5-Strategy Algorithmic Portfolio
Backtested Performance Overview
Quality-Weighted Risk Framework (1.5x) · Backtest period: January 1, 2018 – Aug 14,2026
Important distinction
Backtested performance is generated from historical simulation and is not the same as live trading performance. Actual results may differ because of execution, slippage, liquidity, market conditions, margin requirements, and other factors.
Portfolio summary
A historical simulation, presented with its limitations
The portfolio combines five independently developed systems across indices, forex, and gold using a quality-weighted risk framework.
Strategies
5
Independently developed systems
Markets
Index · Forex · Gold
Selected instruments only
Platform
MetaTrader 5
Historical simulation environment
Framework
1.5x
Quality-weighted risk framework
Portfolio metrics
Reported backtest metrics
CAGR
366.8%
Maximum drawdown
−47.3%
Calmar ratio
7.75
Starting balance
$10,000
Backtest period
2018–2026
Strategies
The five systems in the report
01
MeanReversion
Symbol
DJ30.r
Timeframe
M15
Mean reversion
02
MeanReversion
Symbol
AUDCAD
Timeframe
H4
Mean reversion
03
Breakout
Symbol
XAUUSD
Timeframe
Daily
Trend / breakout
04
ORB
Symbol
NAS100.r
Timeframe
Daily
Opening-range breakout
05
Vol_Breakout
Symbol
XAUUSD
Timeframe
H1
Volatility breakout
Breakout and Vol_Breakout both trade XAUUSD and are therefore treated as a correlated cluster rather than two independent diversification sources.
The report's methodology considers individual strategy Calmar ratio, sample size, correlation, data reliability, and concentration limits.
$100
A minimum copying balance of about $100 is suggested. This amount does not guarantee any particular trading results.
Key limitations
What this report does not prove
Hypothetical performance
The results are historical simulation and have not been executed as live trades.
Execution
Real trading can experience slippage, partial fills, market impact, and liquidity constraints.
Portfolio combination
The combined portfolio has not been run as a live concurrent multi-strategy account.
Gold concentration
Two strategies trade XAUUSD, creating concentration in a correlated market.
Historical path
Market conditions from 2018–2026 may not repeat.
Copy trading involves significant risk.
Results may differ between the strategy provider and individual follower accounts. Customers should independently evaluate whether copy trading is suitable for them.
This is the original report supplied for this portfolio. The performance figures are hypothetical/backtested and should be read together with the limitations above.