Can a volatility-driven rebalancing strategy beat a simple buy-and-hold QQQ or SPY?
This is a live paper-trading bot built on top of the TiPortfolio library that rebalances based on market volatility signals. It holds a basket of ETFs, rebalances when volatility signals a change, and records every trade. Performance is tracked against a passive buy-and-hold SPY and QQQ strategy so you can see whether active rebalancing adds value. Currently running on a paper trading account — we plan to switch to live real-money trading within 3 to 12 months.
Cumulative return of the bot vs. market benchmarks, indexed from the first rebalance date.
All rebalance decisions made by the algorithm, sorted by most recent first.