Investment thesis
AI / LLM-driven — economic intuition. Large language models act as a flexible signal-extraction layer over unstructured inputs (filings, earnings calls, macro commentary). The edge is not price prediction directly but higher-fidelity feature engineering on text that would otherwise require a team of analysts — a cost-arbitrage against traditional discretionary funds.
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 | $8350.67 | Sharpe ratio | -1.13 | |
| Total return | -16.49% | Sortino ratio | -0.80 | |
| CAGR | -35.91% | Calmar ratio | -1.90 | |
| Volatility (annualised) | 42.05% | Profit factor | 0.72 | |
| Days live | 81 | Maximum drawdown | -18.86% |
Process consistency
| Positive months | 20.0% |
| Best month | 6.44% |
| Worst month | -13.52% |
| Recovery from max drawdown | still underwater |
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) | 0.22 | 0.00 | 1.02 |
| Bitcoin (BTC-USD) | 0.43 | 0.00 | 0.58 |
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 |
|---|---|
| USD | 8350.6736 |
Research & documentation
- Strategy deep-dive: GptBasedStrategyBTCTabased: strategy deep-dive & live performance
- Reference implementation:
tradingbot/gptbasedstrategytabased.py - Framework: python_tradingbot_framework (open source, fully inspectable)
Related strategies
Other strategies in the AI / LLM-driven family:
- DeepSeekToolBot · research note- AIHedgeFundBot · 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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