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- Strategy deep-dive: SharpePortfolioOptWeeklyBot: strategy deep-dive & live performance
- Source code:
tradingbot/sharpeportfoliooptweekly.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 | $9613.51 |
| Total return since seed | -3.86% |
| CAGR | -10.96% |
| Sharpe ratio | -2.22 |
| Sortino ratio | -2.72 |
| Max drawdown | -6.41% |
| Volatility (annualised) | 6.88% |
| Days live | 65 |
Live portfolio worth over time
Current holdings
| Symbol | Quantity |
|---|---|
| AAPL | 1.8795 |
| AMD | 0.3760 |
| BTEC.L | 27.2146 |
| DBA | 40.0177 |
| DBB | 0.0000 |
| DBE | 29.9986 |
| EEM | 17.8826 |
| GOOG | 1.1697 |
| L0CK.DE | 23.1557 |
| LLY | 0.0000 |
| RENW.DE | 42.3950 |
| SQQQ | 7.9820 |
| TEAM | 0.0000 |
| USD | 0.0000 |
| UUP | 55.1271 |
| VDE | 6.9512 |
| VPU | 5.8709 |
| WM | 0.9926 |
Related bots
Other bots in the Portfolio optimisation family:
- RecursiveDecayHarvestBot · strategy deep-dive- SynthesizedHyperConvexityBot · strategy deep-dive Or browse the full live leaderboard.