Investment thesis
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 | $9995.00 | Sharpe ratio | 0.00 | |
| Total return | 0.00% | Sortino ratio | 0.00 | |
| CAGR | 0.00% | Calmar ratio | 0.00 | |
| Volatility (annualised) | 0.00% | Profit factor | 0.00 | |
| Days live | 1 | Maximum drawdown | 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 |
|---|---|
| DBA | 31.6819 |
| DBC | 27.8808 |
| EEM | 13.2050 |
| EFA | 8.5607 |
| FXA | 12.8812 |
| FXB | 7.0659 |
| IWM | 3.1822 |
| SLV | 15.2354 |
| SPY | 1.1747 |
| USD | 0.0000 |
| USO | 6.1324 |
| UUP | 31.9156 |
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: TSMOMTrendBot: strategy deep-dive & live performance
- Framework: python_tradingbot_framework (open source, fully inspectable)
For professional investors
Request the investor deck, DDQ, and extended analytics. Firm-gated and reviewed manually.
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