SharpePortfolioOptWeeklyBot is a production algorithmic trading strategy paper-traded live from a $10,000 seed. Live paper-trading performance: 2.52% annualised return (1.32% total), Sharpe 0.37 over 126 days.

TL;DR

• Strategy family: Portfolio optimisation — Sharpe-maximising, recursive-decay, and convex multi-asset allocation.
• Live track record: 2.52% annualised return (CAGR), Sharpe 0.37, max drawdown -6.76% over 126 trading days.
• Code: open-source on python_tradingbot_framework — tradingbot/sharpeportfoliooptweekly.py.

Live performance snapshot

• Annualised return (CAGR): 2.52%
• Current paper-portfolio worth: $10132.47 (seeded at $10,000)
• Total return since seed: 1.32%
• Sharpe: 0.37
• Max drawdown: -6.76%
• Days live: 126

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

How SharpePortfolioOptWeeklyBot works

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

• Source code: tradingbot/sharpeportfoliooptweekly.py.
• Open-source framework: python_tradingbot_framework.

Run it yourself

SharpePortfolioOptWeeklyBot 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/sharpeportfoliooptweekly.py. The live page shows today’s portfolio state alongside the full historical backtest.

Related Portfolio optimisation strategies

• RecursiveDecayHarvestBot — also in the Portfolio optimisation family. See live performance →
• SynthesizedHyperConvexityBot — also in the Portfolio optimisation family. See live performance →

FAQ

Is SharpePortfolioOptWeeklyBot profitable live?

Since deployment, SharpePortfolioOptWeeklyBot has produced an annualised return (CAGR) of 2.52% on a $10,000 paper seed (1.32% cumulative), with a Sharpe ratio of 0.37 and a max drawdown of -6.76% over 126 trading days. Numbers refresh daily on the live page.

Can I run SharpePortfolioOptWeeklyBot myself?

Yes. SharpePortfolioOptWeeklyBot 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.

How does SharpePortfolioOptWeeklyBot compare to other quantitative strategies?

SharpePortfolioOptWeeklyBot belongs to the Portfolio optimisation family. Sharpe-maximising, recursive-decay, and convex multi-asset allocation. Browse the full leaderboard to compare it against strategies from other families.

Compare every strategy

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