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 | $10524.36 | Sharpe ratio | 1.62 | |
| Total return | 5.68% | Sortino ratio | 3.14 | |
| CAGR | 32.32% | Calmar ratio | 6.68 | |
| Volatility (annualised) | 18.11% | Profit factor | 1.40 | |
| Days live | 51 | Maximum drawdown | -4.84% |
Process consistency
| Positive months | 66.7% |
| 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) | 0.41 | 0.00 | 0.67 |
| Bitcoin (BTC-USD) | 0.25 | 0.00 | 0.12 |
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 | 10.1897 |
| AAPL | 0.7547 |
| ADBE | 0.6197 |
| AMD | 0.6794 |
| AMZN | 0.8074 |
| AVAX-USD | 16.6507 |
| BNXG.DE | 1.0775 |
| BSV | 2.0225 |
| BTC-USD | 0.0020 |
| BTEC.L | 17.9993 |
| DBA | 4.0582 |
| DBB | 4.4000 |
| DBE | 3.7153 |
| DBMF | 5.2045 |
| DBO | 5.4286 |
| DG | 1.6737 |
| EEM | 2.5018 |
| ETH-USD | 0.0661 |
| FAS | 1.1443 |
| FNDX | 3.8014 |
| GLD | 0.4736 |
| GOOG | 0.6122 |
| IWDA.AS | 1.3601 |
| KDP | 7.7683 |
| L0CK.DE | 17.3041 |
| LLY | 0.2238 |
| META | 0.2345 |
| MSFT | 0.4765 |
| NOC | 0.2691 |
| NTSX | 2.8000 |
| NVDA | 1.0185 |
| PGR | 0.7823 |
| PYPL | 3.0975 |
| QQQ | 0.2421 |
| RENW.DE | 10.6609 |
| RWL | 0.9197 |
| SHV | 1.0002 |
| SQQQ | 2.8972 |
| TEAM | 2.7857 |
| TMF | 4.3689 |
| TQQQ | 2.6340 |
| TSLA | 0.5325 |
| UNH | 0.4487 |
| UPRO | 1.2623 |
| URA | 1.9247 |
| URTH | 0.8133 |
| USD | 2.6389 |
| UUP | 5.7709 |
| VAW | 0.6746 |
| VCR | 0.2825 |
| VDC | 0.7010 |
| VDE | 0.9862 |
| VFH | 1.2289 |
| VGT | 1.5397 |
| VHT | 0.5786 |
| VIS | 0.4736 |
| VLUE | 0.6978 |
| VNQ | 1.6701 |
| VOX | 0.8025 |
| VPU | 0.8163 |
| VTV | 0.5457 |
| W1TA.DE | 3.2828 |
| WM | 0.7080 |
| WOOD | 1.5716 |
| XAIX.DE | 0.9436 |
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.
Request access