBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 6 | Insufficient history |
| 55 | QuantsmdSignalChangeDefensiveBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 6 | Insufficient history |
| 56 | QuantsmdSignalChangeRotationOrdersBot | 0.00 | -38.98 | -31.48% | -0.81% | — | — | — | 2 | 6 | Insufficient history |
| 57 | QuantsmdSmaDailyGatedBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 5 | Insufficient history |
| 58 | QuantsmdSmaDailyGatedV3Bot | 0.00 | 0.00 | 2.80% | 0.00% | — | — | — | 1 | 4 | Insufficient history |
| 59 | QuantsmdStopBreakoutEntryBot | 0.00 | -32.33 | -14.91% | -0.46% | — | — | — | 1 | 6 | Insufficient history |
| 60 | QuantsmdStopLimitBreakoutBot | 0.00 | -32.33 | -14.91% | -0.46% | — | — | — | 1 | 6 | Insufficient history |
| 61 | QuantsmdStopLimitProtectionBot | 0.00 | -40.12 | -27.02% | -0.67% | — | — | — | 2 | 6 | Insufficient history |
| 62 | QuantsmdStopLossProtectionBot | 0.00 | -40.12 | -27.02% | -0.67% | — | — | — | 2 | 6 | Insufficient history |
| 63 | QuantsmdTrailingStopLimitBot | 0.00 | -40.12 | -27.02% | -0.67% | — | — | — | 2 | 6 | Insufficient history |
| 64 | QuantsmdTrailingStopRsiBot | 0.00 | -30.02 | -49.78% | -1.66% | — | — | — | 4 | 6 | Insufficient history |
| 65 | QuantsmdTrailingStopTrendBot | 0.00 | -40.12 | -27.02% | -0.67% | — | — | — | 2 | 6 | Insufficient history |
| 66 | QuantsmdVolTargetMomentumBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 6 | Insufficient history |
| 67 | QuantsmdVolTargetTrendBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 6 | Insufficient history |
| 68 | QuantsmdWeeklyRsiReversionBot | 0.00 | -72.07 | -2.70% | -0.04% | — | — | — | 3 | 6 | Insufficient history |
| 69 | TelegramSignalsBankBot | 0.00 | 0.21 | 21.38% | -100.00% | — | — | — | 40 | 182 | Fail |
| 70 | option_CatalystCallBot | 0.00 | 0.00 | 0.00% | 0.00% | +0.0% vs SPY | 0.00 n.s. | 0.00 (SPY) | 0 | 45 | Insufficient history |
| 71 | option_CreditSpreadBot | 0.00 | 0.00 | 0.00% | 0.00% | +0.0% vs SPY | 0.00 n.s. | 0.00 (SPY) | 0 | 45 | Insufficient history |
| 72 | option_CrossVolBot | 0.00 | 0.00 | 0.00% | 0.00% | +0.0% vs SPY | 0.00 n.s. | 0.00 (SPY) | 0 | 42 | Insufficient history |
| 73 | option_DispersionBot | 0.00 | 0.00 | 0.00% | 0.00% | +0.0% vs SPY | 0.00 n.s. | 0.00 (SPY) | 0 | 42 | Insufficient history |
| 74 | option_EarningsCalendarBot | 0.00 | 0.00 | 0.00% | 0.00% | +0.0% vs SPY | 0.00 n.s. | 0.00 (SPY) | 0 | 42 | Insufficient history |
| 75 | option_IndexVolBot | 0.00 | 0.00 | 0.00% | 0.00% | +0.0% vs SPY | 0.00 n.s. | 0.00 (SPY) | 0 | 42 | Insufficient history |
| 76 | option_MispricingScanBot | 0.00 | 0.00 | 0.00% | 0.00% | +0.0% vs SPY | 0.00 n.s. | 0.00 (SPY) | 0 | 42 | Insufficient history |
| 77 | us_f6d63504b8fc4179bf311d74f8dd8231 | 0.00 | 0.00 | 0.00% | 0.00% | +0.0% vs SPY | 0.00 n.s. | 0.00 (SPY) | 0 | 62 | Insufficient history |
