[PORTFOLIO] Darwinia Investment by LongVision

[LongVision]

DarwinIA portfolio up to March-22

 

[LongVision]

Top Gainer-YFC, BMC, JTL
Top Loser-FVG, MUF, OOS

 

[morehastelessspeed]

Seriously, if I had to use a rule based on Darwinia, it would be something like: "urgently sell the Darwin to market as soon as it wins in a Darwinia, at the latest".

 

[LongVision]

Darwinia portfolio update upto'June-22

 

[LongVision]

The following are results for DarwinIA upto June-22,
Added new condition Rs Min >=7 for 01year lookback for portfolio allocation.

Sl. No.	DARWIN	01Year allocation >=5	Sum of MAX.Allocation	Total Allocation >=11	Cp	Rs Min 01year
1​	BMC	5​	592000​	22​	5.9​	8.56​
2​	BOT	5​	350000​	17​	0.8​	8.91​
3​	BSX	7​	1047000​	11​	5.9​	8.28​
4​	DBU	5​	463000​	11​	9.8​	3.76​
5​	IDT	6​	643000​	14​	3.2​	8.27​
6​	JTL	6​	1134000​	16​	6.9​	8.06​
7​	PUL	6​	756000​	21​	4​	8.15​
8​	SGP	7​	675000​	12​	7.5​	3.11​
9​	SYO	6​	838000​	23​	10​	8.99​
10​	TRO	7​	638000​	11​	5.1​	8.99​
11​	TXR	7​	425000​	15​	1​	7.76​
12​	UAE	5​	711000​	15​	1.8​	8.95​
13​	USI	7​	562000​	15​	10​	7.56​
14​	UYZ	5​	250000​	28​	4.1​	8.66​
15​	VRT	5​	554000​	23​	4.6​	8.8​
16​	VVI	5​	407000​	12​	7.1​	8.29​
17​	WGP	5​	1223000​	12​	4.5​	8.36​
18​	YFC	6​	807000​	14​	5.3​	7.78​
19​	ZLV	6​	707000​	11​	10​	6.5​

 

[LongVision]

Here is final portfolio for 06 months(July-22 to Dec-22)
Cp>=1.5, BOT, TXR out
Rs Min >=7, DBU, SGP, ZLV out

Here is the final portfolio, only 14 darwins for current allocation

Sl. No.	DARWIN	01Year allocation >=5	Sum of MAX.Allocation	Total Allocation >=11	Cp>=1.5	Rs Min 01year>=7
1	BMC	5​	592000​	22​	5.9​	8.56​
2	BSX	7​	1047000​	11​	5.9​	8.28​
3	IDT	6​	643000​	14​	3.2​	8.27​
4	JTL	6​	1134000​	16​	6.9​	8.06​
5	PUL	6​	756000​	21​	4​	8.15​
6	SYO	6​	838000​	23​	10​	8.99​
7	TRO	7​	638000​	11​	5.1​	8.99​
8	UAE	5​	711000​	15​	1.8​	8.95​
9	USI	7​	562000​	15​	10​	7.56​
10	UYZ	5​	250000​	28​	4.1​	8.66​
11	VRT	5​	554000​	23​	4.6​	8.8​
12	VVI	5​	407000​	12​	7.1​	8.29​
13	WGP	5​	1223000​	12​	4.5​	8.36​
14	YFC	6​	807000​	14​	5.3​	7.78​

 

[LongVision]

New Portfolio-2 is based on darwinIA with some tweaks in rules. The idea here is to keep nos of invested darwins below<10 with more weightage given to Long track record.

Sl. No.	DARWIN	01Year allocation >=4	Total Allocation >=16	Cp>=1.5	Rs Min 01year>=7
1​	BAX	4​	16​	6.3​	8.64​
2​	BMC	5​	22​	5.9​	8.56​
3​	JTL	6​	16​	6.9​	8.06​
4​	NSC	4​	19​	5.4​	7.9​
5​	PUL	6​	21​	4​	8.15​
6​	SYO	6​	23​	10​	8.99​
7​	THA	4​	19​	2.2​	7.61​
8​	UYZ	5​	28​	4.1​	8.66​
9​	VRT	5​	23​	4.6​	8.8​

 

[LongVision]

Portfolio-2

THA is not in the portfolio due to the current Buy restriction.

 

[Constantino]

what does the backtest of your darwin collection indicate?

 

[LongVision]

what does the backtest of your darwin collection indicate?

This is an experimental live portfolio not backtest result. After the 01-year result is approx. -2.5% down.

Here is my takeaway after 01 years.

1. Two darwin FVG & OOS result was -25% of the invested amount.
2. Other loser darwins loss was less than -10%
3. I think putting SL of 10 to 12% from the entry price can avoid a large loss.
4. Nos of darwins in this portfolio were 20 darwins but now I think this is a big portfolio as Investable darwins are not large enough(maybe after a few years there will be enough investable darwins for a large portfolio).
5. I created a new portfolio with <10 darwins that I already shared in my previous posts.

Regards

 

[LongVision]

Now onwards I am putting a hard SL of -12% for all invested darwin.

 

[LongVision]

Month update July'22
Darwinia portfolio-1 -0.45%
Darwinia portfolio-2 +2.76%
This is a huge unexpected difference

 

[CavaliereVerde]

Less is more?

 

[LongVision]

Less is more?

I also expect lower rotation as more weightage to long term performance.

 

[LongVision]

Darwinia portfolio update
Darwinia portfolio-1 -2.85%
Darwinia portfolio-2 +6.20%

 

[LongVision]

Darwinia portfolio update
Darwinia portfolio-1 -4.83%
Darwinia portfolio-2 +5.11%

 

[LongVision]

Darwinia portfolio-1 result is -ve after more than 01 year so I am closing this portfolio. I will continue with Darwinia portfolio-2

 

[LongVision]

DarwinIA portfolio update.

 

[LongVision]

Here is the final portfolio for 06 months(Jan-23 to Jun-23)
Out-NSC, PUL
In-SUG, USI, YFC, NVL

Allocation of YAX for 01 year added to BAX due to high correlation & same provider.

Here is the final portfolio, 11 darwins for the current allocation

Sl. No.	DARWIN	01Year allocation >=4	Total Allocation >=17	Cp>=1.5	Rs Min 01year>=6
1	BMC	5​	24​	6.5​	9.09​
2	SUG	6​	20​	9.2​	6.36​
3	SYO	5​	25​	10​	9​
4	USI	5​	18​	7.85​	9.6​
5	VRT	6​	26​	5.6​	8.54​
6	YFC	5​	17​	5.4​	8.17​
7	JTL	4​	18​	9.1​	8.31​
8	NVL	4​	17​	3.6​	9​
9	THA	4​	20​	2.5​	7.43​
10	UYZ	4​	30​	5.3​	8.74​
11	BAX	9​	17​	7.9​	8.81​

 

[LongVision]

Performance of DarwinIA Portfolio