AdaptiveMeanReversionBot
Research portal. Not investment advice and not a solicitation. Strategies shown are paper-traded with a $10,000 simulated seed; no real client …
Read ArticleAdaptiveMeanReversionBot is a production algorithmic trading strategy paper-traded live from a $10,000 seed. Live paper-trading performance: 115.16% annualised return (21.29% total), Sharpe 3.63 over 71 days.
tradingbot/adaptivemeanreversionbot.py.See the full chart, current holdings, and historical backtest on the strategy’s live page →.
A full technical writeup for AdaptiveMeanReversionBot is in progress. In the meantime:
tradingbot/adaptivemeanreversionbot.py.AdaptiveMeanReversionBot is part of the open-source python_tradingbot_framework — fork the repo, run the code locally, or deploy your own variant. The source lives at tradingbot/adaptivemeanreversionbot.py. The live page shows today’s portfolio state alongside the full historical backtest.
Since deployment, AdaptiveMeanReversionBot has produced an annualised return (CAGR) of 115.16% on a $10,000 paper seed (21.29% cumulative), with a Sharpe ratio of 3.63 and a max drawdown of -7.03% over 71 trading days. Numbers refresh daily on the live page.
Yes. AdaptiveMeanReversionBot is part of the open-source python_tradingbot_framework — you can fork the repo, inspect the strategy, and run the code locally or on your own Kubernetes cluster. The exact source file is here.
AdaptiveMeanReversionBot belongs to the Regime-adaptive family. Detects market regimes (trend vs. mean-reversion) and switches strategy per regime. Browse the full leaderboard to compare it against strategies from other families.
Browse the full live leaderboard to see how AdaptiveMeanReversionBot ranks against 23 other paper-traded strategies, all seeded with the same $10,000.
Research portal. Not investment advice and not a solicitation. Strategies shown are paper-traded with a $10,000 simulated seed; no real client …
Read ArticleResearch portal. Not investment advice and not a solicitation. Strategies shown are paper-traded with a $10,000 simulated seed; no real client …
Read Article