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 | $11311.31 | Sharpe ratio | 4.14 | |
| Total return | 13.11% | Sortino ratio | 5.04 | |
| CAGR | 46.91% | Calmar ratio | 24.56 | |
| Volatility (annualised) | 7.98% | Profit factor | 3.22 | |
| Days live | 96 | Maximum drawdown | -1.91% |
Process consistency
| Positive months | 75.0% |
| Best month | 5.05% |
| Worst month | 0.00% |
| Recovery from max drawdown | 7 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) | 0.64 | 0.00 | 0.44 |
| Bitcoin (BTC-USD) | 0.21 | 0.22 | 0.05 |
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 |
|---|---|
| SPY | 15.1956 |
| USD | 0.0000 |
Research & documentation
- Strategy deep-dive: TARegimeAdaptiveBot: strategy deep-dive & live performance
- Methodology write-up: TARegimeAdaptiveBot
- Reference implementation:
tradingbot/taregimebot.py - Framework: python_tradingbot_framework (open source, fully inspectable)
Related strategies
Other strategies in the Regime-adaptive family:
- RegimeAdaptiveBot · 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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