If you missed last month’s article, here is the link.
This month hasn’t been the best, the systems I’ve chosen have worked properly, I’ve made some clerical errors at the beginning of the month which have led me to some more losses and I’ve decided to disconnect the systems on December 22nd to go on vacation . What have I learned this month? Never unplug your systems, they should never go on vacation.
My portfolio is made up of different trading systems that I choose each month based on their past performance.
In this article you will find which systems I have used in the last month and how I have selected them. At the end of the article you will find the performances I recorded at the end of the month and the necessary links if you want to buy my systems that I currently use.
WHAT IS IT COMPOSED OF?
My portfolio differs in strategies, timeframes and markets.
I use different strategies on different markets to better diversify portfolio performance, I don’t use more than two systems on a market and I balance the weights of each strategy, to find out more, do not hesitate to write to me.
To select the systems to use for the next month, I use a software that reads the past performance of all the systems I have, and through some filters it selects the systems that have performed best.
To select the best systems I use these filters:
- Best performance of the last 2 months
- Only one system per market eg: 1 for energy sectors, 1 for indices and 1 for metals
- Less wallet withdrawal
- Stability and returns
PORTFOLIO SELECTION MONTH: December
Here we are going to analyze the performance of the best portfolio I have extracted based on the criteria listed above
Here is the portfolio I chose based on the last two months before December:
For December I chose the selected portfolio with 4 systems.
The portfolio performance of the two months prior to December is as follows:
I have selected this type of portfolio because in the last 2 months it has brought me a profit of $33,700 (with mini contracts it would be $ 3,700), excellent stability and a low drawdown.
While here you see the performance if I had used this portfolio for 12 years:
As you can see, this system’s portfolio has earned $ 666,000 in 12 years!
In this section, we analyze the types of systems I use, and all the values needed to keep the portfolio standing.
Let’s take a closer look at the portfolio:
Market column: are the markets chosen for each system
Margin required column: are the margins required by the broker to open a position
System name column: the selected strategy name
Stop loss system: the monetary stop loss for each single system
A — Max Margin required: the sum of all the margins required for each strategy
B — Max DD Portfolio: the maximum drawdown recorded by the portfolio
C — Tot Capital: minimum capital required for the portfolio
D — Security Capital: security capital for the portfolio
E — % of Drawdown: The maximum historical drawdown of the portfolio (must not exceed 25%)
Once all the data taken from the strategies and the portfolio have been entered, we obtain that in order to use this portfolio we need a minimum capital (see point C) and a capital to be more relaxed (see point D).
PERFORMANCE MONTH OF December
In this section you will find the monetary performances for the month ended.
As you can see I have recorded a loss of $ 910 in this month!
As said at the beginning it hasn’t been a good month, we’ll do it again next! 🤟