Systematic trading strategies, evaluated like an allocator does.
A daily-updated forward-test of 46 production strategies, published by DataFortress.cloud GmbH as a passive research record. Ranked by Sortino — risk-adjusted return, the only number that matters.
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.
Reading the benchmark columns. Max corr is the highest correlation to any of our three buy-and-hold benchmarks (SPY, QQQ, FTWD), with the closest one named — a single correlation-to-SPY figure hides equity strategies that are really tracking the Nasdaq. Alpha is annualised Jensen’s alpha against that closest benchmark: the return left over after the strategy’s benchmark exposure is accounted for, so leverage on an index does not read as skill. t is the t-statistic of that alpha; n.s. marks estimates that are not statistically significant (|t| < 2) and should be read as indistinguishable from zero at this sample size. Trades is lifetime executed trades — a strategy with a handful of trades is a held position, and its ratios reflect time out of the market rather than skill.
| # | Strategy | Sortino | Calmar | CAGR | Max DD | Alpha (ann.) | t | Max corr | Trades | Days live |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | InstitutionalFlowBot | 11.72 | 110.73 | 204.93% | -1.85% | — | — | — | 45 | 17 |
| 2 | TARegimeAdaptiveBot | 3.11 | 3.70 | 19.94% | -5.39% | +7.6% vs QQQ | 1.10 n.s. | 0.71 (QQQ) | 5 | 167 |
| 3 | EarningsInsiderTiltBot | 2.89 | 5.21 | 25.23% | -4.84% | +7.0% vs SPY | 0.67 n.s. | 0.76 (SPY) | 1541 | 167 |
| 4 | Benchmark_FTWD | 2.85 | 4.01 | 21.37% | -5.33% | +11.9% vs SPY | 1.27 n.s. | 0.60 (SPY) | 1 | 198 |
| 5 | AdaptiveMeanReversionBot | 2.46 | 6.56 | 46.10% | -7.03% | -4.5% vs QQQ | -0.69 n.s. | 0.96 (QQQ) | 1 | 142 |
| 6 | RegimeAdaptiveBot | 2.39 | 4.65 | 10.80% | -2.32% | +2.5% vs SPY | 0.46 n.s. | 0.74 (SPY) | 1370 | 167 |
| 7 | AIHedgeFundBot | 2.31 | 2.76 | 42.32% | -15.34% | +12.9% vs SPY | 0.53 n.s. | 0.69 (SPY) | 18 | 172 |
| 8 | Benchmark_SPY | 2.18 | 2.65 | 16.72% | -6.30% | +3.0% vs QQQ | 0.49 n.s. | 0.87 (QQQ) | 1 | 198 |
| 9 | TARegimeMultiAssetBot | 2.09 | 16.86 | 3.98% | -0.24% | — | — | — | 1 | 21 |
| 10 | KronosTraderBot | 1.82 | 4.53 | 7.29% | -1.61% | +0.8% vs SPY | 0.13 n.s. | 0.50 (SPY) | 960 | 133 |
| 11 | FearGreedBotQQQInverse | 1.79 | 3.68 | 25.85% | -7.03% | +3.1% vs QQQ | 0.62 n.s. | 0.96 (QQQ) | 1 | 197 |
| 12 | Benchmark_QQQ | 1.78 | 3.40 | 24.66% | -7.25% | +1.9% vs SPY | 0.20 n.s. | 0.87 (SPY) | 1 | 198 |
| 13 | DeepSeekToolBot | 1.68 | 2.37 | 18.29% | -7.72% | -2.4% vs SPY | -0.22 n.s. | 0.81 (SPY) | 232 | 167 |
| 14 | AdaptiveMeanReversionBTCBot | 1.58 | 5.24 | 39.51% | -7.54% | -9.2% vs BTC | -0.16 n.s. | 0.53 (BTC) | 1 | 56 |
| 15 | RecursiveDecayHarvestBot | 1.14 | 2.34 | 51.81% | -22.16% | -62.6% vs QQQ | -2.14 | 0.90 (QQQ) | 3 | 142 |
| 16 | FearGreedBotQQQ | 0.91 | 1.12 | 11.69% | -10.41% | -6.3% vs QQQ | -0.76 n.s. | 0.88 (QQQ) | 45 | 198 |
| 17 | XAUSyntheticMetalTreeBot | 0.74 | 1.49 | 18.29% | -12.25% | +4.7% vs SPY | 0.22 n.s. | 0.48 (SPY) | 36 | 197 |
| 18 | GoldenButterflyMomBot | 0.59 | 1.09 | 2.63% | -2.41% | -9.1% vs SPY | -2.20 | 0.80 (SPY) | 15 | 142 |
