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
MY PORTFOLIO
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.
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
Once you have selected the best strategies through the software that I mentioned before, I use another software created by me to sift through system by system in more detail, this one of my properties is also free and accessible to everyone.
Both of the software that I have mentioned in this section do a very simple thing, they find or filter the systems that have been performing best in the last period, if you have more than 200 strategies to select like me you cannot do without them! If you are interested here are the links:
PORTFOLIO SPECIFICATIONS
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 4 systems .
Below are the screens of the past performance of the entire portfolio:
This portfolio in the last 2 months before the end month would bring me a profit of $ 18,700 (with mini contracts it would be $1,800).
As you can see, this system’s wallet made $ 624,000 in 13 years!
This month I decided not to trade index strategies as none of them met the requirements to be traded live
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 win of $ 2,416 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.
CONCLUSION
It was the best performing month I’ve had, I didn’t expect these profits and I’m very happy about them, in March I decided not to use index systems due to the macroeconomic situation and also because according to my criteria I didn’t have provision no system to use. Despite this I brought home a nice profit. See you next month! 🤟
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