SubPortafolio Short Squeeze
Portfolio Template · Created 29/09/2025(Updated 03/10/2025)
Balance: 1,000,000
MaxDD: 7 %
Margin: 1,8x
Annualized Return (CAGR)
22,78 %
Annualized Volatility
12,29 %
Sharpe
1,73
Max Drawdown
-17,55 %
Sortino
2,46
Diversification
94 %
VAMI Equity Curve
Active systems (18) · Total allocation: 54,0%
| Curve | Algo | Symbol | Sharpe | MaxDD% | P.Factor | Min.Alloc% | Allocation |
|---|---|---|---|---|---|---|---|
| Platinum Cow | MES | -0,02 | 8,54% | 1,82 | 0,16% |
3,00% | |
| Arctic Penguin | ES | -0,10 | 8,34% | 1,59 | 2,22% |
3,00% | |
| Arctic Penguin | MES | -0,16 | 12,07% | 1,04 | 2,92% |
3,00% | |
| Alpha Wolf | SPY | 0,02 | 6,65% | 2,72 | 0,21% |
3,00% | |
| Smart Fox | ES | -0,21 | 5,34% | 2,28 | 1,26% |
3,00% | |
| Smart Fox | MES | 0,04 | 6,05% | 2,67 | 0,11% |
3,00% | |
| Grizzly Bear | ES | -0,24 | 3,93% | 1,43 | 8,12% |
3,00% | |
| Grizzly Bear | MES | -0,16 | 5,17% | 1,28 | 1,12% |
3,00% | |
| Black Swan | ES | -0,01 | 8,93% | 2,85 | 0,56% |
3,00% | |
| Black Swan | MES | -0,01 | 10,53% | 1,66 | 0,11% |
3,00% | |
| Golden Dog | ES | 0,06 | 17,90% | 3,16 | 0,35% |
3,00% | |
| Golden Dog | MES | -0,16 | 11,44% | -0,67 | 0,02% |
3,00% | |
| White Chicken | ES | 0,03 | 16,04% | 1,69 | 1,07% |
3,00% | |
| Fire Rooster | ES | -0,03 | 7,40% | 1,61 | 2,00% |
3,00% | |
| Sharp Hawk | SPY | -0,16 | 3,33% | 1,79 | 0,88% |
3,00% | |
| Anatasia | ES | -0,02 | 10,25% | 1,46 | 2,68% |
3,00% | |
| Brookitis | MES | -0,01 | 8,32% | 1,43 | 0,37% |
3,00% | |
| Zircon | MES | 0,04 | 10,29% | 1,46 | 0,18% |
3,00% |
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