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- Strategy deep-dive: RecursiveDecayHarvestBot: strategy deep-dive & live performance
- Source code:
tradingbot/recursivedecayharvestbot.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 | $10000.00 |
| Total return since seed | 0.00% |
| CAGR | 0.00% |
| Sharpe ratio | 0.00 |
| Sortino ratio | 0.00 |
| Max drawdown | 0.00% |
| Volatility (annualised) | 0.00% |
| Days live | 10 |
Live portfolio worth over time
Current holdings
| Symbol | Quantity |
|---|---|
| USD | 10000.0000 |
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 |
|---|---|---|---|---|---|---|---|
| TQQQ | 1d | best_sharpe | 0.09 | -2.42% | 28.45% | 1 | 21.98% |
| TQQQ | 1d | best_yearly_return | 0.00 | 0.00% | 0.00% | - | 0.00% |
Related bots
Other bots in the Portfolio optimisation family:
- SharpePortfolioOptWeeklyBot · strategy deep-dive- SynthesizedHyperConvexityBot · strategy deep-dive Or browse the full live leaderboard.