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 | 3.26 | 13.92 | 30.42% | -2.19% | +24.9% vs SPY | 1.03 n.s. | 0.43 (SPY) | 15 | 86 | Insufficient history |
| 2 | option_WheelBot | 2.66 | 12.13 | 23.52% | -1.94% | +18.1% vs SPY | 0.93 n.s. | 0.55 (SPY) | 3 | 43 | Insufficient history |
| 3 | QuantsmdQuarterlyTeCostGateBot | 2.38 | 44.91 | 85.93% | -1.91% | — | — | — | 13 | 7 | Insufficient history |
| 4 | option_CollarBot | 2.13 | 7.88 | 27.63% | -3.51% | +20.2% vs FTWD | 0.62 n.s. | 0.37 (FTWD) | 3 | 43 | Insufficient history |
| 5 | QuantsmdMacdTrendBot | 2.01 | 28.99 | 85.30% | -2.94% | — | — | — | 14 | 7 | Insufficient history |
| 6 | Benchmark_FTWD Benchmark | 1.94 | 2.98 | 15.89% | -5.33% | +9.3% vs SPY | 1.10 n.s. | 0.65 (SPY) | 1 | 227 | — |
| 7 | EarningsInsiderTiltBot | 1.74 | 3.78 | 18.29% | -4.84% | +6.8% vs SPY | 0.73 n.s. | 0.78 (SPY) | 1571 | 196 | Fail |
| 8 | AIHedgeFundBot | 1.65 | 1.94 | 29.71% | -15.34% | +13.5% vs SPY | 0.63 n.s. | 0.70 (SPY) | 18 | 201 | Fail |
| 9 | RegimeAdaptiveBot | 1.56 | 3.26 | 7.68% | -2.35% | +2.5% vs SPY | 0.53 n.s. | 0.77 (SPY) | 1371 | 196 | Fail |
| 10 | Benchmark_SPY Benchmark | 1.08 | 1.75 | 11.01% | -6.30% | +5.1% vs QQQ | 0.87 n.s. | 0.90 (QQQ) | 1 | 227 | — |
| 11 | option_LeapCallBot | 1.01 | 4.72 | 27.93% | -5.92% | +28.9% vs SPY | 0.53 n.s. | 0.41 (SPY) | 1 | 46 | Insufficient history |
| 12 | TARegimeAdaptiveBot | 0.97 | 1.50 | 11.98% | -8.01% | +4.9% vs QQQ | 0.71 n.s. | 0.79 (QQQ) | 5 | 196 | Fail |
| 13 | DeepSeekToolBot | 0.84 | 1.20 | 9.28% | -7.72% | -2.3% vs SPY | -0.24 n.s. | 0.83 (SPY) | 232 | 196 | Fail |
| 14 | KronosTraderBot | 0.83 | 1.12 | 3.96% | -3.54% | -0.8% vs SPY | -0.14 n.s. | 0.62 (SPY) | 1008 | 162 | Fail |
| 15 | XAUSyntheticMetalTreeBot | 0.83 | 1.72 | 21.46% | -12.50% | +22.6% vs GLD | 0.96 n.s. | 0.43 (GLD) | 54 | 226 | Fail |
| 16 | option_PMCCBot | 0.76 | 4.90 | 21.01% | -4.29% | +20.5% vs FTWD | 0.36 n.s. | 0.39 (FTWD) | 8 | 43 | Insufficient history |
| 17 | XAUZenbotTreeBot | 0.72 | 3.97 | 17.97% | -4.52% | +17.6% vs GLD | 1.38 n.s. | 0.29 (GLD) | 24 | 226 | Fail |
| 18 | FearGreedBotQQQInverse | 0.63 | 0.70 | 10.36% | -14.72% | +1.7% vs QQQ | 0.39 n.s. | 0.97 (QQQ) | 1 | 226 | Fail |
| 19 | Benchmark_QQQ Benchmark | 0.62 | 0.65 | 9.54% | -14.72% | -4.9% vs SPY | -0.54 n.s. | 0.90 (SPY) | 1 | 227 | — |
| 20 | AdaptiveMeanReversionBot | 0.56 | 0.72 | 10.55% | -14.62% | -11.1% vs QQQ | -1.50 n.s. | 0.95 (QQQ) | 2 | 171 | Fail |
| 21 | GoldenButterflyMomBot | 0.48 | 0.97 | 2.49% | -2.57% | -5.5% vs SPY | -1.49 n.s. | 0.83 (SPY) | 18 | 171 | Fail |
| 22 | SharpePortfolioOptWeeklyBot | 0.22 | 0.13 | 0.86% | -6.76% | -3.4% vs FTWD | -0.55 n.s. | 0.44 (FTWD) | 762 | 226 | Fail |
| 23 | InstitutionalFlowBot | 0.10 | -0.07 | -0.37% | -5.56% | +7.2% vs QQQ | 0.21 n.s. | 0.21 (QQQ) | 65 | 46 | Insufficient history |
| 24 | Benchmark_GLD Benchmark | 0.10 | -0.05 | -1.33% | -27.35% | -8.2% vs SPY | -0.33 n.s. | 0.42 (SPY) | 0 | 227 | — |
| 25 | SwingTitaniumBot | 0.05 | 0.10 | 0.42% | -4.36% | +0.6% vs GLD | 0.09 n.s. | 0.06 (GLD) | 2 | 227 | Fail |
| 26 | RecursiveDecayHarvestBot | 0.02 | -0.35 | -16.26% | -45.92% | -64.7% vs QQQ | -2.59 | 0.94 (QQQ) | 3 | 171 | Fail |
