Investment thesis

Event-driven — economic intuition. Discrete corporate and flow events (earnings, insider filings, curated signal feeds) produce information shocks with measurable post-event drift. Thesis: participants cannot fully price the event in real time due to regulatory lag, analyst revision cycles, and execution frictions — a structural rather than behavioural premium.

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	$11018.10	Sharpe ratio	1.08
Total return	10.63%	Sortino ratio	1.51
CAGR	15.64%	Calmar ratio	3.23
Volatility (annualised)	13.12%	Profit factor	1.25
Days live	193	Maximum drawdown	-4.84%

Process consistency


Positive months	55.6%
Best month	7.56%
Worst month	-3.61%
Recovery from max drawdown	24 days

Market independence and alpha

Measured against every benchmark over the strategy’s own live window. Alpha is annualised Jensen’s alpha (the return not explained by benchmark exposure, assuming a zero risk-free rate); t is its t-statistic.

Benchmark	Correlation	90-day rolling correlation	Beta	Alpha (ann.)	t
SPY	0.78	0.83	0.80	+7.13%	0.75 n.s.
QQQ	0.64	0.61	0.42	+9.68%	0.84 n.s.
FTWD	0.48	0.49	0.60	+7.23%	0.55 n.s.
GLD	0.54	0.57	0.31	+23.40%	1.85 n.s.
BTC	0.42	0.55	0.13	+11.37%	0.83 n.s.

Correlation materially below 1.0 to all benchmarks indicates returns that are not a re-expression of long equity beta — a strategy tracking one index closely while showing low correlation to another is not diversifying, only rotating.

Closest benchmark: SPY (correlation 0.78). Alpha against it is +7.13% annualised but not statistically significant (|t| = 0.75 < 2), meaning it cannot be distinguished from zero at this sample size.

Trading activity

Ratios computed over calendar days understate strategies that hold cash and overstate those that simply trade rarely, so exposure is disclosed directly.


Lifetime executed trades	1571
Days with no position change	0.0%
Sortino over active days only	1.51

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
2B76.DE	9.5839
AAPL	0.7113
ADBE	1.0108
AMD	0.5192
AMZN	0.5037
AVAX-USD	21.6970
BNXG.DE	1.2480
BSV	2.2425
BTC-USD	0.0023
BTEC.L	17.0438
DBA	6.6725
DBB	7.7024
DBE	3.1860
DBMF	5.3637
DBO	5.7472
DG	1.7835
EEM	3.0572
ETH-USD	0.0823
FNDX	5.9747
GLD	0.6306
GOOG	0.3919
IWDA.AS	1.4750
KDP	6.8056
L0CK.DE	15.2874
LLY	0.1770
META	0.2220
MSFT	0.4566
NOC	0.4814
NTSX	2.9375
NVDA	1.2405
PGR	0.6163
PYPL	3.2656
QQQ	0.2444
RENW.DE	14.9170
RWL	1.4587
SHV	1.7565
TEAM	0.6918
TSLA	0.6241
UNH	0.3593
URA	3.7218
URTH	0.9276
USD	198.2432
UUP	6.0644
VAW	0.8810
VCR	0.4649
VDC	0.7652
VDE	1.1069
VFH	1.4658
VGT	1.6648
VHT	0.5471
VIS	0.5317
VLUE	0.8753
VNQ	2.1278
VOX	1.0391
VPU	1.1151
VTV	0.8637
W1TA.DE	4.7502
WM	0.6543
WOOD	2.1060
XAIX.DE	0.9501

Research & documentation

🛡️ Skin in the game: Our principals and founders deploy their own capital alongside our clients using these exact quantitative models. We are aligned with your downside.

Strategy deep-dive: EarningsInsiderTiltBot: strategy deep-dive & live performance
Reference implementation: tradingbot/earningsinsidertiltbot.py
Framework: python_tradingbot_framework (open source, fully inspectable)

Other strategies in the Event-driven family:

TelegramSignalsBankBot · research note Or view the full strategy roster.

For professional investors

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EarningsInsiderTiltBot