SubPortafolio Day Trade
Portfolio Template · Created 03/10/2025(Updated 17/10/2025)
Balance: 1,000,000
MaxDD: 10 %
Margin: 1,8x
Annualized Return (CAGR)
49,12 %
Annualized Volatility
13,22 %
Sharpe
3,09
Max Drawdown
-3,47 %
Sortino
5,39
Diversification
89 %
VAMI Equity Curve
Active systems (11) · Total allocation: 32,5%
| Curve | Algo | Symbol | Sharpe | MaxDD% | P.Factor | Min.Alloc% | Allocation |
|---|---|---|---|---|---|---|---|
| Blue Dolphin | QQQ | 0,15 | 10,91% | 4,66 | 0,01% |
5,45% | |
| Blue Dolphin | MNQ | 0,19 | 9,83% | 3,53 | 0,00% |
4,92% | |
| Black Cat | AMLP | 0,16 | 8,76% | 3,14 | 0,01% |
4,38% | |
| Blue Dolphin | MES | 0,14 | 11,66% | 3,26 | 0,01% |
4,14% | |
| Black Cat | JNK | -0,04 | 6,47% | 2,21 | 0,04% |
3,23% | |
| Rainbow Parrot | MGC | 0,18 | 4,75% | 2,13 | 0,01% |
2,38% | |
| Super Rabbit | SPY | -0,22 | 3,95% | 1,77 | 0,03% |
1,97% | |
| Blue Dolphin | SPY | 0,11 | 3,83% | 4,03 | 0,01% |
1,91% | |
| Black Cat | EMLC | 0,08 | 3,39% | 3,49 | 0,01% |
1,70% | |
| Black Cat | HYG | -0,05 | 2,68% | 2,59 | 0,02% |
1,34% | |
| Black Cat | EMB | -0,04 | 2,23% | 3,44 | 0,01% |
1,12% |
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