| 27 | BuybackDriftBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 3 | Insufficient history |
| 28 | QuantsmdBracketRsiReversionBot | 0.00 | 15.93 | 15.45% | -0.97% | — | — | — | 3 | 7 | Insufficient history |
| 29 | QuantsmdBracketTrendBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 7 | Insufficient history |
| 30 | QuantsmdContinuousFuturesTrendBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 7 | Insufficient history |
| 31 | QuantsmdCrossSectionalMomentumBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 7 | Insufficient history |
| 32 | QuantsmdCrossSectionalMomentumV2Bot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 6 | Insufficient history |
| 33 | QuantsmdCrossSectionalReversalBot | 0.00 | 4797.56 | 119.88% | -0.02% | — | — | — | 3 | 7 | Insufficient history |
| 34 | QuantsmdCrossSectionalReversalV2Bot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 6 | Insufficient history |
| 35 | QuantsmdFxCrossSectionalMomentumBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 7 | Insufficient history |
| 36 | QuantsmdFxEtfTimeSeriesMomentumBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 6 | Insufficient history |
| 37 | QuantsmdFxMomentumLotsBot | 0.00 | -60.72 | -0.51% | -0.01% | — | — | — | 1 | 7 | Insufficient history |
| 38 | QuantsmdFxTimeSeriesMomentumBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 7 | Insufficient history |
| 39 | QuantsmdGatedBlendBot | 0.00 | 834.87 | 10.58% | -0.01% | — | — | — | 7 | 5 | Insufficient history |
| 40 | QuantsmdIntraday30mStopBreakoutBot | 0.00 | 1898.34 | 68.83% | -0.04% | — | — | — | 15 | 7 | Insufficient history |
| 41 | QuantsmdIntraday5mBracketReversionBot | 0.00 | -42.40 | -70.74% | -1.67% | — | — | — | 20 | 6 | Insufficient history |
| 42 | QuantsmdIntradayGatedEmaBot | 0.00 | 133.09 | 76.77% | -0.58% | — | — | — | 36 | 6 | Insufficient history |
| 43 | QuantsmdIntradayRsi15mBot | 0.00 | -15.96 | -44.89% | -2.81% | — | — | — | 10 | 7 | Insufficient history |
| 44 | QuantsmdLimitRsiDipBot | 0.00 | 157.88 | 111.49% | -0.71% | — | — | — | 3 | 7 | Insufficient history |
| 45 | QuantsmdLimitTrendPullbackBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 7 | Insufficient history |
| 46 | QuantsmdMarketRsiReversionBot | 0.00 | 15.53 | 20.61% | -1.33% | — | — | — | 3 | 7 | Insufficient history |
| 47 | QuantsmdMarketSmaCrossBot | 0.00 | -33.46 | -27.03% | -0.81% | — | — | — | 2 | 7 | Insufficient history |
| 48 | QuantsmdMonthlyCircuitBreakerBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 7 | Insufficient history |
| 49 | QuantsmdMonthlyDriftEtfBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 7 | Insufficient history |
| 50 | QuantsmdMonthlyInverseVolBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 7 | Insufficient history |
| 51 | QuantsmdMonthlyRotationBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 7 | Insufficient history |
| 52 | QuantsmdOcoDipOrBreakoutBot | 0.00 | -10.49 | -16.12% | -1.54% | — | — | — | 3 | 7 | Insufficient history |
| 53 | QuantsmdOrderEnsembleBot | 0.00 | -21.39 | -52.98% | -2.48% | — | — | — | 12 | 6 | Insufficient history |
| 54 | QuantsmdPairsHedgeRatioBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 7 | Insufficient history |
