Investment thesis
AI / LLM-driven — economic intuition. Large language models act as a flexible signal-extraction layer over unstructured inputs (filings, earnings calls, macro commentary). The edge is not price prediction directly but higher-fidelity feature engineering on text that would otherwise require a team of analysts — a cost-arbitrage against traditional discretionary funds.
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 | $10740.39 | Sharpe ratio | 0.85 | |
| Total return | 7.80% | Sortino ratio | 1.07 | |
| CAGR | 17.75% | Calmar ratio | 1.70 | |
| Volatility (annualised) | 26.36% | Profit factor | 1.18 | |
| Days live | 101 | Maximum drawdown | -10.45% |
Process consistency
| Positive months | 60.0% |
| Best month | 16.78% |
| Worst month | -7.98% |
| Recovery from max drawdown | 22 days |
Market independence
Correlation and beta versus passive benchmarks, computed over the full live series.
| Benchmark | Correlation | 90-day rolling correlation | Beta |
|---|---|---|---|
| S&P 500 (SPY) | 0.59 | 0.00 | 1.38 |
| Bitcoin (BTC-USD) | 0.40 | 0.36 | 0.30 |
A correlation materially below 1.0 to both benchmarks indicates the strategy’s returns are not a simple re-expression of long equity or long crypto beta.
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 |
|---|---|
| AAPL | 13.2581 |
| MSFT | 8.3710 |
| NVDA | 17.8934 |
| USD | 0.0000 |
Research & documentation
- Strategy deep-dive: AIHedgeFundBot: strategy deep-dive & live performance
- Reference implementation:
tradingbot/aihedgefundbot.py - Framework: python_tradingbot_framework (open source, fully inspectable)
Related strategies
Other strategies in the AI / LLM-driven family:
- DeepSeekToolBot · research note- GptBasedStrategyBTCTabased · 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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