System Combinations

Analysis of all 1,023 possible combinations to find optimal portfolios

Capital per System:$50K

Last updated: December 16, 2025

Best Combination for 2025

$200Kcapital(4 systems)
ambergarnetjadekyanite
Return
252.1%
Max DD
3.8%
Calmar
65.80
Profit Factor
3.04
Net P&L
$504,296

Top 5 Combinations by Calmar Ratio (2025)

RankSystemsReturnMax DDCalmarPFNet P&L
1
ambergarnetjadekyanite
252.1%3.8%65.803.04$504,296
2
amberemeraldgarnetjadekyanite
229.7%3.5%65.082.77$574,203
3
ambergarnetjadebixbitekyanite
214.5%3.4%62.873.04$536,293
4
ambercoralgarnetjadebixbitekyanite
203.8%3.4%60.332.94$611,325
5
ambercoralgarnetjadekyanite
231.7%4.0%57.912.92$579,327

Individual System Performance (2025)

$50K per system
SystemReturnMax DDCalmarPFNet P&L
amber310.2%11.8%26.282.42$155,076
kyanite328.0%15.4%21.282.51$164,010
jade118.7%8.0%14.762.27$59,374
garnet251.7%18.0%13.971.73$125,836
peridot372.3%30.1%12.381.63$186,159
coral150.1%26.9%5.581.55$75,031
emerald139.8%28.5%4.911.36$69,907
ruby82.2%23.9%3.441.26$41,077
bixbite64.0%20.3%3.151.58$31,997
sapphire58.6%24.0%2.451.29$29,295

Best Combination by Year (Calmar)

YearBest CombinationCapitalReturnMax DDCalmarPF
2018
amberemeraldrubyjadebixbite
$250K49.3%3.8%13.021.79
2019
coralemeraldsapphirejadeperidotkyanite
$300K23.2%5.2%4.481.40
2020
ambercoralemeraldrubygarnetsapphirejadebixbitekyanite
$450K133.8%2.3%58.993.17
2021
emeraldsapphirejadebixbitekyanite
$250K104.8%2.5%41.382.67
2022
rubysapphire
$100K385.6%2.6%149.544.53
2023
amberrubysapphirejadekyanite
$250K128.2%3.4%38.132.47
2024
rubygarnetjadebixbite
$200K194.7%3.8%50.953.12
2025
ambergarnetjadekyanite
$200K252.1%3.8%65.803.04

Full 10-System Portfolio Performance

$500K total capital ($50K × 10 systems)
YearReturnMax DDCalmarProfit FactorNet P&L
201842.2%6.5%6.501.71$210,858
201914.1%6.3%2.241.25$70,725
2020140.9%3.5%39.943.17$704,746
2021117.9%4.1%28.652.60$589,346
2022274.3%2.9%94.094.18$1,371,421
202398.6%5.3%18.632.05$493,049
2024200.8%7.6%26.382.98$1,003,908
2025187.6%6.1%30.962.54$937,763