Benchmark_QQQ · Benchmarks — strategy & live paper-trading performance
Benchmark_QQQ is a production algorithmic trading strategy paper-traded live from a $10,000 seed. Live paper-trading performance: 24.50% annualised …
Read ArticleBenchmark_SPY is a production algorithmic trading strategy paper-traded live from a $10,000 seed. Live paper-trading performance: 17.02% annualised return (13.15% total), Sharpe 1.57 over 178 days.
TL;DR
- Strategy family: Benchmarks — Buy-and-hold benchmarks (SPY, QQQ, FTWD, GLD, BTC) spanning equity, commodity and crypto beta.
- Live track record: 17.02% annualised return (CAGR), Sharpe 1.57, max drawdown -6.30% over 178 trading days.
- Code: open-source on python_tradingbot_framework.
Live performance snapshot
- Annualised return (CAGR): 17.02%
- Current paper-portfolio worth: $11314.56 (seeded at $10,000)
- Total return since seed: 13.15%
- Sharpe: 1.57
- Max drawdown: -6.30%
- Days live: 178
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:
- Open-source framework: python_tradingbot_framework.
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.
Related Benchmarks strategies
- Benchmark_QQQ — also in the Benchmarks family. See live performance →
- Benchmark_FTWD — also in the Benchmarks family. See live performance →
- Benchmark_GLD — also in the Benchmarks family. See live performance →
FAQ
Is Benchmark_SPY profitable live?
Since deployment, Benchmark_SPY has produced an annualised return (CAGR) of 17.02% on a $10,000 paper seed (13.15% cumulative), with a Sharpe ratio of 1.57 and a max drawdown of -6.30% over 178 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, GLD, BTC) spanning equity, commodity and crypto beta. 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 30 other paper-traded strategies, all seeded with the same $10,000.
