Portafolio - Alpha Diamond - Futures
Portfolio Template · Created 28/09/2025(Updated 24/01/2026)
Balance: 100,000
MaxDD: 20 %
Margin: 1,8x
Annualized Return (CAGR)
64,49 %
Annualized Volatility
16,25 %
Sharpe
3,15
Max Drawdown
-14,60 %
Sortino
5,40
Diversification
89 %
VAMI Equity Curve
Active systems (15) · Total allocation: 71,6%
| Curve | Algo | Symbol | Sharpe | MaxDD% | P.Factor | Min.Alloc% | Allocation |
|---|---|---|---|---|---|---|---|
| Iron Dog | LH | 0,10 | 13,06% | 1,67 | 4,87% |
13,06% | |
| Iron Dog | QN | 0,14 | 12,37% | 1,82 | 1,47% |
12,37% | |
| Iron Dog | LH | 0,19 | 8,01% | 2,44 | 2,16% |
8,01% | |
| Speedy Cheetah | MNQ | 0,17 | 7,93% | 1,67 | 0,12% |
7,93% | |
| Proud Peacock | MGC | 0,05 | 4,77% | 1,55 | 0,19% |
4,77% | |
| Rainbow Parrot | MGC | 0,20 | 4,75% | 2,20 | 0,11% |
4,75% | |
| Iron Dog | MNQ | -0,11 | 3,47% | 2,02 | 0,06% |
3,47% | |
| Iron Shark | MES | 0,04 | 3,45% | 1,49 | 0,23% |
3,10% | |
| Condor Xenotime | MES | 0,28 | 3,10% | 1,71 | 0,15% |
3,10% | |
| Iron Dog | MYM | -0,20 | 2,64% | 2,40 | 0,13% |
2,64% | |
| Iron Dog | MGC | -0,30 | 2,80% | 1,65 | 0,18% |
2,53% | |
| Iron Dog | MNQ | -0,11 | 2,05% | 2,39 | 0,02% |
2,05% | |
| Iron Dog | SIL | -0,56 | 1,87% | 2,30 | 0,28% |
1,87% | |
| Iron Dog | EC | -0,65 | 1,49% | 2,05 | 1,85% |
1,40% | |
| Anhydrite | MGC | 0,15 | 12,89% | 2,89 | 0,05% |
0,55% |
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