SubPortafolio Mean Reversion
Portfolio Template · Created 03/10/2025(Updated 03/10/2025)
Balance: 1,000,000
MaxDD: 7 %
Margin: 1,8x
Annualized Return (CAGR)
35,53 %
Annualized Volatility
12,29 %
Sharpe
2,54
Max Drawdown
-8,88 %
Sortino
2,90
Diversification
97 %
VAMI Equity Curve
Active systems (35) · Total allocation: 50,6%
| Curve | Algo | Symbol | Sharpe | MaxDD% | P.Factor | Min.Alloc% | Allocation |
|---|---|---|---|---|---|---|---|
| Amesite | META | 0,23 | 18,11% | 2,76 | 0,06% |
2,60% | |
| Amesite | UNH | 0,03 | 18,74% | 1,46 | 0,30% |
2,58% | |
| Metal Goose | NQ | 0,14 | 15,73% | 1,93 | 0,39% |
2,52% | |
| Metal Goose | YM | 0,13 | 10,69% | 1,84 | 1,18% |
2,33% | |
| Black Swan | MES | -0,01 | 10,53% | 1,66 | 0,11% |
2,32% | |
| Arctic Penguin | MES | -0,16 | 12,07% | 1,04 | 2,92% |
2,04% | |
| Amesite | MCD | 0,05 | 8,93% | 2,70 | 0,11% |
1,98% | |
| Amesite | MA | 0,14 | 8,50% | 2,89 | 0,12% |
1,88% | |
| Brookitis | MES | -0,01 | 8,32% | 1,43 | 0,37% |
1,86% | |
| Amesite | WMT | 0,06 | 8,30% | 3,98 | 0,11% |
1,82% | |
| Green Turtle | AMAT | 0,22 | 18,33% | 1,73 | 0,21% |
1,77% | |
| Platinum Cow | MES | -0,02 | 8,54% | 1,82 | 0,16% |
1,66% | |
| Silent Owl | ES | 0,17 | 6,87% | 2,09 | 1,17% |
1,52% | |
| Alpha Wolf | SPY | 0,02 | 6,65% | 2,72 | 0,21% |
1,46% | |
| Serpiente de Hielo | DIA | 0,19 | 11,95% | 1,88 | 0,27% |
1,43% | |
| Green Turtle | QQQ | 0,15 | 6,26% | 1,71 | 0,59% |
1,39% | |
| Amesite | CSCO | 0,03 | 17,21% | 2,11 | 0,18% |
1,34% | |
| Smart Fox | MES | 0,04 | 6,05% | 2,67 | 0,11% |
1,33% | |
| Lobo de Fuego | SPY | 0,23 | 11,83% | 1,99 | 0,25% |
1,28% | |
| Iron Raven | QQQ | 0,11 | 12,69% | 1,77 | 0,22% |
1,25% | |
| Amesite | GS | 0,09 | 12,39% | 3,05 | 0,09% |
1,25% | |
| Green Turtle | XLK | 0,27 | 10,29% | 1,95 | 0,27% |
1,24% | |
| Tigre de Tormenta | IWM | 0,24 | 13,18% | 1,89 | 0,21% |
1,19% | |
| Águila de Hierro | QQQ | 0,24 | 14,03% | 2,03 | 0,19% |
1,16% | |
| Amesite | NVDA | 0,03 | 14,72% | 1,90 | 0,17% |
1,14% | |
| Iron Raven | SPY | 0,09 | 8,97% | 1,76 | 0,26% |
1,08% | |
| Amesite | KO | 0,01 | 13,35% | 2,09 | 0,17% |
1,06% | |
| Amesite | MSFT | 0,11 | 12,23% | 2,23 | 0,20% |
1,05% | |
| Amesite | AAPL | 0,06 | 10,38% | 1,81 | 0,20% |
0,93% | |
| White Tiger | SPY | 0,12 | 15,28% | 2,53 | 0,12% |
0,86% | |
| Grizzly Bear | MES | -0,16 | 5,17% | 1,28 | 1,12% |
0,82% | |
| Sharp Hawk | SPY | -0,16 | 3,33% | 1,79 | 0,88% |
0,74% | |
| Amesite | V | 0,14 | 8,24% | 2,29 | 0,19% |
0,65% | |
| Amesite | SPY | 0,10 | 7,43% | 2,93 | 0,19% |
0,61% | |
| Amesite | QQQ | 0,07 | 8,89% | 3,79 | 0,13% |
0,49% |
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