[PORTFOLIO] Darwinia Investment by LongVision

[LongVision]

DarwinIA Investment Portfolio

DARWIN	01 year allocation	Total Allocation	Cp
BAX	5​	12​	5.7​
BFS	7​	11​	1.9​
BMC	5​	17​	5.1​
BOT	5​	12​	1.9​
DKM	5​	11​	3​
ERQ	9​	23​	1.3​
FVG	7​	11​	6.9​
KGL	6​	19​	1.4​
MUF	9​	12​	1.4​
NSC	5​	15​	5.8​
NVL	5​	13​	2.1​
PUL	10​	15​	2.6​
RAT	6​	11​	7.3​
SKN	7​	11​	2.2​
SUG	6​	13​	3.7​
SYO	5​	17​	9​
THA	5​	15​	1.4​
UYZ	8​	23​	2.1​
VRT	6​	18​	4.9​
ZVQ	6​	11​	6.7​

 

[LongVision]

DarwinIA Investment Portfolio rule

1.01 year DarwinIA allocation >=5.
2.Overall DarwinIA allocation>=11
3.Equal weighage
4. Rebalancing every 06month( first week of july & jan)
5.Cp>1.0

 

[LongVision]

 

[CavaliereVerde]

If you started investing i can move these comments into a new "darwin portfolio" topic.

 

[LongVision]

If you started investing i can move these comments into a new "darwin portfolio" topic.

Fine.

 

[LongVision]

@CavaliereVerde What do you think about this portfolio?
As It is just based on simple DarwinIA rules without any brainstorming.

 

[CavaliereVerde]

Spectacular idea!
Many of these darwins are in my main filter.

 

[LongVision]

View attachment 302773

Darwin TVS miss the criteria on overall DarwinIA allocation(Length of record)
01 year allocation-06
Overall allocation-08

 

[CavaliereVerde]

Yes because you need 2 years of native trackrecord to be allocated 11 times.

 

[LongVision]

DarwinIA Investment Portfolio rule

1.01 year DarwinIA allocation >=5.
2.Overall DarwinIA allocation>=11
3.Equal weighage
4. Rebalancing every 06month( first week of july & jan)
5.Cp>1.0

Logic behind rules

Rule-01 for Momentum
Rule-02 for Longer track record
Rule-03 for No Bias for any Darwin
Rule-04 for alignment with 06 months DarwinIA allocation
Rule-05 for avoiding extreme scalpers

 

[LongVision]

I will try to keep nos of darwins in portfolio near 20 and adjust the rule-1 accordingly if required.

 

[LongVision]

Darwins that missed due to Rule-2

DARWIN	01 year allocation	Total Allocation
DCY	6​	6​
FUJ	6​	6​
GXO	6​	9​
HXD	6​	6​
IVP	6​	6​
IZU	7​	7​
JTL	6​	10​
LUG	8​	9​
NLM	7​	9​
OLP	10​	10​
SEH	6​	6​
TVS	6​	8​
TXR	8​	8​
ULL	7​	7​
VSR	6​	6​
WGP	6​	7​
XSD	6​	8​
YFC	7​	8​

 

[LongVision]

Darwin NWO missed due to high divergence.

 

[LongVision]

I will try to keep nos of darwins in portfolio near 20 and adjust the rule-1 accordingly if required.

Or maybe I will change the rule of darwins in the portfolio without changing rule-1.

 

[CavaliereVerde]

Rule 4 is also very important to remove losers.
Unfortunatelly winning Darwinia many times in 2 years isn't a guarantee of persistent edge.
My KVL had been allocated 15 times and failed.😢

 

[LongVision]

Rule 4 is also very important to remove losers.
Unfortunatelly winning Darwinia many times in 2 years isn't a guarantee of persistent edge.
My KVL had been allocated 15 times and failed.😢

If nos of darwins in the portfolio are>20 then I think I can take the risk for 06 months because single darwin impact will be low.

 

[LongVision]

If for an extreme case, I consider -25% DD for any single darwin in 06 months then portfolio impact will be only -1.25%.

 

[CavaliereVerde]

100% agree.
A wide stop and a long term rotation are important to avoid selling low and wasting money on execution costs.

 

[LongVision]

DarwinIA Investment Portfolio rule

1.01 year DarwinIA allocation >=5.
2.Overall DarwinIA allocation>=11
3.Equal weighage
4. Rebalancing every 06month( first week of july & jan)
5.Cp>1.0

Rule-6, if Nos of darwins fall below 20 then I will change rule-1 so that nos of darwins in the portfolio will always >=20.

 

[InvestmentDNA]

As long as a Darwin has a Mc score <3 it can´t win DarwinIA. But in this case it can never be a part of @LongVision ´s portfolio.