Investment thesis
Kronos forecasting — economic intuition. A time-series foundation model trained on millions of instruments can transfer structural priors (seasonality, fat tails, regime memory) to unseen series. Thesis: zero-shot forecasting captures generic temporal patterns that bespoke per-asset models typically have too little data to learn reliably.
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 | $10025.37 | Sharpe ratio | 0.73 | |
| Total return | 0.39% | Sortino ratio | 0.83 | |
| CAGR | 6.17% | Calmar ratio | 3.83 | |
| Volatility (annualised) | 8.97% | Profit factor | 1.21 | |
| Days live | 17 | Maximum drawdown | -1.61% |
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 |
|---|---|
| BNXG.DE | 0.9201 |
| BTEC.L | 16.6799 |
| FAS | 1.0951 |
| FNDX | 4.8229 |
| GLD | 0.3326 |
| IAU | 1.6505 |
| NOC | 0.2563 |
| PYPL | 3.1454 |
| RENW.DE | 9.1384 |
| TMF | 3.9649 |
| USD | 7989.4895 |
| VDC | 0.6342 |
| VHT | 0.5410 |
| VTV | 0.7027 |
| WM | 0.7464 |
Research & documentation
- Strategy deep-dive: KronosTraderBot: strategy deep-dive & live performance
- Methodology write-up: KronosTraderBot
- Reference implementation:
tradingbot/kronostraderbot.py - Framework: python_tradingbot_framework (open source, fully inspectable)
Related strategies
Other strategies in the Kronos forecasting family:
- KronosBot · research note Or view the full strategy roster.
For professional investors
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