Portafolio - Dual Core - Futures
Portfolio Template · Created 23/09/2025(Updated 09/09/2026)
Balance: 1,000,000
MaxDD: 7 %
Margin: 1,8x
Annualized Return (CAGR)
33,14 %
Annualized Volatility
13,23 %
Sharpe
2,23
Max Drawdown
-10,02 %
Sortino
2,77
Diversification
90 %
VAMI Equity Curve
Active systems (10) · Total allocation: 30,0%
| Curve | Algo | Symbol | Sharpe | MaxDD% | P.Factor | Min.Alloc% | Allocation |
|---|---|---|---|---|---|---|---|
| Blue Dolphin | ES | 0,11 | 13,79% | 2,70 | 0,58% |
3,00% | |
| Blue Dolphin | NQ | 0,13 | 18,84% | 3,04 | 0,84% |
3,00% | |
| Wise Owl | ES | 0,23 | 17,41% | 2,27 | 0,99% |
3,00% | |
| Wise Owl | NQ | 0,17 | 18,99% | 1,72 | 1,04% |
3,00% | |
| Iron Shark | ES | 0,00 | 3,44% | 1,71 | 4,19% |
3,00% | |
| Rainbow Parrot | GC | 0,31 | 3,77% | 3,20 | 1,23% |
3,00% | |
| Lucky Pig | ES | 0,13 | 10,91% | 2,46 | 0,48% |
3,00% | |
| Metal Goose | ES | 0,12 | 14,29% | 1,82 | 1,22% |
3,00% | |
| Metal Goose | NQ | 0,14 | 15,73% | 1,93 | 0,39% |
3,00% | |
| Metal Goose | YM | 0,13 | 10,69% | 1,84 | 1,18% |
3,00% |
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