SubPortafolio Momentum

Portfolio Template · Created 03/10/2025(Updated 03/10/2025)

Balance: 1,000,000

MaxDD: 7 %

Margin: 1,8x

Annualized Return (CAGR)

16,47 %

Annualized Volatility

6,43 %

Sharpe

2,40

Max Drawdown

-6,84 %

Sortino

2,91

Diversification

96 %

TRADING AND INVESTING IN FUTURES, SHARES AND ETFs CARRIES SUBSTANTIAL RISKS. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THIS SERVICE IS CLOUD TRADING SOFTWARE TO COMPLEMENT YOUR OWN TRADING. USE IT AT YOUR OWN RISK.

VAMI Equity Curve

Log scale

Monthly P&L Breakdown

Risk Allocations

Active systems (27) · Total allocation: 43,7%

Algo	Symbol	Sharpe	MaxDD%	P.Factor	Min.Alloc%	Allocation
Wise Owl	META	0,25	35,80%	1,93	0,05%	1,62%
Wise Owl	MSFT	0,28	17,78%	2,56	0,02%	1,62%
Titanium Elephant	AMZN	0,14	26,15%	1,48	0,10%	1,62%
Titanium Elephant	INTC	0,18	56,62%	1,56	0,13%	1,62%
Green Sheep	ADP	0,02	26,58%	1,96	0,04%	1,62%
Green Sheep	CCEP	0,02	33,34%	1,61	0,07%	1,62%
Green Sheep	CSCO	0,12	27,93%	2,40	0,03%	1,62%
Green Sheep	CSX	0,14	9,56%	5,10	0,01%	1,62%
Green Sheep	CTAS	-0,07	11,15%	2,65	0,01%	1,62%
Green Sheep	EA	0,07	35,15%	1,87	0,05%	1,62%
Green Sheep	MKC	0,06	12,20%	2,56	0,02%	1,62%
Green Sheep	ORCL	0,08	26,49%	2,77	0,02%	1,62%
Amesite	SPY	0,10	7,43%	3,03	0,01%	1,62%
Amesite	V	0,15	8,24%	2,40	0,01%	1,62%
Amesite	MSFT	0,11	12,23%	2,20	0,02%	1,62%
Amesite	AAPL	0,06	10,38%	1,83	0,02%	1,62%
Amesite	WMT	0,06	8,30%	3,98	0,01%	1,62%
Amesite	NVDA	0,03	14,72%	1,89	0,03%	1,62%
Amesite	CSCO	0,03	17,21%	2,11	0,03%	1,62%
Amesite	MCD	0,05	8,93%	2,70	0,01%	1,62%
Amesite	UNH	0,03	18,74%	1,46	0,06%	1,62%
Amesite	KO	0,01	13,35%	2,04	0,02%	1,62%
Amesite	GS	0,09	12,39%	3,05	0,01%	1,62%
Amesite	QQQ	0,07	8,89%	3,79	0,01%	1,62%
Amesite	META	0,23	18,11%	2,88	0,01%	1,62%
Amesite	MA	0,14	8,50%	2,95	0,01%	1,62%
Green Sheep	KDP	0,26	5,81%	15,01	0,00%	1,57%