Robust Portfolios

We combine the most successful automated trading strategies with low correlation into portfolios that have long-term suitable parameters, have a low correlation and comparable risk. Thanks to this, they consistently achieve a very interesting appreciation in the long term.

What are our automated portfolios?

Our automated, robust portfolios are composed of multiple uncorrelated automation strategies. In this way, we reduce the level of risk to a lower value than with individual strategies. Well-balanced portfolios have a number of profitable months of up to 95%.

Well diversified portfolio in comparison to trading single strategy

Performing well in most market situations

Out portfolios are built from uncorrelated proven strategies, trading in both directions,  long and short. We can profit under any market conditions.

Higher risk adjusted profit than single strategy

The combination of multiple strategies into one portfolio brings more stable results and lower risk. Our studies show that multiple strategy based portfolios can have 6-8x higher risk adjusted profit.

Portfolios have much more stable results

Both strategies and portfolios undergo more or less favorable conditions. By our research and experience, varied portfolios have smaller and shorter drawdowns than single strategies.

More positive months than single strategy

Suitably built portfolios usually have up to 35% more positive months than single trading strategies, because of the combination of multiple strategies.

Portfolio trading increases robustness and stability

The portfolio of low-correlation automated systems surpasses individual trading systems in many ways. In contrast to individual strategies, portfolios make more efficient use of capital less volatile.

Individual Systems

Each individual strategy has better and worse periods. Some of them excel about every fifth year, some of them make decent profits every year.

Synergy of Portfolio

A well ballnced portfolio of uncorrelated systems creates several synergies and higher profits.

Portfolio Stability

The total portfolio equity curve is more stable and less volatile than the equity curve of individual strategies.

Spreaded Drawdowns

Loss periods of individual uncorrelated strategies tend to distribute over time. That is why portfolios even with higher profits show a lower risk.

Download portfolio example

You can download a sample portfolio we prepare for our clients.

Frequently Asked Questions

Tailor made automated portfolio for you

We will setup a custom portfolio for you based on your needs and preferencies.