SubPortafolio Equities
Portfolio Template · Created 29/09/2025(Updated 03/10/2025)
Balance: 1,000,000
MaxDD: 7 %
Margin: 1,8x
Annualized Return (CAGR)
40,93 %
Annualized Volatility
11,91 %
Sharpe
2,94
Max Drawdown
-10,28 %
Sortino
4,09
Diversification
96 %
VAMI Equity Curve
Active systems (38) · Total allocation: 64,0%
| Curve | Algo | Symbol | Sharpe | MaxDD% | P.Factor | Min.Alloc% | Allocation |
|---|---|---|---|---|---|---|---|
| Grizzly Bear | ES | -0,24 | 3,93% | 1,43 | 8,12% |
3,87% | |
| Fire Rooster | ES | -0,03 | 7,40% | 1,61 | 2,00% |
3,87% | |
| Anatasia | ES | -0,02 | 10,25% | 1,46 | 2,68% |
3,87% | |
| Crystal Panda | GC | 0,02 | 4,09% | 1,72 | 4,44% |
3,40% | |
| Speedy Cheetah | NQ | 0,09 | 8,44% | 1,72 | 1,42% |
3,37% | |
| Metal Goose | ES | 0,12 | 14,29% | 1,82 | 1,22% |
3,20% | |
| White Chicken | ES | 0,03 | 16,04% | 1,69 | 1,07% |
3,16% | |
| Lucky Pig | ES | 0,13 | 10,91% | 2,46 | 0,48% |
3,13% | |
| Arctic Penguin | ES | -0,10 | 8,34% | 1,59 | 2,22% |
2,99% | |
| Speedy Cheetah | MNQ | 0,17 | 7,93% | 1,67 | 0,15% |
2,93% | |
| Iron Shark | ES | 0,00 | 3,44% | 1,71 | 4,19% |
2,65% | |
| Metal Goose | YM | 0,13 | 10,69% | 1,84 | 1,18% |
2,32% | |
| Wise Owl | ES | 0,23 | 17,41% | 2,27 | 0,99% |
2,29% | |
| Roasted Duck | ES | 0,04 | 5,62% | 1,64 | 1,90% |
2,00% | |
| Smart Fox | MES | 0,04 | 6,05% | 2,67 | 0,11% |
1,84% | |
| Blue Dolphin | ES | 0,11 | 13,79% | 2,70 | 0,58% |
1,47% | |
| Silent Owl | ES | 0,17 | 6,87% | 2,09 | 1,17% |
1,47% | |
| Wise Owl | NQ | 0,17 | 18,99% | 1,72 | 1,04% |
1,40% | |
| Metal Goose | NQ | 0,14 | 15,73% | 1,93 | 0,39% |
1,39% | |
| Crystal Panda | MGC | -0,07 | 6,63% | 1,29 | 1,15% |
1,37% | |
| Blue Turkey | GC | 0,09 | 18,71% | 2,24 | 1,50% |
1,32% | |
| Rainbow Parrot | GC | 0,31 | 3,77% | 3,20 | 1,23% |
1,26% | |
| Arctic Penguin | MES | -0,16 | 12,07% | 1,04 | 2,92% |
1,26% | |
| Smart Fox | ES | -0,21 | 5,34% | 2,28 | 1,26% |
1,19% | |
| Golden Dog | ES | 0,06 | 17,90% | 3,16 | 0,35% |
1,17% | |
| Black Swan | ES | -0,01 | 8,93% | 2,85 | 0,56% |
1,02% | |
| Fire Rooster | ES | 0,13 | 5,91% | 2,81 | 0,78% |
0,85% | |
| Blue Dolphin | NQ | 0,13 | 18,84% | 3,04 | 0,84% |
0,59% | |
| Brookitis | MES | -0,01 | 8,32% | 1,43 | 0,37% |
0,58% | |
| Grizzly Bear | MES | -0,16 | 5,17% | 1,28 | 1,12% |
0,56% | |
| Platinum Cow | MES | -0,02 | 8,54% | 1,82 | 0,16% |
0,47% | |
| Iron Shark | MES | 0,04 | 3,45% | 1,49 | 0,67% |
0,44% | |
| Rainbow Parrot | MGC | 0,20 | 4,75% | 2,20 | 0,23% |
0,44% | |
| Wise Owl | MES | 0,27 | 19,98% | 2,75 | 0,13% |
0,26% | |
| Black Swan | MES | -0,01 | 10,53% | 1,66 | 0,11% |
0,23% | |
| Blue Dolphin | MES | 0,14 | 11,66% | 3,26 | 0,07% |
0,16% | |
| Blue Dolphin | MNQ | 0,17 | 9,83% | 3,61 | 0,05% |
0,11% | |
| Wise Owl | MNQ | 0,29 | 14,86% | 2,04 | 0,09% |
0,11% |
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