System Combinations
Analysis of all 1,023 possible combinations to find optimal portfolios
Capital per System:$100K
Last updated: February 13, 2026
Best Combination for 2025
$300Kcapital(3 systems)
amberjadelapis
Return
102.6%
Max DD
3.5%
Calmar
29.72
Profit Factor
2.11
Sharpe
4.55
Net P&L
$307,884
Top 5 Combinations by Calmar Ratio (2025)
| Rank | Systems | Return | Max DD | Calmar | PF | Net P&L |
|---|---|---|---|---|---|---|
| 1 | amberjadelapis | 102.6% | 3.5% | 29.72 | 2.11 | $307,884 |
| 2 | ambercoralemeraldgarnetjadelapis | 92.7% | 3.1% | 29.66 | 1.69 | $556,265 |
| 3 | ambercoralemeraldgarnet | 101.1% | 3.4% | 29.62 | 1.62 | $404,287 |
| 4 | ambercoralemeraldgarnetjade | 92.4% | 3.1% | 29.58 | 1.66 | $461,765 |
| 5 | ambercoralgarnetjade | 99.4% | 3.4% | 29.20 | 1.83 | $397,792 |
Individual System Performance (2025)
$100K per system
| System | Return | Max DD | Calmar | PF | Net P&L |
|---|---|---|---|---|---|
| amber | 155.9% | 7.5% | 20.78 | 2.32 | $155,907 |
| jade | 57.5% | 5.8% | 10.00 | 2.15 | $57,478 |
| peridot | 186.2% | 21.6% | 8.62 | 1.61 | $186,224 |
| garnet | 97.6% | 11.4% | 8.58 | 1.71 | $97,569 |
| coral | 86.8% | 15.9% | 5.45 | 1.49 | $86,838 |
| emerald | 64.0% | 14.2% | 4.50 | 1.30 | $63,974 |
| lapis | 94.5% | 25.9% | 3.65 | 1.86 | $94,499 |
| sapphire | 36.7% | 12.0% | 3.07 | 1.30 | $36,735 |
| ruby | 35.1% | 12.3% | 2.87 | 1.14 | $35,137 |
| zircon | 48.9% | 25.5% | 1.92 | 1.51 | $48,869 |
Best Combination by Year (Calmar)
| Year | Best Combination | Capital | Return | Max DD | Calmar | PF |
|---|---|---|---|---|---|---|
| 2018 | amberemeraldgarnetsapphirejade | $500K | 7.9% | 0.9% | 8.40 | 2.09 |
| 2019 | lapis | $100K | 8.5% | 0.0% | ∞ | ∞ |
| 2020 | ambercoralemeraldgarnetsapphirelapis | $600K | 81.5% | 1.7% | 49.03 | 1.73 |
| 2021 | emeraldgarnetjadezircon | $400K | 61.5% | 1.4% | 44.07 | 2.77 |
| 2022 | rubysapphire | $200K | 192.8% | 1.9% | 103.18 | 2.24 |
| 2023 | rubygarnetzircon | $300K | 96.3% | 1.9% | 50.42 | 2.17 |
| 2024 | amberemeraldrubygarnetlapiszircon | $600K | 97.3% | 1.5% | 64.32 | 2.52 |
| 2025 | amberjadelapis | $300K | 102.6% | 3.5% | 29.72 | 2.11 |
Full 10-System Portfolio Performance
$1M total capital ($100K × 10 systems)
| Year | Return | Max DD | Calmar | Profit Factor | Net P&L |
|---|---|---|---|---|---|
| 2018 | 6.4% | 1.4% | 4.57 | 1.27 | $63,764 |
| 2019 | 7.8% | 1.5% | 5.13 | 1.31 | $77,552 |
| 2020 | 75.3% | 2.0% | 37.95 | 1.67 | $752,959 |
| 2021 | 64.6% | 2.1% | 30.40 | 1.97 | $646,022 |
| 2022 | 130.0% | 2.1% | 61.53 | 1.74 | $1,300,390 |
| 2023 | 62.8% | 3.0% | 20.89 | 1.63 | $628,452 |
| 2024 | 90.4% | 1.9% | 46.95 | 2.08 | $903,851 |
| 2025 | 86.3% | 5.4% | 16.08 | 1.55 | $863,230 |