Investment thesis
Regime-adaptive — economic intuition. Financial time series alternate between trending and mean-reverting regimes. A single static strategy is structurally mis-specified in at least one regime. This family detects the regime and switches logic, monetising regime-transition risk that pure trend or pure mean-reversion books leave on the table.
Risk-adjusted performance — live track record
Forward-tested daily against live market data. Metrics derived from end-of-day portfolio marks; methodology documented on the Due Diligence and About pages.
| Return | Value | Risk-adjusted | Value | |
|---|---|---|---|---|
| Current portfolio worth | $11686.09 | Sharpe ratio | 9.47 | |
| Total return | 16.86% | Sortino ratio | 77.89 | |
| CAGR | 235.64% | Calmar ratio | 339.73 | |
| Volatility (annualised) | 16.77% | Profit factor | 13.56 | |
| Days live | 26 | Maximum drawdown | -0.69% |
Process consistency
| Positive months | 100.0% |
| Best month | 9.16% |
| Worst month | 7.05% |
| Recovery from max drawdown | 1 days |
Equity curve
Live track record — forward-tested performance from the strategy's production start date.
Drawdown profile
Underwater curve — percentage below the running high-water mark. Institutional allocators read this before the equity curve.
Current holdings
| Symbol | Quantity |
|---|---|
| QQQ | 16.4336 |
| USD | 0.0000 |
Research & documentation
- Strategy deep-dive: AdaptiveMeanReversionBot: strategy deep-dive & live performance
- Methodology write-up: AdaptiveMeanReversionBot
- Reference implementation:
tradingbot/adaptivemeanreversionbot.py - Framework: python_tradingbot_framework (open source, fully inspectable)
Related strategies
Other strategies in the Regime-adaptive family:
- RegimeAdaptiveBot · research note- TARegimeAdaptiveBot · research note Or view the full strategy roster.
For professional investors
Request the investor deck, DDQ, and extended analytics. Firm-gated and reviewed manually.
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