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Quantitative Research Portal

Systematic trading strategies, evaluated like an allocator does.

A daily-updated forward-test of 24 production strategies, published by DataFortress.cloud GmbH as a passive research record. Ranked by Sortino — risk-adjusted return, the only number that matters.

43.86
Peak Strategy Sortino Ratio
344.51%
Highest Annualised Return
20.76
Top Strategy Profit Factor
-0.07%
Best Strategy Max Drawdown

For professional investors

This is a passive information portal, not a marketing page. If you are a regulated fund, family office, or professional investor within the meaning of §67 WpHG and would like deeper analytics, the Due Diligence Questionnaire, or the full investor deck, please request access below — contact is initiated by the visitor (reverse solicitation).

Live strategy roster

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.

#StrategySortinoCalmarCAGRMax DDProfit factorSPY corrDays live
1TARegimeAdaptiveBot43.86163.9535.16%-0.21%20.760.0038
2GoldenButterflyMomBot14.26106.3439.64%-0.37%6.510.0013
3TelegramSignalsBankBot4.4118.68171.75%-9.19%1.750.0025
4DeepSeekToolBot3.115.6234.56%-6.15%1.380.0038
5FearGreedBotQQQ3.052.5715.53%-6.04%1.630.5669
6RegimeAdaptiveBot2.954.8611.18%-2.30%1.340.0038
7EarningsInsiderTiltBot2.794.5121.86%-4.84%1.310.0038
8EURUSDTreeBot2.3911.522.44%-0.21%5.060.2769
9Benchmark_FTWD2.182.8815.34%-5.33%1.410.6669
10AIHedgeFundBot1.993.1733.06%-10.45%1.360.6343
11FearGreedBotQQQInverse1.882.1513.72%-6.39%1.400.7368
12Benchmark_SPY1.831.7811.23%-6.30%1.290.8069
13Benchmark_QQQ1.491.5811.47%-7.25%1.220.7469
14AdaptiveMeanReversionBot0.000.00146.01%0.00%0.000.0013
15KronosTraderBot0.000.0040.73%0.00%0.000.004
16RecursiveDecayHarvestBot0.000.000.00%0.00%0.000.0013
17SqueezeMomentumBot0.005232.17344.51%-0.07%19.740.004
18StockNewsSentimentBot0.000.000.00%0.00%0.000.0013
19SwingTitaniumBot0.000.000.00%0.00%0.00nan69
20SynthesizedHyperConvexityBot0.00201.2770.83%-0.35%11.900.0013
21XAUSyntheticMetalTreeBot0.000.009.75%0.00%0.000.1268
22XAUZenbotTreeBot0.000.000.00%0.00%0.00nan68
23GptBasedStrategyBTCTabased-0.96-2.14-40.45%-18.86%0.720.2468
24SharpePortfolioOptWeeklyBot-3.11-1.80-12.15%-6.76%0.610.5568

Click any strategy name for its investment thesis, full risk-adjusted metrics, drawdown profile, and historical backtest reference.

Strategy families

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 signals.
  • 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 signal feeds.
  • Benchmarks — Buy-and-hold benchmarks (SPY, QQQ, FTWD) for a fair comparison baseline.

Methodology

  • Paper-traded forward test. Each strategy runs as a Kubernetes CronJob from the open-source python_tradingbot_framework. Orders are executed against real market data using a $10,000 paper-capital seed so returns are cross-comparable; no real client capital is deployed via this site.
  • 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 and BTC-USD price 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 the leaderboard.

Last updated: 2026-04-18 06:30 UTC


For professional investors

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