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	$11369.41	Sharpe ratio	1.73
Total return	14.16%	Sortino ratio	2.84
CAGR	26.18%	Calmar ratio	5.41
Volatility (annualised)	13.76%	Profit factor	1.44
Days live	147	Maximum drawdown	-4.84%

Process consistency


Positive months	71.4%
Best month	6.08%
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	0.75	0.86	0.83	+7.32%	0.61 n.s.
QQQ	0.57	0.57	0.41	+9.71%	0.66 n.s.
FTWD	0.41	0.34	0.52	+13.94%	0.85 n.s.
GLD	0.57	0.72	0.33	+33.21%	2.23
BTC	0.36	0.49	0.11	+18.57%	1.10 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 0.75). Alpha against it is +7.32% annualised but not statistically significant (|t| = 0.61 < 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	1500
Days with no position change	0.0%
Sortino over active days only	2.84

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	0.6734
ADBE	0.6876
AMD	0.4365
AMZN	0.9107
AVAX-USD	23.4126
BNXG.DE	1.0776
BSV	2.2425
BTC-USD	0.0023
BTEC.L	17.0438
DBA	4.1922
DBB	4.7878
DBE	3.1860
DBMF	5.3637
DBO	4.7353
DG	1.3949
EEM	2.6198
ETH-USD	0.0714
FAS	1.0629
FNDX	3.7429
GLD	0.4396
GOOG	0.6598
IWDA.AS	1.3615
KDP	7.0380
L0CK.DE	15.2874
LLY	0.1967
META	0.1791
MSFT	0.4566
NOC	0.4218
NTSX	2.9375
NVDA	0.8051
PGR	1.0318
PYPL	3.2656
QQQ	0.2444
RENW.DE	12.7349
RWL	0.9144
SHV	1.0944
SQQQ	4.2405
TEAM	1.1776
TMF	5.8710
TQQQ	2.5364
TSLA	0.3366
UNH	0.5965
UPRO	1.2118
URA	2.9151
URTH	0.8411
USD	0.6984
UUP	6.0644
VAW	0.7663
VCR	0.4649
VDC	0.7652
VDE	0.9563
VFH	1.2624
VGT	1.4485
VHT	0.5471
VIS	0.5317
VLUE	0.8753
VNQ	1.8420
VOX	0.8947
VPU	0.9627
VTV	0.5465
W1TA.DE	4.0827
WM	1.0431
WOOD	1.7159
XAIX.DE	0.8157

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