Portafolio - Absolute Sigma - ETFs
Portfolio Template · Created 23/09/2025(Updated 28/09/2025)
Balance: 1,000,000
MaxDD: 7 %
Margin: 1,8x
Annualized Return (CAGR)
41,42 %
Annualized Volatility
10,20 %
Sharpe
3,45
Max Drawdown
-6,88 %
Sortino
4,36
Diversification
97 %
VAMI Equity Curve
Active systems (46) · Total allocation: 68,1%
| Curve | Algo | Symbol | Sharpe | MaxDD% | P.Factor | Min.Alloc% | Allocation |
|---|---|---|---|---|---|---|---|
| Red Lion | EMB | 0,13 | 10,63% | 1,90 | 0,03% |
2,20% | |
| Red Lion | HYG | 0,11 | 9,20% | 1,92 | 0,03% |
2,20% | |
| Red Lion | PHB | 0,05 | 4,18% | 1,98 | 0,02% |
2,20% | |
| Golden Eagle | TLT | 0,16 | 11,04% | 3,19 | 0,01% |
2,20% | |
| Black Cat | EMB | -0,04 | 2,23% | 3,44 | 0,01% |
2,20% | |
| Black Cat | HYG | -0,05 | 2,68% | 2,59 | 0,02% |
2,20% | |
| Black Cat | EMLC | 0,08 | 3,39% | 3,49 | 0,01% |
2,20% | |
| Silver Horse | TLT | -0,52 | 2,27% | 1,96 | 0,02% |
2,20% | |
| Super Rabbit | SPY | -0,22 | 3,95% | 1,77 | 0,03% |
2,20% | |
| Iron Shark | SPY | -0,08 | 2,05% | 2,24 | 0,02% |
2,20% | |
| Alpha Wolf | SPY | 0,02 | 6,65% | 2,72 | 0,01% |
2,20% | |
| Sharp Hawk | SPY | -0,16 | 3,33% | 1,79 | 0,03% |
2,20% | |
| Green Turtle | QQQ | 0,15 | 6,26% | 1,70 | 0,04% |
2,20% | |
| Green Turtle | XLK | 0,28 | 10,29% | 1,96 | 0,03% |
2,20% | |
| Ballena de Obsidiana | SPY | 0,06 | 7,61% | 1,81 | 0,02% |
2,20% | |
| Cóndor Solar | QQQ | 0,09 | 8,98% | 1,96 | 0,02% |
2,20% | |
| Pantera Boreal | DIA | -0,01 | 5,45% | 1,82 | 0,03% |
2,20% | |
| Lince de Cuarzo | IWM | 0,11 | 10,04% | 2,08 | 0,02% |
2,20% | |
| Amesite | QQQ | 0,07 | 8,89% | 3,79 | 0,01% |
2,20% | |
| Red Lion | JNK | 0,09 | 8,95% | 1,79 | 0,03% |
2,00% | |
| Black Cat | JNK | -0,04 | 6,47% | 2,21 | 0,04% |
1,80% | |
| Blue Dolphin | SPY | 0,11 | 3,83% | 4,03 | 0,01% |
1,80% | |
| Wise Owl | QQQ | 0,24 | 19,31% | 2,01 | 0,04% |
1,80% | |
| Serpiente de Hielo | DIA | 0,18 | 11,95% | 1,86 | 0,03% |
1,40% | |
| Black Cat | XLB | 0,04 | 11,47% | 1,81 | 0,03% |
1,30% | |
| Iron Raven | QQQ | 0,11 | 12,69% | 1,76 | 0,03% |
1,20% | |
| Lobo de Fuego | SPY | 0,24 | 11,83% | 2,01 | 0,03% |
1,20% | |
| Tigre de Tormenta | IWM | 0,24 | 13,18% | 1,91 | 0,03% |
1,20% | |
| Silver Horse | IWM | -0,14 | 3,51% | 2,26 | 0,02% |
1,10% | |
| Wise Owl | SPY | 0,22 | 11,66% | 2,22 | 0,03% |
1,10% | |
| Iron Raven | SPY | 0,09 | 8,97% | 1,75 | 0,02% |
1,10% | |
| Águila de Hierro | QQQ | 0,25 | 14,03% | 2,05 | 0,03% |
1,10% | |
| Fortune Falcon | XLV | 0,04 | 12,85% | 1,73 | 0,02% |
1,00% | |
| White Tiger | SPY | 0,11 | 15,28% | 2,50 | 0,02% |
0,90% | |
| Fortune Falcon | VHT | 0,07 | 17,20% | 2,09 | 0,01% |
0,70% | |
| Fortune Falcon | VOX | 0,12 | 19,16% | 2,48 | 0,01% |
0,70% | |
| Amesite | SPY | 0,10 | 7,43% | 3,03 | 0,01% |
0,70% | |
| Black Cat | AMLP | 0,16 | 8,76% | 3,14 | 0,01% |
0,60% | |
| Blue Dolphin | QQQ | 0,15 | 10,91% | 4,66 | 0,01% |
0,50% | |
| Fortune Falcon | SPY | 0,14 | 28,03% | 2,71 | 0,01% |
0,50% | |
| Fortune Falcon | XLK | 0,13 | 31,16% | 2,88 | 0,01% |
0,50% | |
| Cangrejo de Coral | SVXY | 0,19 | 12,43% | 2,74 | 0,01% |
0,50% | |
| Fortune Falcon | DIA | 0,13 | 17,33% | 3,04 | 0,01% |
0,40% | |
| Fortune Falcon | IWM | 0,15 | 16,07% | 2,60 | 0,01% |
0,40% | |
| Fortune Falcon | VGT | 0,17 | 20,90% | 3,75 | 0,01% |
0,40% | |
| Fortune Falcon | VPU | 0,16 | 14,82% | 3,92 | 0,01% |
0,40% |
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