SubPortafolio Tail Risk

Portfolio Template · Created 29/09/2025(Updated 03/10/2025)

Balance: 1,000,000

MaxDD: 7 %

Margin: 1,8x

Annualized Return (CAGR)

72,07 %

Annualized Volatility

21,24 %

Sharpe

2,66

Max Drawdown

-9,23 %

Sortino

4,15

Diversification

82 %

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 (7) · Total allocation: 28,3%

Algo	Symbol	Sharpe	MaxDD%	P.Factor	Min.Alloc%	Allocation
Speedy Cheetah	NQ	0,10	8,44%	1,72	0,12%	7,00%
Speedy Cheetah	MNQ	0,16	7,93%	1,61	0,01%	7,00%
Cangrejo de Coral	SVXY	0,19	12,43%	2,74	0,01%	3,73%
Lince de Cuarzo	IWM	0,11	10,04%	2,08	0,02%	3,61%
Pantera Boreal	DIA	-0,01	5,45%	1,82	0,03%	2,50%
Ballena de Obsidiana	SPY	0,06	7,61%	1,81	0,02%	2,32%
Cóndor Solar	QQQ	0,09	8,98%	1,96	0,02%	2,13%

Daily Correlations

Diversification by Alphas

P&L Attributions

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