Investment thesis
Event-driven — economic intuition. Discrete corporate and flow events (earnings, insider filings, curated signal feeds) produce information shocks with measurable post-event drift. Thesis: participants cannot fully price the event in real time due to regulatory lag, analyst revision cycles, and execution frictions — a structural rather than behavioural premium.
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 | $10973.99 | Sharpe ratio | 0.00 | |
| Total return | 10.79% | Sortino ratio | 0.00 | |
| CAGR | 43.29% | Calmar ratio | 0.43 | |
| Volatility (annualised) | 0.00% | Profit factor | 0.00 | |
| Days live | 83 | Maximum drawdown | -100.00% |
Process consistency
| Positive months | 66.7% |
| Best month | 10.11% |
| Worst month | -8.58% |
| Recovery from max drawdown | 1 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) | nan | 0.00 | nan |
| Bitcoin (BTC-USD) | nan | 0.00 | nan |
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 |
|---|---|
| AUDCAD=X | 608.1873 |
| AUDJPY=X | 10.0148 |
| AUDNZD=X | 2697.2156 |
| BTC-USD | 0.0073 |
| CADCHF=X | 1248.4536 |
| USD | 1110.1919 |
| USDCHF=X | 1107.6575 |
| ^DJI | 0.0345 |
| ^GSPC | 0.1288 |
Research & documentation
- Strategy deep-dive: TelegramSignalsBankBot: strategy deep-dive & live performance
- Methodology write-up: TelegramSignalsBankBot
- Reference implementation:
tradingbot/telegramsignalsbankbot.py - Framework: python_tradingbot_framework (open source, fully inspectable)
Related strategies
Other strategies in the Event-driven family:
- EarningsInsiderTiltBot · 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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