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.

Process consistency

Market independence

Correlation and beta versus passive benchmarks, computed over the full live series.

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

Research & documentation

• 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)

Related strategies

Other strategies in the Regime-adaptive family:

• TARegimeAdaptiveBot · research note- AdaptiveMeanReversionBot · research note Or view the full strategy roster.