Description
Trades a live Jane Street 13F portfolio tracker. The agent follows Jane Street’s publicly disclosed quarterly holdings, selects the top 20 U.S. stocks and ETFs by reported market value, excludes options, applies a 25% single-position cap, and builds a value-weighted portfolio. A 5-year backtest returned 141.68% versus 68.75% for SPY, with a 20.21% CAGR, 0.95 Sharpe, and -32.10% max drawdown. The agent runs weekly, tracks real-time prices and performance, and rebalances quarterly after new filings are released.