System Combinations
Analysis of all 1,023 possible combinations to find optimal portfolios
Capital per System:$100K
Last updated: January 23, 2026
Best Combination for 2025
$400Kcapital(4 systems)
amberemeraldopalkyanite
Return
106.6%
Max DD
2.8%
Calmar
37.69
Profit Factor
1.75
Sharpe
3.90
Net P&L
$426,596
Top 5 Combinations by Calmar Ratio (2025)
| Rank | Systems | Return | Max DD | Calmar | PF | Net P&L |
|---|---|---|---|---|---|---|
| 1 | amberemeraldopalkyanite | 106.6% | 2.8% | 37.69 | 1.75 | $426,596 |
| 2 | amberbixbiteopalkyanite | 96.4% | 2.6% | 37.18 | 1.96 | $385,657 |
| 3 | amberemeraldkyanite | 132.8% | 3.6% | 36.88 | 1.73 | $398,308 |
| 4 | ambercoralemeraldopalkyanite | 102.7% | 3.0% | 34.61 | 1.69 | $513,434 |
| 5 | ambersapphirebixbiteopalkyanite | 83.8% | 2.5% | 33.73 | 1.78 | $418,939 |
Individual System Performance (2025)
$100K per system
| System | Return | Max DD | Calmar | PF | Net P&L |
|---|---|---|---|---|---|
| amber | 150.7% | 8.1% | 18.67 | 2.08 | $150,690 |
| kyanite | 172.8% | 11.4% | 15.12 | 1.98 | $172,804 |
| peridot | 183.7% | 21.6% | 8.51 | 1.50 | $183,695 |
| coral | 86.8% | 15.9% | 5.45 | 1.49 | $86,838 |
| emerald | 74.8% | 14.2% | 5.26 | 1.33 | $74,814 |
| opal | 28.3% | 6.1% | 4.64 | 1.98 | $28,288 |
| bixbite | 33.9% | 11.1% | 3.04 | 1.61 | $33,874 |
| ruby | 35.1% | 12.3% | 2.87 | 1.14 | $35,137 |
| sapphire | 33.3% | 12.0% | 2.78 | 1.24 | $33,282 |
| jasper | 22.6% | 19.6% | 1.15 | 1.11 | $22,552 |
Best Combination by Year (Calmar)
| Year | Best Combination | Capital | Return | Max DD | Calmar | PF |
|---|---|---|---|---|---|---|
| 2018 | amberemeraldrubysapphireopal | $500K | 24.1% | 2.0% | 11.95 | 1.45 |
| 2019 | coralemeraldjaspersapphireopalkyanite | $600K | 11.9% | 2.1% | 5.64 | 1.27 |
| 2020 | amberemeraldrubyjasperbixbite | $500K | 77.9% | 1.6% | 49.66 | 1.83 |
| 2021 | coralemeraldjasperkyanite | $400K | 72.3% | 1.7% | 42.23 | 1.80 |
| 2022 | rubysapphire | $200K | 192.8% | 1.9% | 103.18 | 2.24 |
| 2023 | amberrubysapphirekyanite | $400K | 72.1% | 2.4% | 30.52 | 1.69 |
| 2024 | amberemeraldbixbiteopalkyanite | $500K | 88.4% | 2.0% | 44.23 | 2.06 |
| 2025 | amberemeraldopalkyanite | $400K | 106.6% | 2.8% | 37.69 | 1.75 |
Full 10-System Portfolio Performance
$1M total capital ($100K × 10 systems)
| Year | Return | Max DD | Calmar | Profit Factor | Net P&L |
|---|---|---|---|---|---|
| 2018 | 21.6% | 2.9% | 7.39 | 1.36 | $215,529 |
| 2019 | 9.9% | 2.4% | 4.14 | 1.19 | $99,363 |
| 2020 | 68.5% | 2.6% | 26.50 | 1.64 | $685,454 |
| 2021 | 58.9% | 2.2% | 26.37 | 1.64 | $588,772 |
| 2022 | 122.3% | 1.4% | 88.02 | 1.89 | $1,223,435 |
| 2023 | 50.0% | 3.1% | 16.00 | 1.47 | $499,811 |
| 2024 | 93.1% | 4.2% | 22.18 | 1.79 | $931,213 |
| 2025 | 82.2% | 5.0% | 16.29 | 1.47 | $821,975 |