| 78 | Benchmark_GLD Benchmark | -0.01 | -0.12 | -3.32% | -27.35% | -8.0% vs SPY | -0.33 n.s. | 0.41 (SPY) | 0 | 226 | — |
| 79 | RecursiveDecayHarvestBot | -0.23 | -0.61 | -28.24% | -45.92% | -66.5% vs QQQ | -2.66 | 0.93 (QQQ) | 3 | 170 | Fail |
| 80 | GptBasedStrategyBTCTabased | -0.29 | -0.95 | -17.99% | -18.86% | -14.4% vs BTC | -0.59 n.s. | 0.39 (BTC) | 4 | 225 | Fail |
| 81 | option_MispricingBot | -0.35 | -4.83 | -4.02% | -0.83% | -6.4% vs QQQ | -1.22 n.s. | -0.50 (QQQ) | 4 | 42 | Insufficient history |
| 82 | FearGreedBotQQQ | -0.38 | -0.32 | -7.34% | -22.98% | -12.2% vs QQQ | -1.52 n.s. | 0.89 (QQQ) | 59 | 226 | Fail |
| 83 | Benchmark_BTC Benchmark | -0.38 | -0.51 | -19.04% | -37.70% | -21.2% vs SPY | -0.46 n.s. | 0.28 (SPY) | 0 | 226 | — |
| 84 | SynthesizedHyperConvexityBot | -0.47 | -0.45 | -11.07% | -24.57% | -23.0% vs QQQ | -1.69 n.s. | 0.78 (QQQ) | 49 | 170 | Fail |
| 85 | QuantsmdQuarterlyTeCostGateBot | -0.49 | -7.56 | -14.46% | -1.91% | — | — | — | 9 | 6 | Insufficient history |
| 86 | StockNewsSentimentBot | -0.53 | -0.83 | -7.41% | -8.95% | -13.8% vs SPY | -1.20 n.s. | 0.45 (SPY) | 53 | 170 | Fail |
| 87 | AdaptiveMeanReversionBTCBot | -0.66 | -1.57 | -22.45% | -14.31% | +11.4% vs QQQ | 0.28 n.s. | 0.64 (QQQ) | 1 | 84 | Insufficient history |
| 88 | SqueezeMomentumBot | -0.69 | -1.41 | -11.25% | -7.99% | -6.9% vs GLD | -0.78 n.s. | 0.37 (GLD) | 6 | 161 | Fail |
| 89 | EURUSDTreeBot | -0.92 | -0.84 | -3.86% | -4.59% | -4.0% vs GLD | -1.45 n.s. | 0.30 (GLD) | 106 | 226 | Fail |
| 90 | option_IronCondorBot | -1.19 | -5.86 | -13.82% | -2.36% | -12.7% vs GLD | -1.47 n.s. | -0.43 (GLD) | 4 | 45 | Insufficient history |
| 91 | QuantsmdMacdTrendBot | -1.50 | -14.09 | -41.46% | -2.94% | — | — | — | 14 | 6 | Insufficient history |
| 92 | option_EarningsCrushBot | -2.25 | -7.05 | -42.72% | -6.06% | -36.3% vs GLD | -1.57 n.s. | 0.41 (GLD) | 88 | 42 | Insufficient history |
| 93 | TARegimeMultiAssetBot | -2.77 | -5.90 | -12.46% | -2.11% | -2.6% vs QQQ | -0.56 n.s. | 0.75 (QQQ) | 7 | 49 | Insufficient history |
| 94 | QuantsmdSmaDailyBot | -3.35 | -23.19 | -81.56% | -3.52% | — | — | — | 7 | 6 | Insufficient history |
| 95 | QuantsmdBollingerReversionBot | -3.86 | -29.93 | -82.59% | -2.76% | — | — | — | 4 | 6 | Insufficient history |
| 96 | TSMOMTrendBot | -4.04 | -6.30 | -36.39% | -5.77% | -20.3% vs SPY | -1.84 n.s. | 0.76 (SPY) | 67 | 49 | Insufficient history |
| 97 | QuantsmdIntraday1hSmaTrendBot | -4.94 | -36.28 | -80.64% | -2.22% | — | — | — | 4 | 6 | Insufficient history |
| 98 | QuantsmdQuarterlyTeCostGateGatedBot | -6.46 | -60.78 | -58.90% | -0.97% | — | — | — | 4 | 5 | Insufficient history |
| 99 | QuantsmdDailyPartialDriftBot | -7.63 | -30.64 | -88.15% | -2.88% | — | — | — | 21 | 6 | Insufficient history |
| 100 | QuantsmdFuturesDonchianContractsBot | -7.72 | -9.22 | -99.98% | -10.85% | — | — | — | 5 | 6 | Insufficient history |
