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 | $10058.84 | Sharpe ratio | 0.56 | |
| Total return | 0.73% | Sortino ratio | 0.67 | |
| CAGR | 3.92% | Calmar ratio | 2.44 | |
| Volatility (annualised) | 5.67% | Profit factor | 1.15 | |
| Days live | 62 | Maximum drawdown | -1.61% |
Process consistency
| Positive months | 100.0% |
| Best month | 0.20% |
| Worst month | 0.09% |
| Recovery from max drawdown | 5 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) | 0.31 | 0.00 | 0.15 |
| Bitcoin (BTC-USD) | 0.19 | 0.00 | 0.04 |
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 |
|---|---|
| AAPL | 0.4724 |
| ADBE | 0.6739 |
| AMD | 0.2435 |
| BTEC.L | 15.0493 |
| DBE | 4.8516 |
| DG | 1.2170 |
| FAS | 0.9170 |
| FNDX | 4.2854 |
| GLD | 0.3378 |
| GOOG | 0.3561 |
| KDP | 4.2500 |
| LLY | 0.1191 |
| META | 0.2264 |
| SQQQ | 3.5548 |
| URA | 2.7306 |
| USD | 7806.4738 |
| VLUE | 0.6756 |
| VTI | 0.3614 |
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
Request the investor deck, DDQ, and extended analytics. Firm-gated and reviewed manually.
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