SubPortafolio Trend Follower
Portfolio Template · Created 03/10/2025(Updated 03/10/2025)
Balance: 1,000,000
MaxDD: 7 %
Margin: 1,8x
Annualized Return (CAGR)
37,38 %
Annualized Volatility
14,34 %
Sharpe
2,29
Max Drawdown
-11,48 %
Sortino
3,38
Diversification
96 %
VAMI Equity Curve
Active systems (30) · Total allocation: 55,4%
| Curve | Algo | Symbol | Sharpe | MaxDD% | P.Factor | Min.Alloc% | Allocation |
|---|---|---|---|---|---|---|---|
| Green Sheep | CCEP | 0,02 | 33,34% | 1,61 | 0,20% |
4,67% | |
| Black Cat | XLB | 0,05 | 11,47% | 1,89 | 0,26% |
4,00% | |
| Green Sheep | EA | 0,07 | 35,15% | 1,87 | 0,15% |
3,58% | |
| Lince de Cuarzo | IWM | 0,10 | 13,59% | 1,98 | 0,22% |
3,52% | |
| Cangrejo de Coral | SVXY | 0,18 | 13,63% | 2,55 | 0,10% |
3,52% | |
| Green Sheep | ADP | 0,03 | 26,58% | 2,01 | 0,16% |
2,64% | |
| Black Cat | JNK | -0,04 | 6,47% | 2,20 | 0,55% |
2,38% | |
| Green Sheep | CSCO | 0,12 | 27,93% | 2,40 | 0,12% |
2,32% | |
| Red Lion | EMB | 0,13 | 10,63% | 1,90 | 0,28% |
2,10% | |
| Red Lion | JNK | 0,09 | 8,95% | 1,79 | 0,33% |
2,07% | |
| Green Sheep | KDP | 0,29 | 5,81% | 17,12 | 0,07% |
2,03% | |
| Red Lion | HYG | 0,11 | 9,20% | 1,92 | 0,31% |
1,98% | |
| Ballena de Obsidiana | SPY | 0,05 | 7,80% | 1,74 | 0,34% |
1,83% | |
| Speedy Cheetah | MNQ | 0,17 | 7,93% | 1,67 | 0,15% |
1,81% | |
| Pantera Boreal | DIA | -0,01 | 5,45% | 1,77 | 0,51% |
1,75% | |
| Green Sheep | ORCL | 0,08 | 26,49% | 2,90 | 0,08% |
1,62% | |
| Cóndor Solar | QQQ | 0,08 | 9,31% | 1,86 | 0,27% |
1,58% | |
| Red Lion | PHB | 0,05 | 4,18% | 1,98 | 0,45% |
1,32% | |
| Silver Horse | IWM | -0,15 | 3,51% | 2,24 | 0,44% |
1,23% | |
| Iron Shark | MES | 0,04 | 3,45% | 1,49 | 0,67% |
1,23% | |
| Green Sheep | MKC | 0,06 | 12,20% | 2,38 | 0,16% |
1,02% | |
| Black Cat | HYG | -0,04 | 2,68% | 2,62 | 0,56% |
0,99% | |
| Black Cat | EMLC | 0,08 | 3,39% | 3,46 | 0,38% |
0,86% | |
| Rainbow Parrot | MGC | 0,20 | 4,75% | 2,20 | 0,23% |
0,84% | |
| Silver Horse | TLT | -0,52 | 2,27% | 1,92 | 0,88% |
0,83% | |
| Green Sheep | CTAS | -0,06 | 11,15% | 2,41 | 0,15% |
0,82% | |
| Black Cat | AMLP | 0,16 | 8,76% | 3,14 | 0,13% |
0,78% | |
| Iron Shark | SPY | -0,08 | 2,05% | 2,26 | 0,98% |
0,75% | |
| Black Cat | EMB | -0,04 | 2,23% | 3,42 | 0,49% |
0,72% | |
| Green Sheep | CSX | 0,14 | 9,56% | 5,10 | 0,09% |
0,60% |
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