[PORTFOLIO] Just Next Level Portfolios

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JustNextLevel

Junior member
29 42
Hi to all

I think everyone knows, it's not that easy to pick stocks, currencies, or commodities, let alone a Darwin, of which you know even less about, most of the time. The only strategies you should invest in, are those that have an edge in the market. I do have strategies with a real edge in the market and I know which attributes are crucial in identifying a strategy with an edge.

I have compiled 8 portfolios that might help with Darwin selections (I have posted it in another thread, but this one should be more appropriate). Most of these portfolios have a combination of the best on the Darwinex platform. It will give you an idea of the likely returns. 6 of the 8 portfolios have done more than 9,5% for January 2021. The best performing portfolio did 12,88%.

I have attached the spreadsheet of the Portfolio combinations for January and the new selections for February with their exposures. There are only 12 Darwins currently from the 3000 that meet all the criteria for a Darwin that have the traits of a strategy with a true edge in the market. I have created a list of these Darwins and 4 of my own on the Darwinex platform. You can view this public list here on Darwinex. HXD still holds the Top spot with KYG dropping out of the Top 12 from 2nd spot and being replaced by JTL after a bumper 10% for January. UGS still holds 3rd spot. All others are still in the Top12 with GZB getting into the Top12 with KYG's drop.

In the Excel file attached, you will be able to update the portfolio returns by filling in the returns for the current month just below the Darwins name (yellow marked cells) in the February sheet. This way you can compare your own portfolio against a few of these options. There are also 2 slots open to fill in your own portfolio exposures and other Darwins you would like to add in the last section. You can add exposures in the other Darwins too.

The Darwins are selected through stringent criteria to ensure an edge over the market, as well as consistent returns with the lowest risk to the Investor. The Portfolio compositions are developed to give consistent long term returns through proven track records and using our Next Level Criteria.

I know it might sound biased to use my own Darwins, but it also has an edge in the market. My 4 Forex Darwins QXS, QXR, QMW, and QWB, all of which have around 90% profitable trades over the past month since implementation (except QXR, which I will explain in another post). You could read read here on my website about how my program evolved and how assets are selected for investment/trading).

If there are any changes anyone would like me to make in the spreadsheet, to make it better, let me know and I will try and add it. I will also try and post every month the newly updated selections.

All the best and safe trading.

Kind regards

Quintin

Ps. If CavaliereVerde could please introduce QXS and QXR in the Darwins section, I will shed some more light on these 2 strategies. They could be introduced together. :)
 

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  • Darwin Portfolios 2021.xlsx
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CavaliereVerde

Experienced member
1,403 1,809
Are you investing real money in the portfolios you built besides your darwins?

IMO you are overestimanting the predictive power of Return/Drawdown.
KYG and GZB are very likely to be martingales.
 
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JustNextLevel

Junior member
29 42
Are you investing real money in the portfolios you built besides your darwins?
No, I am way too poor to Invest in a Portfolio at the moment. My money is currently into building my Darwins.

But I use these Darwin selections in my demo portfolio with great success. It did 11% during January and between 4% - 8,5%, in each of the previous 2 months with different combinations. I have given this list to anyone who needs more options for Darwins to invest in or that wants Portfolio options. (obviously not as Financial advice, but for informational purposes)

These are the Darwins that I follow and in which I am comfortable in, Investing in myself. I will share more on the Darwins I watch and how big of an edge they really have in a later post.

I am just here to share the little bit I know, chat about cool stuff (like Darwins), and maybe we can all make some money in the process and live happily ever after.......
 

JustNextLevel

Junior member
29 42
Hi Everyone

Here are the Darwins I watch and sorted purely according to the edge they have.

There are other Darwins that have a large edge too (that are not on this list), but they are probably not on here because of higher drawdowns. I am not only about High Returns, but low risk (Low Drawdowns) is key. My stomach is not built for large downswings anymore and I stay clear of Darwins with a track record of larger downswings.

These Darwins below are purely ranked on the edge they have in the market. Having an edge is the main consideration in determining if a strategy will continue to make a profit in the future. These ratings are based on the statistical chance that it will have to give positive returns in the future as well as the % the trader can expect to make per trade being done.

There are also other factors to consider when selecting Darwins for your Portfolio, but for this exercise, these are the ones to watch. 0% would mean it would have no long-term edge. 0% to 40% I would consider a slight edge in the market and above 40% would indicate a definite edge in its trading strategy. Negative values, would mean it will most probably lose money in future.


