About

Babeshkin Risk Monitor is a personal project built by a quantitative investor to answer one question: is it safe to be in the market right now?

Background

Quantitative investor since 2019 with a background in IT and software engineering. Based in Andorra. Managing an 8-figure personal portfolio across 4 systematic strategies. All strategies are rules-based and fully automated.

The risk framework shown here is one component of a broader portfolio management system that has been in development since 2022. This model is used for hedging portfolios and dramatically reducing drawdown levels, which allows achieving Sharpe ratios of 1.56 to 1.88 over the period since 2002, and 1.87 to 1.96 over the last 10 years.

Why Make It Public

I built this because transparent, data-driven risk assessment shouldn't be locked behind expensive terminals or hedge fund gates.

The score updates daily. The track record is public. Judge it by the numbers.

Track Record

Backtest Period2003 - 2026

Annualized Return12.9%

Strategy Sharpe1.05

Max Drawdown-14.6%

vs S&P 500 Max Drawdown-54.6%

Results independently verified on a third-party simulation platform. Live public tracking begins December 2022.

Disclaimer

This dashboard and all content provided are for informational and educational purposes only. Nothing presented here constitutes investment advice, a recommendation, or a solicitation to buy or sell any security. The creator is not a licensed financial advisor. Past performance, whether backtested or live, does not guarantee future results. Use at your own risk.