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!
If you missed last month’s article, here is the link
Before analyzing what happened this month, I’ll explain how this format is structured:
1 part: My Portfolio — How I build my portfolio and how I select systems;
2 part: Portfolio Specification — Which systems have I selected for the month that has just ended;
3 part: Portfolio Past Performance — Past performance of the portfolio and systems;
4 part: Systems Monthly Performance — The performances of the individual live systems in the month that has just ended;
5 part: Portfolio Monthly Performance — The overall performance of the portfolio in the month just ended;
6 part: Complications during the month — Complications and problems that arose during the month;
7 part: Conclusions…
1. MY PORTFOLIO
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
2. PORTFOLIO SPECIFICATIONS
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).
3. PORTFOLIO PAST PERFORMANCE
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
For January I chose the selected portfolio with 5 trading systems.
The portfolio performance of the two months prior to January is as follows:
I have selected this type of portfolio because in the last 2 months it has brought me a profit of $ 25,000 (with mini contracts it would be $ 2,500).
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 $ 778,000 in 12 years!
4. SYSTEMS MONTHLY PERFORMANCE
In this section we see the real performance of the systems in the month that has just ended..
5. PORTFOLIO MONTHLY PERFORMANCE
In this section you will find the monetary performances for the month ended.
As you can see I have recorded a win of $ 894 in this month!
6. 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.
This month went very well, systems performed very well, misalignments mostly due to strategy/platform errors, I am correcting them right now. 🤟