Portfolio Builder

I like the Portfolio Builder function, but don’t see a way to get statistics about the combined portfolio equity, for example max drawdown. Is there any way to get those analysis?

Hi, Chris -

Not yet. That is something we hope to address soon.

Where is this Portfolio Builder anyway?

I’ve been looking for it to be transferred from the old site.

Is it here now? If so, how do I pull it up?


The portfolio maker is now built right into the main system-page chart. Just drag any reference to any system into another system’s chart and the portfolio builder appears. You can drag names from your watchlist, or from the dynamic search-by-name-box, or even systems from reviews, recommendations, gainers, loser, or navigation breadcrumbs. You’ll see what I mean when you give it a try.

I would like to see the option of selecting models for portfolio maker within the Grid. This would make it easy to compare the best systems with the individual personalized criteria for performance excellence.

Another idea is to plot (combine) models normalized for volatility. This is especially valuable for the models considered for the portfolio with similar Sharpe but very different market exposure (leverage).


OMG! I see what you mean!

This has too be one the best features of the new site!

Good Job, Matthew and C2!