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 | $10518.78 | Sharpe ratio | 0.97 | |
| Total return | 5.62% | Sortino ratio | 1.49 | |
| CAGR | 16.60% | Calmar ratio | 3.43 | |
| Volatility (annualised) | 14.24% | Profit factor | 1.22 | |
| Days live | 109 | Maximum drawdown | -4.84% |
Process consistency
| Positive months | 60.0% |
| Best month | 6.08% |
| Worst month | -3.61% |
| Recovery from max drawdown | 24 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) | 0.58 | 0.00 | 0.73 |
| Bitcoin (BTC-USD) | 0.33 | 0.31 | 0.14 |
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 |
|---|---|
| 2B76.DE | 8.5649 |
| AAPL | 0.7222 |
| ADBE | 0.7750 |
| AMD | 0.3929 |
| AMZN | 0.8793 |
| AVAX-USD | 24.4716 |
| BNXG.DE | 1.0217 |
| BSV | 2.1063 |
| BTC-USD | 0.0027 |
| BTEC.L | 17.0285 |
| DBA | 4.2505 |
| DBB | 4.7778 |
| DBE | 4.4501 |
| DBMF | 5.3562 |
| DBO | 6.6645 |
| DG | 1.8442 |
| EEM | 2.4578 |
| ETH-USD | 0.1012 |
| FAS | 1.0417 |
| FNDX | 3.6616 |
| GLD | 0.5735 |
| GOOG | 0.5938 |
| IWDA.AS | 1.2984 |
| KDP | 6.3664 |
| L0CK.DE | 15.5449 |
| LLY | 0.1783 |
| META | 0.2667 |
| MSFT | 0.5531 |
| NOC | 0.3143 |
| NTSX | 2.7698 |
| NVDA | 1.0756 |
| PGR | 0.7283 |
| PYPL | 3.7093 |
| QQQ | 0.2260 |
| RENW.DE | 10.3502 |
| RWL | 0.8856 |
| SHV | 1.0399 |
| SQQQ | 4.3155 |
| TEAM | 2.5605 |
| TMF | 4.6981 |
| TQQQ | 2.1098 |
| TSLA | 0.4996 |
| UNH | 0.3832 |
| UPRO | 1.1562 |
| URA | 2.6501 |
| URTH | 0.8071 |
| USD | 1.1269 |
| UUP | 5.7378 |
| VAW | 0.7150 |
| VCR | 0.2896 |
| VDC | 0.7238 |
| VDE | 1.0946 |
| VFH | 1.2165 |
| VGT | 1.3868 |
| VHT | 0.5435 |
| VIS | 0.4574 |
| VLUE | 0.5858 |
| VNQ | 1.6882 |
| VOX | 0.8654 |
| VPU | 0.8451 |
| VTV | 0.5265 |
| W1TA.DE | 3.4263 |
| WM | 0.7295 |
| WOOD | 1.7343 |
| XAIX.DE | 0.7794 |
Research & documentation
- Strategy deep-dive: EarningsInsiderTiltBot: strategy deep-dive & live performance
- Reference implementation:
tradingbot/earningsinsidertiltbot.py - Framework: python_tradingbot_framework (open source, fully inspectable)
Related strategies
Other strategies in the Event-driven family:
- TelegramSignalsBankBot · 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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