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Want to know what my systems do month by month? I will show you the profits and losses that my systems generated in the month just ended
Want to know what my systems do month by month? I will show you the profits and losses that my systems generated in the month just ended!
If you don’t want to miss the whole series of articles click here
Before analyzing what happened this month, I’ll explain how this format is structured:
- My Portfolio — How I build my portfolio and how I select systems;
- Portfolio Specification — The specifics of each system and some metrics;
- Portfolio Past Performance — Past performance of the portfolio;
- Systems Monthly Performance — Performance of individual systems;
- Portfolio Monthly Performance — The overall performance of the portfolio;
- Complications during the month — Complications and problems;
- Conclusions…
My portfolio consists of different trading systems that I choose every month based on their past performance.
In this article you will find which systems I have used in the last month and how I have selected them.
How do I compose the portfolio?
My portfolio differs in types of strategies, timing, markets and correlations between strategies.
To select which systems to use for the next month, I use tools of my own writing (available free online) to analyze the past performance of all the trading algorithms I own.
To select the best systems I use these filters:
- Net Profit
- Average trades
- Percent Win Trade
- Profit Factor
- Last two months must be positive
- Low Drawdown
- Return on Account
If you are interested in my tools or in buying my strategies you can visit the following links:
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