| 101 | QuantsmdMacdTrendV2Bot | -8.07 | -31.89 | -93.37% | -2.93% | — | — | — | 7 | 5 | Insufficient history |
| 102 | QuantsmdDailyPartialDriftV2Bot | -9.12 | -26.83 | -96.47% | -3.60% | — | — | — | 17 | 5 | Insufficient history |
| 103 | QuantsmdIntraday1mEmaScalpBot | -24.58 | -33.25 | -92.36% | -2.78% | — | — | — | 106 | 5 | Insufficient history |
| 104 | QuantsmdPairsBasketZscoreBot | -31.73 | -48.52 | -76.63% | -1.58% | — | — | — | 4 | 5 | Insufficient history |
| 105 | VWAPPullbackBot | -63.96 | -67.67 | -14.54% | -0.21% | — | — | — | 8 | 6 | Insufficient history |
Click any strategy name for its investment thesis, full risk-adjusted metrics, drawdown profile, and historical backtest reference.
The table is the summary. Extended analytics and the full DDQ are in the data room.
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Strategies are grouped by the market inefficiency they target. A diversified allocator typically blends families rather than selecting within one.
- Tree-based ML — Gradient-boosted and random-forest models trading FX and metals on engineered features.
- Regime-adaptive — Detects market regimes (trend vs. mean-reversion) and switches strategy per regime.
- Sentiment & news — Trades on news flow, fear-greed indices, and aggregated sentiment indicators.
- Kronos forecasting — Uses the Kronos time-series foundation model to forecast short-horizon returns.
- AI / LLM-driven — LLM-in-the-loop strategies: GPT, DeepSeek, and multi-agent hedge-fund setups.
- Momentum & swing — Classic momentum, Bollinger/Keltner squeeze, and multi-day swing strategies.
- Portfolio optimisation — Sharpe-maximising, recursive-decay, and convex multi-asset allocation.
- Event-driven — Trades earnings tilts and curated Telegram research feeds.
- Benchmarks — Buy-and-hold benchmarks (SPY, QQQ, FTWD, GLD, BTC) spanning equity, commodity and crypto beta.
Methodology
- Paper-traded forward test. Each strategy executes daily within containerized Kubernetes CronJobs using the open-source python_tradingbot_framework. Orders are simulated against live market prices using a $10,000 paper-capital seed so return metrics are directly cross-comparable; no real client capital is deployed on this portal.
- End-of-day marks. Portfolio worth is recorded daily from open positions plus cash and written to an append-only Postgres store.
- Metrics. Sharpe, Sortino, Calmar, Profit Factor, and drawdown computed from the daily return series, annualised at 252 trading days. Correlation and beta are calculated against live SPY, QQQ, and FTWD benchmark feeds.
- Live vs. backtest. Every strategy page separates the live forward-test (authoritative) from historical backtests (reference only). Backtest results are never used to rank models.
Last updated: 2026-11-09 06:34 UTC
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