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[PORTFOLIO] demo Portfolio with Darwin heroes of 2021

IlIlIlIlI

Experienced member
A second check of the portfolio content brought up that BGN with a divergence of currently -1.16 has also to be replaced.
The micro loss is not relevant in this case - and the portfolio had a positive divergence with it.
1628279265105.png

So we also see TKT again in this portfolio.
1628279236292.png


PUL and TKT were the most successful trades in this portfolio until now.
1628279213028.png
 

IlIlIlIlI

Experienced member
Today I added a max. DD of -10% for 1 year to the filter criteria:
1628338748759.png

That does not affect the investments in this demo portfolio, but cut the filter result by a few down to currently 55 Darwins.
 

IlIlIlIlI

Experienced member
Today I reduced the accepted monthly divergence to -0.5 to have more stability in the portfolio:
1628549502417.png

That does not immediately affect the investments in this demo portfolio, but cut the filter result by a few down to currently 51 Darwins.
 
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CavaliereVerde

Senior member
Why WFJ and not TRO ?
TRO has an higher return on 2y so it shoud come first in your portfolio. (29% vs 27%)

TVS is even higher (35%) but maybe you wait 2 years of total trackrecord...
 
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IlIlIlIlI

Experienced member
Why WFJ and not TRO ?
TRO has an higher return on 2y so it shoud come first in your portfolio. (29% vs 27%)

TVS is ever higher (35%) but maybe you wait 2 years of total trackrecord...
TRO is not in the filter as the 1y return is (still?) less than 10%.
TVS did not reach the 50% return until now (manual filtering, see the first post on this thread).
 
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IlIlIlIlI

Experienced member
As all Darwins in the demo portfolio are shown elder than 2 years, WFJ as # 11 had to go without replacement. The Darwin didn't trade during the hours it joined the portfolio..
To compensate the reduced investment, I added $ 250 to every Darwin investment in the demo portfolio.
1628792795507.png
 

IlIlIlIlI

Experienced member
BAX, YAX were the worst, and also WGP lost its profit completely.
 

CavaliereVerde

Senior member
Same punch on WGP and NWO could not be predicted, but BAX+YAX had to be avoided especially on a relatively compact portfolio.
Besides filters and parameters one of my oldest rules is no more than one darwin per trader.
 

IlIlIlIlI

Experienced member
5 Darwins of 15 out of the list are shown correlated in the top 10 of BAX: YAX, TKT, ICX, WGP and NWO.
Unfortunately Darwinex does not show the risk map before you enter a position.
So there is a deeper due dilligence needed for every Darwin to find it out.
And to find a rule what is to take and what is to leave out.

I'm also thinking about a change on the sort sequence to 6 months or 1 year and to reduce the number of Darwins to 6. I'm checking that from time to time.
 

CavaliereVerde

Senior member
Correlation is the past, like return an DD.
Often what is uncorrelated in the past correlates in the future so I don't overestimate uncorrelation.
Uncorrelation is good for scholars writing books about portfolio (over)optimization.
Darwins provided by the same trader is a real fundamental information, true for the past and true for the future.

Edit:
TKT and NWO managed by the same trader, same loss today.
 
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IlIlIlIlI

Experienced member
BAX left the filter and I changed the sorting to 6 months.
There were changes:
1629468724713.png


The new composition:
1629468668720.png

This is the last try as I don't know whether it makes sense to continue.
There happens the same as with all portfolios build by filters.
Maybe the correlation is too near by the filter criteria as Darwins found trade the same or too similar stuff when they appear.
 
 
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