| 55 | QuantsmdPairsRatioZscoreBot | 0.00 | 0.00 | 215.38% | 0.00% | — | — | — | 2 | 7 | Insufficient history |
| 56 | QuantsmdQuarterlyDualMomentumBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 7 | Insufficient history |
| 57 | QuantsmdRiskParityCappedBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 7 | Insufficient history |
| 58 | QuantsmdRiskParityMultiassetBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 7 | Insufficient history |
| 59 | QuantsmdSignalChangeDefensiveBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 7 | Insufficient history |
| 60 | QuantsmdSignalChangeRotationOrdersBot | 0.00 | -33.46 | -27.03% | -0.81% | — | — | — | 2 | 7 | Insufficient history |
| 61 | QuantsmdSmaDailyGatedBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 6 | Insufficient history |
| 62 | QuantsmdSmaDailyGatedV3Bot | 0.00 | 0.00 | 2.52% | 0.00% | — | — | — | 1 | 5 | Insufficient history |
| 63 | QuantsmdStopBreakoutEntryBot | 0.00 | 12.91 | 5.95% | -0.46% | — | — | — | 1 | 7 | Insufficient history |
| 64 | QuantsmdStopLimitBreakoutBot | 0.00 | 12.91 | 5.95% | -0.46% | — | — | — | 1 | 7 | Insufficient history |
| 65 | QuantsmdStopLimitProtectionBot | 0.00 | -34.28 | -23.08% | -0.67% | — | — | — | 2 | 7 | Insufficient history |
| 66 | QuantsmdStopLossProtectionBot | 0.00 | -34.28 | -23.08% | -0.67% | — | — | — | 2 | 7 | Insufficient history |
| 67 | QuantsmdTrailingStopLimitBot | 0.00 | -34.28 | -23.08% | -0.67% | — | — | — | 2 | 7 | Insufficient history |
| 68 | QuantsmdTrailingStopRsiBot | 0.00 | -3.45 | -5.72% | -1.66% | — | — | — | 4 | 7 | Insufficient history |
| 69 | QuantsmdTrailingStopTrendBot | 0.00 | -34.28 | -23.08% | -0.67% | — | — | — | 2 | 7 | Insufficient history |
| 70 | QuantsmdVolTargetMomentumBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 7 | Insufficient history |
| 71 | QuantsmdVolTargetTrendBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 7 | Insufficient history |
| 72 | QuantsmdWeeklyRsiReversionBot | 0.00 | 5997.93 | 224.81% | -0.04% | — | — | — | 3 | 7 | Insufficient history |
| 73 | TelegramSignalsBankBot | 0.00 | 0.22 | 21.83% | -100.00% | — | — | — | 40 | 183 | Fail |
| 74 | option_CatalystCallBot | 0.00 | 0.00 | 0.00% | 0.00% | +0.0% vs SPY | 0.00 n.s. | 0.00 (SPY) | 0 | 46 | Insufficient history |
| 75 | option_CreditSpreadBot | 0.00 | 0.00 | 0.00% | 0.00% | +0.0% vs SPY | 0.00 n.s. | 0.00 (SPY) | 0 | 46 | Insufficient history |
| 76 | option_CrossVolBot | 0.00 | 0.00 | 0.00% | 0.00% | +0.0% vs SPY | 0.00 n.s. | 0.00 (SPY) | 0 | 43 | Insufficient history |
| 77 | option_DispersionBot | 0.00 | 0.00 | 0.00% | 0.00% | +0.0% vs SPY | 0.00 n.s. | 0.00 (SPY) | 0 | 43 | Insufficient history |
| 78 | option_EarningsCalendarBot | 0.00 | 0.00 | 0.00% | 0.00% | +0.0% vs SPY | 0.00 n.s. | 0.00 (SPY) | 0 | 43 | Insufficient history |
| 79 | option_IndexVolBot | 0.00 | 0.00 | 0.00% | 0.00% | +0.0% vs SPY | 0.00 n.s. | 0.00 (SPY) | 0 | 43 | Insufficient history |
| 80 | option_MispricingScanBot | 0.00 | 0.00 | 0.00% | 0.00% | +0.0% vs SPY | 0.00 n.s. | 0.00 (SPY) | 0 | 43 | Insufficient history |
