SubPortafolio Reactive

Portfolio Template · Created 03/10/2025(Updated 03/10/2025)

Balance: 1,000,000

MaxDD: 7 %

Margin: 1,8x

Annualized Return (CAGR)

22,12 %

Annualized Volatility

7,38 %

Sharpe

2,74

Max Drawdown

-6,93 %

Sortino

4,13

Diversification

95 %

TRADING AND INVESTING IN FUTURES, SHARES AND ETFs CARRIES SUBSTANTIAL RISKS. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THIS SERVICE IS CLOUD TRADING SOFTWARE TO COMPLEMENT YOUR OWN TRADING. USE IT AT YOUR OWN RISK.

VAMI Equity Curve

Log scale

Monthly P&L Breakdown

Risk Allocations

Active systems (26) · Total allocation: 48,2%

Algo	Symbol	Sharpe	MaxDD%	P.Factor	Min.Alloc%	Allocation
Green Sheep	CCEP	0,02	33,34%	1,61	0,07%	4,22%
Black Cat	XLB	0,04	11,47%	1,81	0,03%	3,61%
Golden Eagle	TLT	0,16	11,04%	3,19	0,01%	3,43%
Green Sheep	EA	0,07	35,15%	1,87	0,05%	3,23%
Black Cat	AMLP	0,16	8,76%	3,14	0,01%	2,76%
Speedy Cheetah	MNQ	0,16	7,93%	1,61	0,01%	2,63%
Green Sheep	ADP	0,02	26,58%	1,96	0,04%	2,38%
Green Sheep	CSCO	0,12	27,93%	2,40	0,03%	2,09%
Black Cat	JNK	-0,04	6,47%	2,21	0,04%	2,04%
Red Lion	EMB	0,13	10,63%	1,90	0,03%	1,90%
Red Lion	JNK	0,09	8,95%	1,79	0,03%	1,87%
Green Sheep	KDP	0,26	5,81%	15,01	0,00%	1,83%
Red Lion	HYG	0,11	9,20%	1,92	0,03%	1,79%
Green Sheep	CSX	0,14	9,56%	5,10	0,01%	1,79%
Green Sheep	CTAS	-0,07	11,15%	2,65	0,01%	1,54%
Green Sheep	ORCL	0,08	26,49%	2,77	0,02%	1,46%
Rainbow Parrot	MGC	0,18	4,75%	2,13	0,01%	1,39%
Red Lion	PHB	0,05	4,18%	1,98	0,02%	1,19%
Silver Horse	IWM	-0,14	3,51%	2,26	0,02%	1,11%
Black Cat	EMLC	0,08	3,39%	3,49	0,01%	1,07%
Iron Shark	MES	0,07	3,10%	1,55	0,02%	1,05%
Green Sheep	MKC	0,06	12,20%	2,56	0,02%	0,92%
Black Cat	HYG	-0,05	2,68%	2,59	0,02%	0,85%
Silver Horse	TLT	-0,52	2,27%	1,96	0,02%	0,71%
Black Cat	EMB	-0,04	2,23%	3,44	0,01%	0,67%
Iron Shark	SPY	-0,08	2,05%	2,24	0,02%	0,64%