1ZGR1000%10th Month of profitable trading. 100% Profitable trades (142 trades) since inception. He is a Professor in Finance and Investments. Clearly, a strategy with an edge and he is definitely onto something. Yet to put a foot wrong.
2YUH561%He has more than $10000 of his own money in his underlying strategy account and it has done 141% over the past year. This Darwin is improving and has done 1032 trades over the past 3 months, with 87% profitable trades and the losing trades were 75% smaller than the winning trades. Truly remarkable stats over this 9 month period.
3HXD393%HXD has gained quite a lot of Investors over the past 2 months and partly because it has passed the 55 D-Score levels. Risk has been lowered and this one ticks all the boxes for Investors. The performance has improved over the past 6 months, making it one you have to have, and keep in your portfolio.
4QXS388%After the recent improvement to this Darwin, the 92,44% Profitable trades (119 trades) is quite impressive and it trades across 28 Forex Pairs offering good diversification. Still off the Radar for most Investors, but it trades at very high-performance levels and the best of the 5 Just Next Level Darwins.
5QXR291%This is very close to the same Strategy as QXS but covers a slightly different range of currencies at different entry levels. Also offering good returns for Investors.
6QSY175%This is a Stock Darwin and covers 70+ Stocks on the S&P500. Return for Investors will be lower because it has increased its risk since automated trading started in Dec 2020.
7QSH148%This is a Stock Darwin with only long positions and covers specific Stocks on the S&P500. It was created to be Shariah-compliant and does not trade in Alcohol or Tabacco companies, nor Banks. The strategy is similar to QSY and QCD.
8QCD122%Another Stock Darwin that covers 60 specific Stocks on the S&P500. Trades are done over longer timeframes. Although similar to QSY and QSH, it should give higher returns to Investors because of its higher VaR Ratio
9RJX85%This is another solid performer with 8 straight months of positive returns. It also has a very low drawdown and 75+% profitable trades.
10EOD74%This is also a strategy (Hefoba System) developed over many years. They have faith in their Darwin and have more than $10000 in their trading account. It is a very consistent performer with a low drawdown and it shows in their statistics of 88% winning weeks. Not the highest returns, but surely an edge that proves to be constant.
11ZPW73%
12UGS71%
13JTL59%
14PYH35%
15YFC20%
16UDX10%
17GZB7%

For safety reasons I consider values above 40% to be sure of an edge. Although those between 0%-40% have a marginal edge, they have other characteristics that are Investment worthy.

I will add some more reviews on popular Invested Darwins in a later post.

Safe trading
 
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TrungLN

Active member
235 342
Hi Everyone

Here are the Darwins I watch and sorted purely according to the edge they have.

There are other Darwins that have a large edge too (that are not on this list), but they are probably not on here because of higher drawdowns. I am not only about High Returns, but low risk (Low Drawdowns) is key. My stomach is not built for large downswings anymore and I stay clear of Darwins with a track record of larger downswings.

These Darwins below are purely ranked on the edge they have in the market. Having an edge is the main consideration in determining if a strategy will continue to make a profit in the future. These ratings are based on the statistical chance that it will have to give positive returns in the future.

There are also other factors to consider when selecting Darwins for your Portfolio, but for this exercise, these are the ones to watch. 0% would mean it would have no long-term edge. 0% to 40% I would consider a slight edge in the market and above 40% would indicate a definite edge in its trading strategy. Negative values, would mean it will most probably lose money in future.


1ZGR1000%10th Month of profitable trading. 100% Profitable trades (142 trades) since inception. He is a Professor in Finance and Investments. Clearly, a strategy with an edge and he is definitely onto something. Yet to put a foot wrong.
2YUH561%He has more than $10000 of his own money in his underlying strategy account and it has done 141% over the past year. This Darwin is improving and has done 1032 trades over the past 3 months, with 87% profitable trades and the losing trades were 75% smaller than the winning trades. Truly remarkable stats over this 9 month period.
3HXD393%HXD has gained quite a lot of Investors over the past 2 months and partly because it has passed the 55 D-Score levels. Risk has been lowered and this one ticks all the boxes for Investors. The performance has improved over the past 6 months, making it one you have to have, and keep in your portfolio.
4QXS388%After the recent improvement to this Darwin, the 92,44% Profitable trades (119 trades) is quite impressive and it trades across 28 Forex Pairs offering good diversification. Still off the Radar for most Investors, but it trades at very high-performance levels and the best of the 5 Just Next Level Darwins.
5QXR291%This is very close to the same Strategy as QXS but covers a slightly different range of currencies at different entry levels. Also offering good returns for Investors.
6QSY175%This is a Stock Darwin and covers 70+ Stocks on the S&P500. Return for Investors will be lower because it has increased its risk since automated trading started in Dec 2020.
7QSH148%This is a Stock Darwin with only long positions and covers specific Stocks on the S&P500. It was created to be Shariah-compliant and does not trade in Alcohol or Tabacco companies, nor Banks. The strategy is similar to QSY and QCD.
8QCD122%Another Stock Darwin that covers 60 specific Stocks on the S&P500. Trades are done over longer timeframes. Although similar to QSY and QSH, it should give higher returns to Investors because of its higher VaR Ratio
9RJX85%This is another solid performer with 8 straight months of positive returns. It also has a very low drawdown and 75+% profitable trades.
10EOD74%This is also a strategy (Hefoba System) developed over many years. They have faith in their Darwin and have more than $10000 in their trading account. It is a very consistent performer with a low drawdown and it shows in their statistics of 88% winning weeks. Not the highest returns, but surely an edge that proves to be constant.
11ZPW73%
12UGS71%
13JTL59%
14PYH35%
15YFC20%
16UDX10%
17GZB7%

