Investment thesis
Sentiment & news — economic intuition. Information is absorbed into prices with a delay that scales with dissemination friction. By quantifying news tone, fear/greed positioning, and aggregated sentiment, the strategy captures the gap between information arrival and market clearing — a behavioural premium that exists because human attention is finite.
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 | $11461.94 | Sharpe ratio | 2.94 | |
| Total return | 14.62% | Sortino ratio | 4.89 | |
| CAGR | 40.04% | Calmar ratio | 6.26 | |
| Volatility (annualised) | 15.00% | Profit factor | 2.08 | |
| Days live | 81 | Maximum drawdown | -6.39% |
Process consistency
| Positive months | 40.0% |
| Best month | 13.02% |
| Worst month | -3.23% |
| Recovery from max drawdown | 26 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) | 0.74 | 0.00 | 1.22 |
| Bitcoin (BTC-USD) | 0.27 | 0.00 | 0.13 |
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 |
|---|---|
| QQQ | 16.1184 |
| USD | 0.0000 |
Research & documentation
- Strategy deep-dive: FearGreedBotQQQInverse: strategy deep-dive & live performance
- Reference implementation:
tradingbot/feargreedbot.py - Framework: python_tradingbot_framework (open source, fully inspectable)
Related strategies
Other strategies in the Sentiment & news family:
- StockNewsSentimentBot · research note- FearGreedBotQQQ · 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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