Want to know what my systems do month by month? I will show you the profits and losses that my systems generated in the month just ended!
Before analyzing what happened this month, I’ll explain how this format is structured:
- part: My Portfolio — How I build my portfolio and how I select systems;
- part: Portfolio Specification — The specifics of each system and some metrics I use;
- part: Portfolio Past Performance — Past performance of the portfolio and systems;
- part: Systems Monthly Performance — The performances of the individual live systems in the month that has just ended;
- part: Portfolio Monthly Performance — The overall performance of the portfolio in the month just ended;
- part: Complications during the month — Complications and problems that arose during the month;
- part: Conclusions…
Before starting, I’ll link you to my 2 tools that I use to look at the performance of my systems and select the best ones
- System Selector
- System Analyzer
My portfolio consists of different trading systems that I choose every 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 purchase my systems that I currently use.
The software in question can be found at this link, it’s free and you can all use it.
And now a succession of images, these are the results of the analyzes with my tool, each image includes a different underlying with the metrics for each strategy..
WHAT IS IT COMPOSED OF?
My portfolio differs in types of strategies, time frames, markets and correlations between strategies.
To select the systems to be used for the next month, I use my own software that reads the past performance of all the systems I have, and through some filters I can identify the systems that have achieved the best performance.
To select the best systems I use these filters:
- Net Profit
- Average trades
- Percent Win Trade
- Profit Factor
- Last two months must be positive
- Low Drawdown
In this section we look at the types of systems I use and all the values needed to keep the portfolio going. With these values, I evaluate the portfolio’s riskiness and show me in Drawdown phases whether the portfolio is reacting as in the past or it is time to make changes.
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).
PORTFOLIO PAST PERFORMANCE
Here we will analyze the performance of the portfolio that I have extracted based on the criteria and tools listed above.
For the month just ended I chose this portfolio with 5 systems .
These are the performances of the two months preceding the month just ended..
This portfolio in the last 2 months before the end month would bring me a profit of $24,091 (with mini contracts it would be $2,400).
While here you see the performance if you had used this portfolio for 12 years:
As you can see, this system’s wallet made $783,000 in 12 years!
SYSTEMS MONTHLY PERFORMANCE
In this section we see the real performance of the systems in the month that has just ended..
PORTFOLIO MONTHLY PERFORMANCE
In this section you will find the monetary performances for the month ended.
As you can see I have recorded a loss of $ 409 in this month!
COMPLICATIONS DURING THE MONTH
In this section I show you a log taken directly from my worksheet in which I write down day by day if there have been problems or operations to be done that have required my attention.
The month of February was quite disappointing, it started underperforming and then recovered in the middle of the month, the last two operations of the system on the Nasdaq brought a drawdown that made me close the month in negative, it could have been worse but even better! 🤟
Buy my 👉 Trading Systems
Join the 👉 Telegram group
Follow me on 👉 LinkedIn
If you want discounts for the platform I use contact me privately or buy via this 👉 MultiCharts