Learn more
- Strategy deep-dive: AdaptiveMeanReversionBot: strategy deep-dive & live performance
- Framework docs: AdaptiveMeanReversionBot — strategy writeup (rendered on GitHub)
- Source code:
tradingbot/adaptivemeanreversionbot.py - Framework: python_tradingbot_framework
Live portfolio (paper-traded, seeded at $10,000)
Live forward-test running daily against real market data. Every bot starts with the same $10,000 seed so returns are directly comparable.
| Metric | Value |
|---|---|
| Current portfolio worth | $10144.78 |
| Total return since seed | 1.45% |
| CAGR | 25.64% |
| Sharpe ratio | 7.50 |
| Sortino ratio | 0.00 |
| Max drawdown | 0.00% |
| Volatility (annualised) | 5.39% |
| Days live | 10 |
Live portfolio worth over time
Current holdings
| Symbol | Quantity |
|---|---|
| QQQ | 16.4336 |
| USD | 0.0000 |
Historical backtest (one-time simulation)
Offline backtest run once on historical OHLCV data — not updated daily. Shows how the strategy would have performed over the chosen window. Live results above are the authoritative performance number.
| Symbol | Interval | Metric | Sharpe | Yearly return | Max DD | Trades | Win rate |
|---|---|---|---|---|---|---|---|
| QQQ | 1d | best_sharpe | 1.40 | 25.25% | 7.88% | 2 | 48.95% |
| QQQ | 1d | best_yearly_return | 1.40 | 25.25% | 7.88% | 2 | 48.95% |
Related bots
Other bots in the Regime-adaptive family:
- RegimeAdaptiveBot · strategy deep-dive- TARegimeAdaptiveBot · strategy deep-dive Or browse the full live leaderboard.