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)
117,13 %
Annualized Volatility
34,24 %
Sharpe
2,43
Max Drawdown
-25,75 %
Sortino
3,28
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 | 10,01% | 1,95 | 0,29% |
2,20% | |
| Red Lion | HYG | 0,12 | 10,02% | 1,94 | 0,28% |
2,20% | |
| Red Lion | PHB | 0,15 | 10,00% | 2,04 | 0,22% |
2,20% | |
| Golden Eagle | TLT | 0,15 | 10,01% | 3,08 | 0,11% |
2,20% | |
| Black Cat | EMB | 0,21 | 10,10% | 3,34 | 0,12% |
2,20% | |
| Black Cat | HYG | 0,10 | 10,08% | 2,24 | 0,28% |
2,20% | |
| Black Cat | EMLC | 0,27 | 10,00% | 3,33 | 0,13% |
2,20% | |
| Silver Horse | TLT | -0,01 | 10,00% | 1,95 | 0,19% |
2,20% | |
| Super Rabbit | SPY | -0,02 | 9,99% | 1,71 | 0,34% |
2,20% | |
| Iron Shark | SPY | 0,21 | 10,00% | 2,26 | 0,20% |
2,20% | |
| Alpha Wolf | SPY | -0,09 | 59,00% | -0,38 | 59,00% |
2,20% | |
| Sharp Hawk | SPY | -0,16 | 3,33% | 1,79 | 0,88% |
2,20% | |
| Green Turtle | QQQ | 0,15 | 6,26% | 1,71 | 0,59% |
2,20% | |
| Green Turtle | XLK | 0,27 | 10,29% | 1,95 | 0,27% |
2,20% | |
| Ballena de Obsidiana | SPY | 0,05 | 7,80% | 1,74 | 0,34% |
2,20% | |
| Cóndor Solar | QQQ | 0,08 | 9,31% | 1,86 | 0,27% |
2,20% | |
| Pantera Boreal | DIA | -0,01 | 5,45% | 1,77 | 0,51% |
2,20% | |
| Lince de Cuarzo | IWM | 0,10 | 13,59% | 1,98 | 0,22% |
2,20% | |
| Amesite | QQQ | 0,07 | 10,00% | 3,77 | 0,12% |
2,20% | |
| Red Lion | JNK | 0,10 | 10,09% | 1,81 | 0,29% |
2,00% | |
| Black Cat | JNK | -0,04 | 10,01% | 1,96 | 0,58% |
1,80% | |
| Blue Dolphin | SPY | 0,19 | 10,03% | 4,23 | 0,07% |
1,80% | |
| Wise Owl | QQQ | 0,19 | 10,05% | 1,97 | 0,33% |
1,80% | |
| Serpiente de Hielo | DIA | 0,19 | 11,95% | 1,88 | 0,27% |
1,40% | |
| Black Cat | XLB | 0,00 | 10,02% | 1,66 | 0,36% |
1,30% | |
| Iron Raven | QQQ | 0,11 | 12,69% | 1,77 | 0,22% |
1,20% | |
| Lobo de Fuego | SPY | 0,23 | 11,83% | 1,99 | 0,25% |
1,20% | |
| Tigre de Tormenta | IWM | 0,24 | 13,18% | 1,89 | 0,21% |
1,20% | |
| Silver Horse | IWM | 0,02 | 10,01% | 2,06 | 0,22% |
1,10% | |
| Wise Owl | SPY | 0,21 | 10,02% | 2,26 | 0,25% |
1,10% | |
| Iron Raven | SPY | 0,09 | 8,97% | 1,76 | 0,26% |
1,10% | |
| Águila de Hierro | QQQ | 0,24 | 14,03% | 2,03 | 0,19% |
1,10% | |
| Fortune Falcon | XLV | 0,04 | 12,85% | 1,73 | 0,14% |
1,00% | |
| White Tiger | SPY | 0,12 | 15,28% | 2,53 | 0,12% |
0,90% | |
| Fortune Falcon | VHT | -0,01 | 10,04% | 1,93 | 0,15% |
0,70% | |
| Fortune Falcon | VOX | 0,05 | 10,00% | 2,37 | 0,13% |
0,70% | |
| Amesite | SPY | 0,10 | 7,43% | 2,93 | 0,19% |
0,70% | |
| Black Cat | AMLP | 0,15 | 9,82% | 3,08 | 0,13% |
0,60% | |
| Blue Dolphin | QQQ | 0,14 | 10,02% | 4,68 | 0,10% |
0,50% | |
| Fortune Falcon | SPY | 0,04 | 10,06% | 2,69 | 0,12% |
0,50% | |
| Fortune Falcon | XLK | 0,08 | 10,03% | 3,23 | 0,07% |
0,50% | |
| Cangrejo de Coral | SVXY | 0,18 | 13,63% | 2,55 | 0,10% |
0,50% | |
| Fortune Falcon | DIA | 0,07 | 10,01% | 2,93 | 0,08% |
0,40% | |
| Fortune Falcon | IWM | 0,10 | 10,01% | 2,54 | 0,08% |
0,40% | |
| Fortune Falcon | VGT | 0,10 | 10,02% | 3,48 | 0,06% |
0,40% | |
| Fortune Falcon | VPU | 0,14 | 10,03% | 4,34 | 0,07% |
0,40% |
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