[PORTFOLIO] Demo Portfolio test with my strategies.

[DeLorenzoFund]

I'm testing out a demo portfolio composed of my four Darwins ( BVK, CQL, FZH, DXH) and soon a fifth strategy when it becomes available will be added as well, the portfolio will be composed of all 5 of my Darwins with an equal allocation to each and monthly DCA.

Initial balance will be $100,000

A monthly deposit of $500, balanced equally across all the strategies. This tests a buy and hold approach, so there will be no sells or stop losses. No use of leverage.

This test is to help me understand how my strategies on Darwinex would perform for a buy and hold investor, net of fees and taking into account currency impact. This will also give me a better understanding of how my strategies perform relative to each other and help me see the aggregate performance.

I will post monthly updates with screenshots.

 

[DeLorenzoFund]

First deposit of $500 in the demo portfolio. so far in the red but hopefully we get a better start in the new year!

Happy new year to everybody! 👍

 

[DeLorenzoFund]

This is a repost of my update on the strategies.

[Some updates on the strategies, as mentioned above I've been working on a new strategy focused on individual stocks. I was originally going to create a fifth Darwin to go along the other strategies but considering the number of accounts that I'm managing both in Darwinex and my own personal accounts outside of Darwinex I've decided to consolidate some of the darwins, below are the changes that took effect at the beginning of the year.

BVK and DXH are now a merged strategy: BVK is focused on a trend following strategy with a core position in long term bonds as an hedge, while DXH was focused on a deep pullback strategy with value and dividend stocks as a core position. Those two strategies are now merged under BVK, as a result BVK will employ both tactics under the same Darwin while still controlling the risk and the overall exposure.

DXH is now focused on executing the fifth strategy that I mentioned, focused on individual stocks. I've updated the strategies description to avoid any confusion.

There won't be any impact in the overall performance as this is just a merge of two strategies under one Darwin, there is very little difference in VAR across the two strategies so the Risk Engine probably won't have to change the risk ratio.]

The portfolio test will continue as normal focused on the four Darwins with monthly deposits.

 

[DeLorenzoFund]

January Performance Update ( Demo Portfolio)

Negative start of the year for all four strategies, with the overall portfolio down 2.73% since inception. CQL and DXH being the largest losers so far, down 4.54% and 4.16%.

FZH is trying to regain its momentum from the beginning of last year but it's been a choppy last 6 months. Regardless I still believe in the strategy long term and will continue to implement it.

A demo deposit of $500 allowed for a lower average quote on all four Darwins.

On to the new month and hopefully it will present better setups and opportunities.

 

[DeLorenzoFund]

February Performance Update ( Demo Portfolio)

Another negative month for this demo portfolio, third straight negative month in a row. it's been a challenging trading environment the past few months with choppy markets, trend changes and news coming out almost on a daily basis.

It is expected to run into those market conditions when no strategy seems to work, this is when I focus on managing drawdowns and wait until conditions improve.

The portfolio is down 1.71% in February and 4.38% since inception, with BVK and CQL carrying the largest losses

A deposit of $500 was made and allowed for a slightly lower average quote on all Darwins.

The test continues regardless of the recent negative performance, at least over the next 15-24 months to have a full picture, with monthly dollar cost averaging into those four Darwins and a buy and hold approach. The Management Fees paid so far in 2025 are $188.13, applied on a average daily equity of $97,426.

Hope most of you are faring better so far this year! 🙂