Full Market Meltdown (Short Index+Long Vix+Long GOLD)
Portfolio Template · Created 11/12/2025(Updated 15/01/2026)
Balance: 1,000,000
MaxDD: 10 %
Margin: 1,8x
Annualized Return (CAGR)
42,18 %
Annualized Volatility
16,43 %
Sharpe
2,22
Max Drawdown
-10,35 %
Sortino
3,53
Diversification
95 %
VAMI Equity Curve
Active systems (25) · Total allocation: 70,2%
| Curve | Algo | Symbol | Sharpe | MaxDD% | P.Factor | Min.Alloc% | Allocation |
|---|---|---|---|---|---|---|---|
| Black Cat | XLB | 0,04 | 11,47% | 1,81 | 0,03% |
4,16% | |
| Golden Dog | ES | 0,06 | 17,75% | 3,16 | 0,06% |
4,16% | |
| White Chicken | ES | 0,03 | 16,04% | 1,69 | 0,17% |
4,16% | |
| Cangrejo de Coral | SVXY | 0,19 | 12,43% | 2,74 | 0,01% |
4,16% | |
| Lince de Cuarzo | IWM | 0,11 | 10,04% | 2,08 | 0,02% |
4,08% | |
| Anatasia | ES | -0,02 | 10,00% | 1,47 | 0,26% |
4,06% | |
| Arctic Penguin | ES | -0,06 | 9,48% | 2,01 | 0,13% |
3,86% | |
| Cóndor Solar | QQQ | 0,09 | 8,98% | 1,96 | 0,02% |
3,66% | |
| Black Swan | ES | -0,01 | 8,93% | 2,83 | 0,05% |
3,63% | |
| Black Cat | AMLP | 0,16 | 8,76% | 3,14 | 0,01% |
3,55% | |
| Speedy Cheetah | NQ | 0,10 | 8,44% | 1,72 | 0,12% |
3,43% | |
| Ballena de Obsidiana | SPY | 0,06 | 7,61% | 1,81 | 0,02% |
3,10% | |
| Fire Rooster | ES | -0,03 | 7,33% | 1,61 | 0,15% |
2,97% | |
| Alpha Wolf | SPY | 0,02 | 6,65% | 2,72 | 0,01% |
2,70% | |
| Black Cat | JNK | -0,04 | 6,47% | 2,21 | 0,04% |
2,63% | |
| Smart Fox | ES | -0,17 | 5,76% | 2,40 | 0,07% |
2,34% | |
| Pantera Boreal | DIA | -0,01 | 5,45% | 1,82 | 0,03% |
2,21% | |
| Proud Peacock | GC | 0,14 | 4,48% | 2,06 | 0,08% |
1,82% | |
| Grizzly Bear | ES | -0,23 | 4,03% | 1,43 | 0,32% |
1,64% | |
| Super Rabbit | SPY | -0,22 | 3,95% | 1,77 | 0,03% |
1,61% | |
| Rainbow Parrot | GC | 0,30 | 3,77% | 3,15 | 0,05% |
1,53% | |
| Black Cat | EMLC | 0,08 | 3,39% | 3,49 | 0,01% |
1,39% | |
| Sharp Hawk | SPY | -0,16 | 3,33% | 1,79 | 0,03% |
1,35% | |
| Black Cat | HYG | -0,05 | 2,68% | 2,59 | 0,02% |
1,09% | |
| Black Cat | EMB | -0,04 | 2,23% | 3,44 | 0,01% |
0,90% |
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