Investment thesis

Regime-adaptive — economic intuition. Financial time series alternate between trending and mean-reverting regimes. A single static strategy is structurally mis-specified in at least one regime. This family detects the regime and switches logic, monetising regime-transition risk that pure trend or pure mean-reversion books leave on the table.

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	$10627.27	Sharpe ratio	1.54
Total return	6.23%	Sortino ratio	2.37
CAGR	11.19%	Calmar ratio	4.78
Volatility (annualised)	6.91%	Profit factor	1.38
Days live	147	Maximum drawdown	-2.34%

Process consistency


Positive months	71.4%
Best month	2.93%
Worst month	-1.69%
Recovery from max drawdown	61 days

Market independence and alpha

Measured against every benchmark over the strategy’s own live window. Alpha is annualised Jensen’s alpha (the return not explained by benchmark exposure, assuming a zero risk-free rate); t is its t-statistic.

Benchmark	Correlation	90-day rolling correlation	Beta	Alpha (ann.)	t
SPY	0.73	0.85	0.40	+2.59%	0.42 n.s.
QQQ	0.56	0.57	0.20	+3.80%	0.50 n.s.
FTWD	0.39	0.34	0.25	+5.96%	0.71 n.s.
GLD	0.57	0.72	0.17	+15.38%	2.05
BTC	0.35	0.50	0.05	+8.07%	0.95 n.s.

Correlation materially below 1.0 to all benchmarks indicates returns that are not a re-expression of long equity beta — a strategy tracking one index closely while showing low correlation to another is not diversifying, only rotating.

Closest benchmark: SPY (correlation 0.73). Alpha against it is +2.59% annualised but not statistically significant (|t| = 0.42 < 2), meaning it cannot be distinguished from zero at this sample size.

Trading activity

Ratios computed over calendar days understate strategies that hold cash and overstate those that simply trade rarely, so exposure is disclosed directly.


Lifetime executed trades	1364
Days with no position change	0.0%
Sortino over active days only	2.37

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
2B76.DE	4.6094
AAPL	0.2498
ADBE	0.3316
AMD	0.1620
AMZN	0.3379
AVAX-USD	11.2943
BNXG.DE	0.5198
BSV	1.0842
BTC-USD	0.0011
BTEC.L	8.2207
DBA	2.8829
DBB	3.2990
DBE	2.1953
DBMF	2.5870
DBO	3.2628
DG	0.6754
EEM	1.2636
ETH-USD	0.0344
FAS	0.5127
FNDX	2.5931
GLD	0.2120
GOOG	0.2448
IWDA.AS	0.6567
KDP	2.6106
L0CK.DE	7.3735
LLY	0.0730
META	0.1234
MSFT	0.1694
NOC	0.1565
NTSX	1.4168
NVDA	0.3883
PGR	0.3828
PYPL	1.5751
QQQ	0.1179
RENW.DE	6.1424
RWL	0.6296
SHV	47.4594
SQQQ	2.0453
TEAM	0.4369
TMF	2.8318
TQQQ	1.2234
TSLA	0.2320
UNH	0.2213
UPRO	0.5845
URA	2.0087
URTH	0.4057
USD	0.0000
UUP	2.9250
VAW	0.3696
VCR	0.2242
VDC	0.3691
VDE	0.4612
VFH	0.6089
VGT	0.6987
VHT	0.2639
VIS	0.2564
VLUE	0.4222
VNQ	0.8884
VOX	0.4315
VPU	0.4643
VTV	0.3766
W1TA.DE	1.9692
WM	0.3882
WOOD	1.1748
XAIX.DE	0.3934

Research & documentation

🛡️ Skin in the game: Our principals and founders deploy their own capital alongside our clients using these exact quantitative models. We are aligned with your downside.

Strategy deep-dive: RegimeAdaptiveBot: strategy deep-dive & live performance
Methodology write-up: RegimeAdaptiveBot
Reference implementation: tradingbot/regimeadaptivebot.py
Framework: python_tradingbot_framework (open source, fully inspectable)

Other strategies in the Regime-adaptive family:

TARegimeAdaptiveBot · research note- AdaptiveMeanReversionBot · 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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RegimeAdaptiveBot