For safety reasons I consider values above 40% to be sure of an edge. Although those between 0%-40% have a marginal edge, they have other characteristics that are Investment worthy.

I will add some more reviews on popular Invested Darwins in a later post.

Safe trading
Thanks for your sharing!
ZGR: 100% profitable of 142 trades. Very very ... ^^
Why no TXR ? (76% profit, -5% DD)
QXS, QXR: what is 388%, 291%?
 

JustNextLevel

Junior member
29 42
Thanks for your sharing!
ZGR: 100% profitable of 142 trades. Very very ... ^^
Why no TXR ? (76% profit, -5% DD)
QXS, QXR: what is 388%, 291%?

Ye, ZGR is actually off the charts! He definitely knows how to pick them.

I had a look at TXR, and yes this is a strategy with an Edge. It comes up as a 49% value and has a very good low drawdown. I do like it, but It fell below my radar because it does not have an expected 15% yearly return. The reason is it has not traded for quite a few months and that will obviously affect Investor returns.

These values of 388% and 291% are based on the statistical chance that it will have to give positive returns in the future as well as the % profit the trader can expect to make per trade being done.

Let's say a trader has a 60% profitable trading record with say 10 pips made on profitable trades and 10 pips loss on losing trades. After 100 trades we can expect him to have made 600 pips profit and 400 pips in losses, giving him a 200 pip profit.
the Ratio of profitable trades over losing trades is 600/400, which would give 1,5 or 50% edge.

The value I use is weighted over a 1 year period and has a larger weighting to the latest results, thus indentifying if a strategy is losing its edge or gaining.

HXD has done 81,48% Profitable trades @ 29.61 pips avg. 18,52% were losing trades @ 30.04 pips avg over the last 3 months.
This means that (29.61 x 0.8148) / (30.04 x 0.1852) = 4.33 Which would mean profitable trades are 4.33 times larger than losing trades. This means it has an edge of 333%. Because it did even better over the last month, this has improved this value further to 393%, which is outstanding results.

YUH is even more impressive and ZGR is off the charts , which I put a 1000% cap on. Crazy!!
 
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TrungLN

Active member
235 342
Ye, ZGR is actually off the charts! He definitely knows how to pick them.

I had a look at TXR, and yes this is a strategy with an Edge. It comes up as a 49% value and has a very good low drawdown. I do like it, but It fell below my radar because it does not have an expected 15% yearly return. The reason is it has not traded for quite a few months and that will obviously affect Investor returns.

These values of 388% and 291% are based on the statistical chance that it will have to give positive returns in the future as well as the % profit the trader can expect to make per trade being done.

Let's say a trader has a 60% profitable trading record with say 10 pips made on profitable trades and 10 pips loss on losing trades. After 100 trades we can expect him to have made 600 pips profit and 400 pips in losses, giving him a 200 pip profit.
the Ratio of profitable trades over losing trades is 600/400, which would give 1,5 or 50% edge.

The value I use is weighted over a 1 year period and has a larger weighting to the latest results, thus seeing if a strategy is losing its edge or gaining.

HXD has done 81,48% Profitable trades @ 29.61 pips avg. 18,52% were losing trades @ 30.04 pips avg over the last 3 months.
This means that (29.61 x 0.8148) / (30.04 x 0.1852) = 4.33 Which would mean profitable trades are 4.33 times larger than losing trades. This means it has an edge of 333%. Because it did even better over the last month, this has improved this value further to 393%, which is outstanding results.

YUH is even more impressive and ZGR is off the charts , which I put a 1000% cap on. Crazy!!
Thanks! I understand your theory now.
Let me consider it for a while.
 
