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)
58,48 %
Annualized Volatility
22,03 %
Sharpe
2,20
Max Drawdown
-13,55 %
Sortino
3,52
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 | 0,05 | 11,47% | 1,89 | 0,26% |
4,16% | |
| Golden Dog | ES | 0,06 | 17,90% | 3,16 | 0,35% |
4,16% | |
| White Chicken | ES | 0,03 | 16,04% | 1,69 | 1,07% |
4,16% | |
| Cangrejo de Coral | SVXY | 0,18 | 13,63% | 2,55 | 0,10% |
4,16% | |
| Lince de Cuarzo | IWM | 0,10 | 13,59% | 1,98 | 0,22% |
4,08% | |
| Anatasia | ES | -0,02 | 10,25% | 1,46 | 2,68% |
4,06% | |
| Arctic Penguin | ES | -0,10 | 8,34% | 1,59 | 2,22% |
3,86% | |
| Cóndor Solar | QQQ | 0,08 | 9,31% | 1,86 | 0,27% |
3,66% | |
| Black Swan | ES | -0,01 | 8,93% | 2,85 | 0,56% |
3,63% | |
| Black Cat | AMLP | 0,16 | 8,76% | 3,14 | 0,13% |
3,55% | |
| Speedy Cheetah | NQ | 0,09 | 8,44% | 1,72 | 1,42% |
3,43% | |
| Ballena de Obsidiana | SPY | 0,05 | 7,80% | 1,74 | 0,34% |
3,10% | |
| Fire Rooster | ES | -0,03 | 7,40% | 1,61 | 2,00% |
2,97% | |
| Alpha Wolf | SPY | 0,02 | 6,65% | 2,72 | 0,21% |
2,70% | |
| Black Cat | JNK | -0,04 | 6,47% | 2,20 | 0,55% |
2,63% | |
| Smart Fox | ES | -0,21 | 5,34% | 2,28 | 1,26% |
2,34% | |
| Pantera Boreal | DIA | -0,01 | 5,45% | 1,77 | 0,51% |
2,21% | |
| Proud Peacock | GC | 0,14 | 4,48% | 2,06 | 1,88% |
1,82% | |
| Grizzly Bear | ES | -0,24 | 3,93% | 1,43 | 8,12% |
1,64% | |
| Super Rabbit | SPY | -0,22 | 3,95% | 1,77 | 0,81% |
1,61% | |
| Rainbow Parrot | GC | 0,31 | 3,77% | 3,20 | 1,23% |
1,53% | |
| Black Cat | EMLC | 0,08 | 3,39% | 3,46 | 0,38% |
1,39% | |
| Sharp Hawk | SPY | -0,16 | 3,33% | 1,79 | 0,88% |
1,35% | |
| Black Cat | HYG | -0,04 | 2,68% | 2,62 | 0,56% |
1,09% | |
| Black Cat | EMB | -0,04 | 2,23% | 3,42 | 0,49% |
0,90% |
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