| 19 | SharpePortfolioOptWeeklyBot | 0.53 | 0.32 | 2.18% | -6.76% | -3.5% vs FTWD | -0.50 n.s. | 0.41 (FTWD) | 695 | 197 |
| 20 | SynthesizedHyperConvexityBot | 0.51 | 0.47 | 8.79% | -18.70% | -19.4% vs QQQ | -1.21 n.s. | 0.69 (QQQ) | 49 | 142 |
| 21 | StockNewsSentimentBot | 0.45 | 1.13 | 4.68% | -4.12% | +1.8% vs BTC | 0.16 n.s. | 0.34 (BTC) | 53 | 142 |
| 22 | XAUZenbotTreeBot | 0.40 | 2.45 | 11.10% | -4.52% | +11.7% vs GLD | 0.95 n.s. | 0.24 (GLD) | 20 | 197 |
| 23 | option_WheelBot | 0.37 | 3.04 | 3.26% | -1.07% | — | — | — | 1 | 14 |
| 24 | Benchmark_GLD | 0.18 | 0.00 | 0.10% | -25.30% | -14.0% vs SPY | -0.52 n.s. | 0.43 (SPY) | 0 | 198 |
| 25 | SwingTitaniumBot | 0.05 | 0.11 | 0.47% | -4.36% | +0.7% vs GLD | 0.09 n.s. | 0.06 (GLD) | 2 | 198 |
| 26 | Benchmark_BTC | 0.02 | -0.23 | -8.67% | -37.70% | -14.6% vs SPY | -0.28 n.s. | 0.22 (SPY) | 0 | 198 |
| 27 | TelegramSignalsBankBot | 0.00 | 0.26 | 25.73% | -100.00% | — | — | — | 36 | 154 |
| 28 | option_CatalystCallBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 17 |
| 29 | option_CreditSpreadBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 17 |
| 30 | option_CrossVolBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 14 |
| 31 | option_DispersionBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 14 |
| 32 | option_EarningsCalendarBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 14 |
| 33 | option_EarningsCrushBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 14 |
| 34 | option_IndexVolBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 14 |
| 35 | option_IronCondorBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 17 |
| 36 | option_MispricingBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 14 |
| 37 | option_MispricingScanBot | 0.00 | 0.00 | 0.00% | 0.00% | — | — | — | 0 | 14 |
| 38 | us_f6d63504b8fc4179bf311d74f8dd8231 | 0.00 | 0.00 | 0.00% | 0.00% | +0.0% vs SPY | 0.00 n.s. | 0.00 (SPY) | 0 | 34 |
| 39 | GptBasedStrategyBTCTabased | -0.33 | -1.03 | -19.47% | -18.86% | -19.6% vs BTC | -0.71 n.s. | 0.40 (BTC) | 4 | 197 |
| 40 | option_CollarBot | -0.49 | -4.84 | -7.97% | -1.65% | — | — | — | 3 | 14 |
| 41 | SqueezeMomentumBot | -0.84 | -1.61 | -12.88% | -7.99% | -8.4% vs GLD | -0.80 n.s. | 0.40 (GLD) | 6 | 133 |
| 42 | EURUSDTreeBot | -1.05 | -0.92 | -4.21% | -4.59% | -4.7% vs GLD | -1.50 n.s. | 0.32 (GLD) | 106 | 198 |
| 43 | option_LeapCallBot | -1.50 | -4.84 | -19.13% | -3.95% | — | — | — | 1 | 17 |
| 44 | option_PMCCBot | -1.81 | -13.84 | -43.89% | -3.17% | — | — | — | 2 | 14 |
| 45 | XAUZenCarryBot | -3.20 | -3.25 | -7.11% | -2.19% | -6.5% vs SPY | -2.22 | 0.88 (SPY) | 6 | 57 |
| 46 | TSMOMTrendBot | -3.38 | -10.54 | -23.31% | -2.21% | — | — | — | 33 | 21 |
Click any strategy name for its investment thesis, full risk-adjusted metrics, drawdown profile, and historical backtest reference.
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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, GLD, BTC) spanning equity, commodity and crypto beta.
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: 2026-10-12 06:32 UTC
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