AdaptiveMeanReversionBot is a production algorithmic trading bot paper-traded live from a $10,000 seed. Live paper-trading performance: 1.45% total return, Sharpe 7.50 over 10 days.

What AdaptiveMeanReversionBot does

No description provided.

AdaptiveMeanReversionBot belongs to the Regime-adaptive family of strategies. Detects market regimes (trend vs. mean-reversion) and switches strategy per regime.

Live performance snapshot

• Current paper-portfolio worth: $10144.78 (seeded at $10,000)
• Total return since seed: 1.45%
• CAGR: 25.64%
• Sharpe: 7.50
• Max drawdown: 0.00%
• Days live: 10

See the full chart, current holdings, and historical backtest on the bot’s live page →.

Dig deeper

• Read the full strategy writeup on GitHub: AdaptiveMeanReversionBot framework docs.
• Inspect or fork the code: tradingbot/adaptivemeanreversionbot.py.
• Run it yourself with the open-source framework: python_tradingbot_framework.

Related strategies

• RegimeAdaptiveBot — also in the Regime-adaptive family. See live performance →
• TARegimeAdaptiveBot — also in the Regime-adaptive family. See live performance →

Compare every bot

Browse the full live leaderboard to see how AdaptiveMeanReversionBot ranks against 23 other paper-traded bots, all seeded with the same $10,000.