| 81 | us_f6d63504b8fc4179bf311d74f8dd8231 | 0.00 | 0.00 | 0.00% | 0.00% | +0.0% vs SPY | 0.00 n.s. | 0.00 (SPY) | 0 | 63 | Insufficient history |
| 82 | FearGreedBotQQQ | -0.15 | -0.17 | -3.86% | -22.98% | -11.4% vs QQQ | -1.41 n.s. | 0.89 (QQQ) | 59 | 227 | Fail |
| 83 | StockNewsSentimentBot | -0.28 | -0.48 | -4.29% | -8.95% | -12.5% vs SPY | -1.08 n.s. | 0.47 (SPY) | 53 | 171 | Fail |
| 84 | GptBasedStrategyBTCTabased | -0.29 | -0.95 | -17.94% | -18.86% | -14.6% vs BTC | -0.60 n.s. | 0.39 (BTC) | 4 | 226 | Fail |
| 85 | SynthesizedHyperConvexityBot | -0.29 | -0.31 | -7.69% | -24.57% | -22.8% vs QQQ | -1.69 n.s. | 0.79 (QQQ) | 49 | 171 | Fail |
| 86 | Benchmark_BTC Benchmark | -0.35 | -0.48 | -18.13% | -37.70% | -22.4% vs SPY | -0.49 n.s. | 0.28 (SPY) | 0 | 227 | — |
| 87 | QuantsmdBollingerReversionBot | -0.50 | -8.28 | -22.86% | -2.76% | — | — | — | 5 | 7 | Insufficient history |
| 88 | AdaptiveMeanReversionBTCBot | -0.52 | -1.33 | -19.10% | -14.31% | +2.9% vs QQQ | 0.07 n.s. | 0.63 (QQQ) | 1 | 85 | Insufficient history |
| 89 | QuantsmdFuturesDonchianContractsBot | -0.58 | -6.41 | -69.50% | -10.85% | — | — | — | 5 | 7 | Insufficient history |
| 90 | SqueezeMomentumBot | -0.68 | -1.40 | -11.20% | -7.99% | -7.3% vs GLD | -0.83 n.s. | 0.37 (GLD) | 6 | 162 | Fail |
| 91 | QuantsmdSmaDailyBot | -0.69 | -9.07 | -31.89% | -3.52% | — | — | — | 13 | 7 | Insufficient history |
| 92 | EURUSDTreeBot | -0.91 | -0.84 | -3.85% | -4.59% | -4.1% vs GLD | -1.47 n.s. | 0.30 (GLD) | 106 | 227 | Fail |
| 93 | option_MispricingBot | -0.92 | -5.90 | -7.33% | -1.24% | -8.0% vs QQQ | -1.52 n.s. | -0.57 (QQQ) | 6 | 43 | Insufficient history |
| 94 | option_IronCondorBot | -1.16 | -5.98 | -14.11% | -2.36% | -11.9% vs GLD | -1.40 n.s. | -0.43 (GLD) | 4 | 46 | Insufficient history |
| 95 | TARegimeMultiAssetBot | -1.36 | -3.01 | -6.37% | -2.11% | +0.8% vs QQQ | 0.16 n.s. | 0.78 (QQQ) | 7 | 50 | Insufficient history |
| 96 | QuantsmdQuarterlyTeCostGateGatedBot | -1.89 | -23.89 | -23.16% | -0.97% | — | — | — | 8 | 6 | Insufficient history |
| 97 | QuantsmdMacdTrendV2Bot | -1.97 | -17.07 | -49.99% | -2.93% | — | — | — | 7 | 6 | Insufficient history |
| 98 | option_EarningsCrushBot | -2.19 | -6.92 | -41.95% | -6.06% | -37.9% vs GLD | -1.67 n.s. | 0.41 (GLD) | 88 | 43 | Insufficient history |
| 99 | TSMOMTrendBot | -3.31 | -5.38 | -31.03% | -5.77% | -19.9% vs SPY | -1.83 n.s. | 0.78 (SPY) | 67 | 50 | Insufficient history |
| 100 | QuantsmdDailyPartialDriftBot | -3.91 | -23.21 | -66.79% | -2.88% | — | — | — | 26 | 7 | Insufficient history |
| 101 | QuantsmdDailyPartialDriftV2Bot | -4.77 | -23.07 | -82.93% | -3.60% | — | — | — | 21 | 6 | Insufficient history |
| 102 | QuantsmdIntraday1hSmaTrendBot | -5.20 | -32.92 | -75.77% | -2.30% | — | — | — | 5 | 7 | Insufficient history |
| 103 | QuantsmdPairsBasketZscoreBot | -8.19 | -20.13 | -31.79% | -1.58% | — | — | — | 4 | 6 | Insufficient history |
| 104 | QuantsmdIntraday1mEmaScalpBot | -8.70 | -21.76 | -60.44% | -2.78% | — | — | — | 130 | 6 | Insufficient history |
| 105 | VWAPPullbackBot | -53.30 | -57.12 | -12.27% | -0.21% | — | — | — | 8 | 7 | 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: 2026-11-10 06:32 UTC
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