[PORTFOLIO] Demo Portfolio test with my strategies.

[DeLorenzoFund]

I have a new strategy in development at Darwinex. After reviewing my existing set of strategies, I realized that while they are long/short and not necessarily dependent on U.S. markets moving higher, they are nonetheless heavily focused on U.S. market trends.

I wanted to add a strategy that differs meaningfully from the others and provides a new source of exposure. This new strategy is long-only by design and will focus primarily on developed and emerging markets, aiming to capture global trends without being constrained to U.S. markets alone.

All of my strategies on Darwinex are designed to work together and balance one another. I believe this addition will bring an extra layer of diversification and broaden exposure beyond what is currently available in my Darwinex portfolio.

The strategy is still under calibration, and I will share an update as soon as the Darwin is listed. This strategy will be added to the demo portfolio as soon as the Darwin becomes available.

 

[DeLorenzoFund]

Demo portfolio performance update:

INTP is now also been added to the portfolio. This is a new strategy that I just started and will be part of the portfolio moving forward. All the Darwins are split into equal allocations.

So far the portfolio is at a total gain of 8.97%

Best performer FZH.

 

[DeLorenzoFund]

Demo portfolio suffered a major drawdown in the month of March. Currently down 5.63% since inception. The 3x Leverage has definitely been felt in this drawdown. INTP and BVK are the ones that suffered the most in March, and caused the drawdown to be steeper than it should have been.

The year is still young, we continue to do what we do and see what happens.

Hope everyone has had a better Q1!

 

[DeLorenzoFund]

Demo Portfolio Performance update: April

Portfolio recovered 10.55% in April after a severe drawdown in March. The strategy INTP that was just recently launched started out with a low var ratio, That caused the drawdown to be deeper than it should have been. The VAR ratio seems to be stabilized now.

YTD Performance: -6.10%
Current portfolio performance since inception is 3.88%.

FZH still top performer with an open P&L of 21.76%.

The strategy FZH just qualified for Darwinia Gold this month.

 

[IlIlIlIlI]

Demo Portfolio Performance update: April

Portfolio recovered 10.55% in April after a severe drawdown in March. The strategy INTP that was just recently launched started out with a low var ratio, That caused the drawdown to be deeper than it should have been. The VAR ratio seems to be stabilized now.

YTD Performance: -6.10%
Current portfolio performance since inception is 3.88%.

FZH still top performer with an open P&L of 21.76%.

The strategy FZH just qualified for Darwinia Gold this month.

View attachment 346654View attachment 346652

Great to see your portfolio returning into the profit zone.

 

[DeLorenzoFund]

Demo Portfolio Performance update : May

The portfolio recovered an additional 3.55% in the month of May. Mostly driven by BVK, with a return of 6.70% on the month.

Overall portfolio performance since start date, including fees: 7.76%

The leverage was increased to 3x in July 2025. Right before a period of stagnation and a drawdown.

The test continues until the end of this year but the portfolio will remain open.

I might continue posting updates quarterly instead of monthly at that point.

 

[DeLorenzoFund]

Demo Portfolio Performance update : June

Some updates on the strategy side. For simplicity I've decided to condense some of the Darwins I had into one. Darwins BVK, CQL, INTP now all trade under the same Darwin DXH. This allows me to keep things more simple from a strategy management standpoint while keeping the same exposure to the original strategies.

Darwin FZH was not affected and continues to trade as it has been.

Portfolio performance since inception net of fees: 7.25%

Since now Darwinex gives us the ability to benchmark directly against the S&P500 I wanted to post it as well.

One thing I've noticed right away is that while the portfolio was running at 1X up until July of last year. The portfolio volatility was much lower than SPX. The portfolio has been running on 3X ever since and even though the expected monthly VAR should be somewhere around 19%, the 3X portfolio has a similar level of volatility to the 1X SPX.

This was honestly eye opening as I was under the impression that 1X Darwin portfolios should be running closer to the volatility of SPX. Moving to 3X last year was the right move to match the volatility of the Index.

While recent performance has not been great compared to the index the test was designed to really understand those type of things. How a Darwin portfolio moves relative to the index and the impact of fees to the overall performance. While I hope performance improves over the next few months the demo portfolio continues to trade.