SubPortafolio Day Trade
Portfolio Template · Created 03/10/2025(Updated 17/10/2025)
Balance: 1,000,000
MaxDD: 10 %
Margin: 1,8x
Annualized Return (CAGR)
131,32 %
Annualized Volatility
25,99 %
Sharpe
3,36
Max Drawdown
-28,85 %
Sortino
4,79
Diversification
89 %
VAMI Equity Curve
Active systems (11) · Total allocation: 32,5%
| Curve | Algo | Symbol | Sharpe | MaxDD% | P.Factor | Min.Alloc% | Allocation |
|---|---|---|---|---|---|---|---|
| Blue Dolphin | QQQ | 0,14 | 10,02% | 4,68 | 0,10% |
5,45% | |
| Blue Dolphin | MNQ | 0,17 | 9,83% | 3,61 | 0,05% |
4,92% | |
| Black Cat | AMLP | 0,15 | 9,82% | 3,08 | 0,13% |
4,38% | |
| Blue Dolphin | MES | 0,14 | 11,66% | 3,26 | 0,07% |
4,14% | |
| Black Cat | JNK | -0,04 | 10,01% | 1,96 | 0,58% |
3,23% | |
| Rainbow Parrot | MGC | 0,20 | 4,75% | 2,20 | 0,23% |
2,38% | |
| Super Rabbit | SPY | -0,02 | 9,99% | 1,71 | 0,34% |
1,97% | |
| Blue Dolphin | SPY | 0,19 | 10,03% | 4,23 | 0,07% |
1,91% | |
| Black Cat | EMLC | 0,27 | 10,00% | 3,33 | 0,13% |
1,70% | |
| Black Cat | HYG | 0,10 | 10,08% | 2,24 | 0,28% |
1,34% | |
| Black Cat | EMB | 0,21 | 10,10% | 3,34 | 0,12% |
1,12% |
View similar portfolio templates
SubPortafolio Mid Term
Similarity: 70 %1.000.000
MaxDD: 10 %
Margin: 1,8x
SubPortafolio Reactive
Similarity: 70 %1.000.000
MaxDD: 7 %
Margin: 1,8x
SubPortafolio Tail Risk
Similarity: 70 %1.000.000
MaxDD: 7 %
Margin: 1,8x
SubPortafolio Bonds
Similarity: 65 %1.000.000
MaxDD: 7 %
Margin: 1,8x
SubPortafolio Equities
Similarity: 65 %1.000.000
MaxDD: 7 %
Margin: 1,8x
SubPortafolio Gold
Similarity: 65 %1.000.000
MaxDD: 7 %
Margin: 1,8x