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 | $10098.85 | Sharpe ratio | 0.75 | |
| Total return | 1.13% | Sortino ratio | 0.91 | |
| CAGR | 5.13% | Calmar ratio | 3.19 | |
| Volatility (annualised) | 5.25% | Profit factor | 1.21 | |
| Days live | 75 | Maximum drawdown | -1.61% |
Process consistency
| Positive months | 100.0% |
| Best month | 0.50% |
| 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) | 0.32 | 0.00 | 0.15 |
| Bitcoin (BTC-USD) | 0.20 | 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 |
|---|---|
| ADBE | 0.6210 |
| AMZN | 0.5344 |
| BNXG.DE | 0.8242 |
| DBB | 5.4698 |
| DBE | 5.0759 |
| DBMF | 4.3224 |
| DG | 1.1070 |
| EEM | 1.9954 |
| GLD | 0.3468 |
| GOOG | 0.3824 |
| IAU | 1.6706 |
| KDP | 3.8869 |
| NVDA | 0.6737 |
| QQQ | 0.1840 |
| SPY | 0.1800 |
| SQQQ | 3.2421 |
| TEAM | 1.5641 |
| TMF | 3.7649 |
| TQQQ | 1.7878 |
| TSLA | 0.3338 |
| UNH | 0.3045 |
| UPRO | 0.9199 |
| URA | 3.0338 |
| USD | 6421.5624 |
| VAW | 0.5758 |
| VCR | 0.3450 |
| VLUE | 0.6795 |
| VTI | 0.3511 |
| VTV | 0.5906 |
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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