Stock Index Portfolio 10 Latest Reports

Feb 24

The latest reports for the Stock Index Portfolio 10 have been updated. This is a 10 strategy Nasdaq portfolio of trading systems that can be traded with E-minis or Micros.

When developing portfolios, the philosophy is based on combining strategies that use a diverse range of methodologies. The rules must be simple and unoptimized and based on a solid market strategy. Once slippage and commission has been added, there is a group of "im-perfect" and uncorrelated equity curves. Combining a diverse group of strategies can generate an equity curve that includes strategies that work at different times during different cycles and can smooth out the individual drawdowns.

There are three sets of reports updated through Fridays trade below and include slippage and commission.

The first report is the Portfolio Calculator Report back to January 2017.
The second report is the Multicharts Portfolio Trader report starting on January 1, 2021.
The third report is each Tradestation Performance Summary going back three years.

The Portfolio Calculator reports includes an end of day combined equity curve report for the combination of all 10 strategies.

The Multicharts Portfolio Trader report includes the combination of all 10 strategies in the Multicharts Portfolio Trader. The drawdown represents the closed traded equity curve, which can make intra-day peaks and doesn't represent the same drawdown level as an end of day equity and drawdown curve.

The individual Tradestation Performance Summaries represent each strategy in Tradestation going back three years.

Stock Index Portfolio 10 Hypothetical Performance Summary - Portfolio Calculator