Hi everyone! I present to you this new format with which, month by month, I will publish the performance of the past month of my portfolio trading systems!
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 used the month just ended and how I 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 would like to buy the trading systems.
Since I use micro contracts to operate on the market, you will see the entire futures contracts in the performance, for this you have to make every figure of the photos divided by 10.
To select the systems to use for the following month, I use a software that once I have read the performance of all the systems I have, it creates portfolios based on what I choose.
To select the best systems I use these filters:
1) Best performance in the last 2 months
2) Only one system per market eg: 1 for energy sectors, 1 for indices and 1 for metals
3) Less portfolio drawdown
4) Stability and returns
PERFORMANCE PORTFOLIO SELECTION
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 for the past month:
I have selected this type of portfolio because in the last 2 months it has brought me a profit of $ 39,000 (with mini contracts it would be $ 3,900), excellent stability and a low drawdown.
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
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).
In this section you will find the monetary performances for the month ended.
As you can see I recorded a 1.763 $ in this month!
Now let’s see how the individual systems performance:
In summary it has been a very dancing month for the markets, despite this my systems have held up very well and have made me take home a nice profit! See you next month 🤟