SubPortafolio Equities
Portfolio Template · Created 29/09/2025(Updated 03/10/2025)
Balance: 1,000,000
MaxDD: 7 %
Margin: 1,8x
Annualized Return (CAGR)
28,05 %
Annualized Volatility
8,59 %
Sharpe
2,92
Max Drawdown
-7,42 %
Sortino
4,18
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 | -0,23 | 4,03% | 1,43 | 0,32% |
3,87% | |
| Fire Rooster | ES | -0,03 | 7,33% | 1,61 | 0,15% |
3,87% | |
| Anatasia | ES | -0,02 | 10,00% | 1,47 | 0,26% |
3,87% | |
| Crystal Panda | GC | 0,01 | 4,09% | 1,68 | 0,19% |
3,40% | |
| Speedy Cheetah | NQ | 0,10 | 8,44% | 1,72 | 0,12% |
3,37% | |
| Metal Goose | ES | 0,12 | 14,24% | 1,81 | 0,17% |
3,20% | |
| White Chicken | ES | 0,03 | 16,04% | 1,69 | 0,17% |
3,16% | |
| Lucky Pig | ES | 0,13 | 10,82% | 2,46 | 0,05% |
3,13% | |
| Arctic Penguin | ES | -0,06 | 9,48% | 2,01 | 0,13% |
2,99% | |
| Speedy Cheetah | MNQ | 0,16 | 7,93% | 1,61 | 0,01% |
2,93% | |
| Iron Shark | ES | 0,01 | 3,44% | 1,73 | 0,14% |
2,65% | |
| Metal Goose | YM | 0,13 | 10,59% | 1,82 | 0,13% |
2,32% | |
| Wise Owl | ES | 0,23 | 17,41% | 2,25 | 0,12% |
2,29% | |
| Roasted Duck | ES | 0,04 | 5,56% | 1,62 | 0,11% |
2,00% | |
| Smart Fox | MES | 0,04 | 6,05% | 2,67 | 0,01% |
1,84% | |
| Blue Dolphin | ES | 0,11 | 13,79% | 2,69 | 0,08% |
1,47% | |
| Silent Owl | ES | 0,17 | 6,87% | 2,09 | 0,08% |
1,47% | |
| Wise Owl | NQ | 0,17 | 18,99% | 1,72 | 0,07% |
1,40% | |
| Metal Goose | NQ | 0,15 | 15,53% | 1,92 | 0,06% |
1,39% | |
| Crystal Panda | MGC | -0,09 | 6,63% | 1,25 | 0,09% |
1,37% | |
| Blue Turkey | GC | 0,09 | 19,77% | 2,30 | 0,07% |
1,32% | |
| Rainbow Parrot | GC | 0,30 | 3,77% | 3,15 | 0,05% |
1,26% | |
| Arctic Penguin | MES | 0,00 | 7,55% | 1,90 | 0,01% |
1,26% | |
| Smart Fox | ES | -0,17 | 5,76% | 2,40 | 0,07% |
1,19% | |
| Golden Dog | ES | 0,06 | 17,75% | 3,16 | 0,06% |
1,17% | |
| Black Swan | ES | -0,01 | 8,93% | 2,83 | 0,05% |
1,02% | |
| Fire Rooster | ES | 0,14 | 5,86% | 2,87 | 0,04% |
0,85% | |
| Blue Dolphin | NQ | 0,13 | 18,84% | 3,03 | 0,03% |
0,59% | |
| Brookitis | MES | -0,02 | 8,44% | 1,42 | 0,03% |
0,58% | |
| Grizzly Bear | MES | -0,16 | 5,16% | 1,26 | 0,06% |
0,56% | |
| Platinum Cow | MES | -0,15 | 11,27% | 1,06 | 0,21% |
0,47% | |
| Iron Shark | MES | 0,07 | 3,10% | 1,55 | 0,02% |
0,44% | |
| Rainbow Parrot | MGC | 0,18 | 4,75% | 2,13 | 0,01% |
0,44% | |
| Wise Owl | MES | 0,27 | 19,98% | 2,73 | 0,01% |
0,26% | |
| Black Swan | MES | -0,01 | 10,53% | 1,66 | 0,01% |
0,23% | |
| Blue Dolphin | MES | 0,14 | 11,66% | 3,26 | 0,01% |
0,16% | |
| Blue Dolphin | MNQ | 0,19 | 9,83% | 3,53 | 0,00% |
0,11% | |
| Wise Owl | MNQ | 0,29 | 14,86% | 2,05 | 0,01% |
0,11% |
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