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 | $11378.50 | Sharpe ratio | 0.00 | |
| Total return | 14.87% | Sortino ratio | 0.00 | |
| CAGR | 29.65% | Calmar ratio | 0.30 | |
| Volatility (annualised) | 0.00% | Profit factor | 0.00 | |
| Days live | 134 | Maximum drawdown | -100.00% |
Process consistency
| Positive months | 83.3% |
| Best month | 9.38% |
| Worst month | -8.58% |
| Recovery from max drawdown | 1 days |
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 | 36 |
| Days with no position change | 4.5% |
| Sortino over active days only | 0.00 |
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 |
| CADCHF=X | 1248.4536 |
| CHFJPY=X | 2.8537 |
| EURUSD=X | 260.1645 |
| USD | 2175.7363 |
| USDCHF=X | 356.6057 |
| USDJPY=X | 1.4253 |
| ^DJI | 0.0388 |
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
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