[PORTFOLIO] Pulse07 demo

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Pulse07

Junior member
17 58
portfolio darwinex.png

This portfolio is composed of 25 darwins selected from the following filter.

Risk Stability Score: 6.5 - Max.
Experience Score: 10 - Max.
Trader's equity Current: 5000 - Max.
Days in Darwinex Current: 1000 - Max.
Number of trades Last 3 months: 1 - Max.
Investors Currently: 1 - Max.
Return Last 2 Years: 0 - Max.
Return Last Year: -15 - Max.

The value of "Days in Darwinex" is adjusted if necessary so that the filter always contains between 25 and 30 darwins.

The portfolio has a leverage of 3.

Each month, I do the following operations:
Darwins with more than 5% profit are sold and then bought back for an amount equal to 1 / 25th of the equity.
The darwins that are no longer part of the filter are sold.
Then, I buy as many Darwins as I need so that the wallet contains 25.
These darwins are selected from the filter in order of D-score.
The amount invested by darwin corresponds to the amount available to invest distributed equally.
A stop loss of 5% of the purchase price is applied to all darwins.

The goal of the portfolio is to try to obtain a profitable and low volatility portfolio in the most passive way possible.

I will try to update the tracking of this portfolio at least quarterly.
 

Gargamel

Active member
244 469
The darwins that are no longer part of the filter are sold.
A stop loss of 5% of the purchase price is applied to all darwins.
Is there something missing? Could you expand on this?
Filter gives quite a lot of breathing space for candidates,while SL criteria is very narrow.
These darwins are selected from the filter in order of D-score.
When these older darwins drop 5% ,their D-score doesn't change much. Wouldn't you than be forced to buy back darwin that got sold automatically?
 

Pulse07

Junior member
17 58
The stop loss serves as a fuse when a darwin's losses are large and rapid.
The goal is above all to try to limit the damage in the event that a Darwin provider starts to gamble.
But if the Darwin is still in the filter the next month, it comes back to the portfolio.
I am not sure this method is valid, but it seems to have been effective so far.
For example, with HFD, the losses were thus limited, then this darwin came out of the filter because the RS fell below the threshold of 6.5.

The ideal would be to set up a sliding stop loss or at least to update the stop loss every month.
But it would take too long, that's why I'm using this compromise.
As I sell an redeem Darwins that have exceeded 5% profit month, the maximum monthly loss of a Darwin is unlikely to exceed 10%.

It would have been interesting to compare with another portfolio made up of exactly the same darwins to see if this method helps.
But unfortunately I don't have time to do this.
 

Pulse07

Junior member
17 58
I just realized that I was wrong about HFD, it was never in this portfolio but it was in the previous one.
It is also because of the loss caused by this Darwin on my old portfolio that I had the idea of using this stop loss method.
By this time I had checked how it would have turned out if I had used such a stop loss.
This is why it seemed to me that it had happened during the testing of this portfolio.

However, this method would have been effective in the case of HFD.
The loss would have been limited during the month of August 2020, at the start of the drawdown.
And he would not have come back the following month because his RS had dropped below 6.5.
 

Pulse07

Junior member
17 58
portfolio darwinex.png

The portfolio is not very volatile despite a leverage of 3 but it remains flat.

I also have a live portfolio including only my 13 darwins.
It is managed in a very simple way, when a darwin exceeds 5% profit, I sell it and I buy it again with all the equity available.
From now on, I will also be tracking this portfolio here.
live portofolio.png
 
 
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