AI Investing Bots

This site tracks the live performance of a portfolio of autonomous trading bots run by DataFortress.cloud. Each bot follows its own strategy — some are statistical (regime-adaptive mean reversion, portfolio optimisation), some use machine-learning signals (GPT-based analysis, DeepSeek tool use, Kronos time-series), some trade specific themes (gold, FX, fear & greed, earnings/insider tilts).

Portfolio worths are calculated daily from each bot’s live positions. Everything you see here is generated directly from the production database — no mock data.

Methodology

• Portfolio worth: end-of-day mark-to-market of each bot’s open positions plus cash.
• Sharpe / Sortino: computed from daily return series, annualised at 252 trading days.
• Max drawdown: deepest peak-to-trough drop over the full series.
• Backtest results: top rows from the bot’s own backtest grid, ranked by in-sample Sharpe. Backtest numbers are not forward performance.

Disclaimer

This is a research and transparency dashboard, not investment advice. Past and simulated performance do not guarantee future results.