Core Composite
A diversified combination of all our active strategies. This portfolio aims to smooth out volatility and improve risk-adjusted returns by blending overnight, opening range, and intraday mean reversion systems.
Performance Highlights
CAGR
54.1%
Total Return
10719.9%
Max Drawdown
-15.9%
Sharpe Ratio
2.15
Equity Curve
Live Trading + Backtest
Core Composite
Initial: $100kAnnual: 54.1%Total: 10719.9%Max Drawdown: -15.9%Why Trade This?
No single strategy performs well in all market conditions. By combining uncorrelated strategies—like Overnight (drift), ORB (momentum), and DT (intraday trend)—we create a portfolio that is more robust than the sum of its parts.
The Multi-Strategy Portfolio allocates capital dynamically across these systems, smoothing out the equity curve and reducing maximum drawdown. When one strategy is in a drawdown, others may be performing well, stabilizing the overall portfolio.
Key Advantages
- Diversification: Reduces reliance on any single market edge.
- Smoother Returns: Lower volatility and drawdown compared to individual strategies.
- All-Weather: Designed to perform across different market regimes (bull, bear, chop).
Market Conditions
✓ Works Best In
- Diverse market regimes
- Periods where at least one sub-strategy performs
- Long-term compounding
✕ Struggles In
- Global liquidity crashes (correlations converge)
- Prolonged periods where all edges degrade
- Extreme execution costs
Strategy Specs
- Asset Class
- US Equities / ETFs
- Frequency
- Daily / Intraday
- Initial Capital
- $100,000
- Status
- Active