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LongVision

Active member
195 355
Any edge above 100% is very difficult to sustain for a longer period. I believe that edge near 50% is a realistic expectation for long track record, maybe even less than 50%. All darwins you mention are short track-record. Let's wait and watch.
 
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TrainerTXR

Junior member
45 77
What on hell does a 1000% edge mean ? In terms of mathematical metrics?

You promised on your website at 07. Jun 2020:

"So, once again I am willing to eat my hat (or any Veil creation) if one of the following does not happen.

If one of my Darwins vs. the 4000 Darwins does not make the Top50 in earnings after 3 months, one of my Darwins does not make the Top5 in earnings after 6 months, or if one of my Darwins is not Number 1 in earnings after one year.......I will eat a whole Hat....I promise.

I know it's a bold statement and might seem cocky, but if I am not Bold, as with the 3 months challenge......I set myself up for failure......and besides, who doesn't want to see someone lose and eat their hat (or something really veil)!"


Did you eat your hat already?
Cannot see that any of your 8(!) darwins running now for 5-9 month made more than 6% ???
 
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CavaliereVerde

Experienced member
1,403 1,809
I think there is a misunderstanding between past return and edge.
Past return is 99% of times due to luck, especially on small samples and short trackrecords.
We can't calculate an annualized return extrapolating the return of few months,
To speak about edge we need at least 3-5 years of trackrecord.
Picking the highest return of the last month or quarter has no value.
 
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JustNextLevel

Junior member
29 42
What on hell does a 1000% edge mean ? In terms of mathematical metrics?
It seems like you have an attitude ....let's not start off on the wrong foot. I don't have time to waste and respond to petty comments. I always have time for people with integrity and manners and will respond in this manner to them too.

I did say I capped it at 1000%. The Edge that I calculate is the ratio between the Value of the profitable trades devided by the value of the losing trades.

ZGR has not made 1 losing trade in 10 months of trading and 142 trades. He has a losing trade value of 0. I can not divide by 0.

I could make this a very small amount but this would give an infinite number. So I decided to cap it at 1000%.
 

JustNextLevel

Junior member
29 42
The value I use is weighted over a 1 year period and has a larger weighting to the latest results, thus indentifying if a strategy is losing its edge or gaining.

HXD has done 81,48% Profitable trades @ 29.61 pips avg. 18,52% were losing trades @ 30.04 pips avg over the last 3 months.
This means that (29.61 x 0.8148) / (30.04 x 0.1852) = 4.33 Which would mean profitable trades are 4.33 times larger than losing trades. This means it has an edge of 333%. Because it did even better over the last month, this has improved this value further to 393%, which is outstanding results.

YUH is even more impressive and ZGR is off the charts , which I put a 1000% cap on.

Here is how the calculation is done in a previous reply
 

JustNextLevel

Junior member
29 42
Did you eat your hat already?
Cannot see that any of your 8(!) darwins running now for 5-9 month made more than 6% ???
Yes .... I have eaten quite a bit.

.
20210204_140211.jpg


If you read my last post below, you realize that I had to start with 4 new Darwins in October that was created for Investors.

It's a long story but basically, my program runs on high volatility, and this is when share prices move at the highest pace. My entry points were always at very low levels, and this is where the volatility spikes and Darwinex limit my returns by as much as 90%. When I created my first Darwins, I had no idea that Volatility was a big No-No on the Darwinex platform. My Stocks portfolio got hit so hard with the VaR ratio (0,1 and 0,11) that my returns were cut to 9%-10% of what my original strategy did.

I had to re-engineer my whole trading strategy and develop a trading bot, to change from manual trading to automated trading. This took the last 5 months to do and I informed and updated everyone on my mailing list about this.

For the reason above and some others too, Stock Darwins does not do well on Darwinex.
Look on the list of Stock Darwins below

My Darwins are currently 2nd and 3rd for the last month and the new Darwins that were created for Investors now hold the 2nd and 3rd spot over the last 6-month period, although they are only in their 5th month of trading. When compared to Stock Darwins I have achieved what I set out to do.

I do not pretend to be a guru at Forex trading, but I have started the Forex Darwins because they are much more beneficial for Investors than Stock Darwins. My main goal is still to help Investors find the highest returns......... and I will continue to learn and strive to acheive this.
 
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JustNextLevel

Junior member
29 42
You’re missing quite a few stock Darwin’s on that list.
This is the list I got from Darwinex. It was from a lady that was quite active on the old forum. (Can't remember her name)

Could you please name the Darwins, I would like to add them to the list. Or is there another list I can use?
 
 
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