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Benchmark_SPY · Benchmarks — strategy & live paper-trading performance

  • 23 June 2026
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AIB Strategies and DataFortress.cloud are not giving any trading advice. Statistics and opinions stated on this website are purely statistical, and should never be used for real life trading. Form your own decisions and speak with a registered investment advisor before investing.

Benchmark_SPY is a production algorithmic trading strategy paper-traded live from a $10,000 seed. Live paper-trading performance: 17.19% annualised return (8.88% total), Sharpe 1.51 over 127 days.

TL;DR

  • Strategy family: Benchmarks — Buy-and-hold benchmarks (SPY, QQQ, FTWD) for a fair comparison baseline.
  • Live track record: 17.19% annualised return (CAGR), Sharpe 1.51, max drawdown -6.30% over 127 trading days.
  • Code: open-source on python_tradingbot_framework.

Live performance snapshot

  • Annualised return (CAGR): 17.19%
  • Current paper-portfolio worth: $10888.32 (seeded at $10,000)
  • Total return since seed: 8.88%
  • Sharpe: 1.51
  • Max drawdown: -6.30%
  • Days live: 127

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

How Benchmark_SPY works

A full technical writeup for Benchmark_SPY is in progress. In the meantime:

Run it yourself

Benchmark_SPY is part of the open-source python_tradingbot_framework — fork the repo, run the code locally, or deploy your own variant. The live page shows today’s portfolio state alongside the full historical backtest.

FAQ

Is Benchmark_SPY profitable live?

Since deployment, Benchmark_SPY has produced an annualised return (CAGR) of 17.19% on a $10,000 paper seed (8.88% cumulative), with a Sharpe ratio of 1.51 and a max drawdown of -6.30% over 127 trading days. Numbers refresh daily on the live page.

Can I run Benchmark_SPY myself?

Yes. Benchmark_SPY 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.

How does Benchmark_SPY compare to other quantitative strategies?

Benchmark_SPY belongs to the Benchmarks family. Buy-and-hold benchmarks (SPY, QQQ, FTWD) for a fair comparison baseline. Browse the full leaderboard to compare it against strategies from other families.

Compare every strategy

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

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