In this series of articles, I show you a quick report of how my trading systems performed during the month just ended.
This is the link to see last month’s performance:
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 past 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 actually use.
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 portfolio drawdown
- Stability and returns
BEST 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:
For September I chose the selected portfolio with 5 systems.
The portfolio performance of the two months prior to September is as follows:
PORTFOLIO EQUITY + SINGLE SYSTEM’S
ONLY PORTFOLIO EQUITY
ONLY SYSTEM’S EQUITY
PERFORMANCE
CORRELATIONS BETWEEN SYSTEMS
I have selected this type of portfolio because in the last 2 months it has brought me a profit of $ 43,978.75 (with mini contracts it would be $ 5,102), excellent stability and a low drawdown.
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
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
In this section you will find the monetary performances for the month ended.
As you can see I recorded a 53 $ in this month! It was a fairly lateral month, I didn’t close at a loss but I didn’t make big gains.
Let’s now see the performance of the individual systems
Crude Oil
Soybeans
S&P 500
Gold
Euro
CONCLUSION
As I said above it was a fairly lateral month, with a profit that basically only paid off the costs of the VPS, we saw Gold, S&P and Crude Oil doing badly, while the strategies on Soybeans and Euro kept the portfolio afloat.
See you next month. 🤟