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Portfolio simulation

Equity curve

Simulazione conservativa: posizione 5%, stop sintetico -5% sui non-target, cap vincite +15%, costi/slippage 0,75%.

Top 3
€43,362
DD -1.7% · Sharpe-like 18.11
Top 5
€88,452
DD -2.5% · Sharpe-like 20.99
Top 10
€512,928
DD -5.4% · Sharpe-like 23.97
Top 20
€16,108,461
DD -12.7% · Sharpe-like 27.42

Equity curve · Top 3

Total 333.6%

Equity curve · Top 5

Total 784.5%

Equity curve · Top 10

Total 5029.3%

Equity curve · Top 20

Total 160984.6%