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)
21,30 %
Annualized Volatility
11,07 %
Sharpe
1,80
Max Drawdown
-16,73 %
Sortino
2,59
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 | -0,15 | 11,27% | 1,06 | 0,21% |
3,00% | |
| Arctic Penguin | ES | -0,06 | 9,48% | 2,01 | 0,13% |
3,00% | |
| Arctic Penguin | MES | 0,00 | 7,55% | 1,90 | 0,01% |
3,00% | |
| Alpha Wolf | SPY | 0,02 | 6,65% | 2,72 | 0,01% |
3,00% | |
| Smart Fox | ES | -0,17 | 5,76% | 2,40 | 0,07% |
3,00% | |
| Smart Fox | MES | 0,04 | 6,05% | 2,67 | 0,01% |
3,00% | |
| Grizzly Bear | ES | -0,23 | 4,03% | 1,43 | 0,32% |
3,00% | |
| Grizzly Bear | MES | -0,16 | 5,16% | 1,26 | 0,06% |
3,00% | |
| Black Swan | ES | -0,01 | 8,93% | 2,83 | 0,05% |
3,00% | |
| Black Swan | MES | -0,01 | 10,53% | 1,66 | 0,01% |
3,00% | |
| Golden Dog | ES | 0,06 | 17,75% | 3,16 | 0,06% |
3,00% | |
| Golden Dog | MES | -0,16 | 11,60% | -0,67 | 0,00% |
3,00% | |
| White Chicken | ES | 0,03 | 16,04% | 1,69 | 0,17% |
3,00% | |
| Fire Rooster | ES | -0,03 | 7,33% | 1,61 | 0,15% |
3,00% | |
| Sharp Hawk | SPY | -0,16 | 3,33% | 1,79 | 0,03% |
3,00% | |
| Anatasia | ES | -0,02 | 10,00% | 1,47 | 0,26% |
3,00% | |
| Brookitis | MES | -0,02 | 8,44% | 1,42 | 0,03% |
3,00% | |
| Zircon | MES | 0,04 | 10,30% | 1,47 | 0,02% |
3,00% |
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