Paper account

A US equity book, rebalanced every five trading days and measured against SPY.

Gradient-boosted trees score about three thousand US stocks on price-volume factors and FinBERT news features. Below are the replayed backtest, the day's positions and the current rebalance period as it trades.

01 Backtest

Backtest performance

Cumulative return

Drawdown

Statistics

Monthly returns, %

02 Positions

Current positions

Holdings

    03 Live period

    Current rebalance period

    Return since the period's first open