IlIlIlIlI
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I built an new filter to find an idea for a new demo portfolio, the old one was too boring for me.
The filter checks minimum values for return and a net increasing investor base.
As Darwinex offers only specific time frames from now in the past, the filter is a little bit poor.
Below is the current result - yesterday there were two Darwins more found.
The Darwin's presentation did not show the values to be excluded from the filter, so I assume, there are different snapshots from different moments used.
I started last night to build the portfolio as all 10 Darwins in the filter were available to buy at night - no restrictions because of closed markets.
This is the buy list:
This morning I saw that two Darwins left the filter.
I checked the values displayed on the Darwin and did not find out that any criterion was failed, so I assume a delay.
After more than 6 hours later the two Darwins were sold with very small losses and the free equity was used to buy the remaining Darwins again.
This is the current picture of the portfolio:
The backtest of the eight Darwins currently in the portfolio shows a nice result with x3 leverage:
As you can see on the (unleveraged) thin lines, not all Darwins did fill the criteria during the full last 12 months, there would have been changes in the composition.
A fix review date does not make sense when using a filter, it should be checked more often to get the changes in time.
I'll try to review it more often, but I don't think it would be daily.
The filter checks minimum values for return and a net increasing investor base.
As Darwinex offers only specific time frames from now in the past, the filter is a little bit poor.
Below is the current result - yesterday there were two Darwins more found.
The Darwin's presentation did not show the values to be excluded from the filter, so I assume, there are different snapshots from different moments used.
I started last night to build the portfolio as all 10 Darwins in the filter were available to buy at night - no restrictions because of closed markets.
This is the buy list:
This morning I saw that two Darwins left the filter.
I checked the values displayed on the Darwin and did not find out that any criterion was failed, so I assume a delay.
After more than 6 hours later the two Darwins were sold with very small losses and the free equity was used to buy the remaining Darwins again.
This is the current picture of the portfolio:
The backtest of the eight Darwins currently in the portfolio shows a nice result with x3 leverage:
As you can see on the (unleveraged) thin lines, not all Darwins did fill the criteria during the full last 12 months, there would have been changes in the composition.
A fix review date does not make sense when using a filter, it should be checked more often to get the changes in time.
I'll try to review it more often, but I don't think it would be daily.
