System Combinations
Analysis of all 1,023 possible combinations to find optimal portfolios
Capital per System:$100K
Last updated: April 17, 2026
Best Combination for 2025
$300Kcapital(3 systems)
ambergarnetjade
Return
104.7%
Max DD
3.4%
Calmar
30.35
Profit Factor
2.04
Sharpe
3.89
Net P&L
$313,969
Top 5 Combinations by Calmar Ratio (2025)
| Rank | Systems | Return | Max DD | Calmar | PF | Net P&L |
|---|---|---|---|---|---|---|
| 1 | ambergarnetjade | 104.7% | 3.4% | 30.35 | 2.04 | $313,969 |
| 2 | amberemeraldgarnetjade | 94.2% | 3.2% | 29.67 | 1.73 | $376,630 |
| 3 | ambercoralemeraldgarnetjade | 91.3% | 3.1% | 29.66 | 1.66 | $456,406 |
| 4 | amberjadelapis | 99.9% | 3.4% | 29.34 | 2.09 | $299,559 |
| 5 | ambercoralemeraldgarnetjadelapis | 88.5% | 3.1% | 28.26 | 1.66 | $530,916 |
Individual System Performance (2025)
$100K per system
| System | Return | Max DD | Calmar | PF | Net P&L |
|---|---|---|---|---|---|
| amber | 169.0% | 7.0% | 24.07 | 2.47 | $168,974 |
| jade | 56.1% | 5.8% | 9.66 | 2.12 | $56,075 |
| peridot | 196.6% | 21.6% | 9.08 | 1.66 | $196,551 |
| garnet | 88.9% | 11.5% | 7.70 | 1.65 | $88,920 |
| coral | 79.8% | 16.0% | 4.99 | 1.45 | $79,776 |
| emerald | 62.7% | 14.2% | 4.41 | 1.29 | $62,660 |
| sapphire | 39.8% | 12.1% | 3.29 | 1.34 | $39,768 |
| lapis | 74.5% | 27.2% | 2.73 | 1.67 | $74,510 |
| ruby | 32.3% | 12.6% | 2.57 | 1.13 | $32,318 |
| zircon | 49.4% | 25.8% | 1.91 | 1.49 | $49,361 |
Best Combination by Year (Calmar)
| Year | Best Combination | Capital | Return | Max DD | Calmar | PF |
|---|---|---|---|---|---|---|
| 2018 | amberemeraldgarnetsapphirejade | $500K | 8.0% | 0.9% | 9.22 | 2.11 |
| 2019 | lapis | $100K | 9.1% | 0.0% | ∞ | ∞ |
| 2020 | amberemeraldrubygarnetsapphireperidotlapis | $700K | 77.1% | 1.8% | 42.58 | 1.59 |
| 2021 | emeraldgarnetjadezircon | $400K | 58.2% | 1.5% | 40.08 | 2.74 |
| 2022 | amberrubysapphirejade | $400K | 151.3% | 1.5% | 98.21 | 2.30 |
| 2023 | amberrubygarnetzircon | $400K | 79.7% | 2.2% | 37.01 | 1.97 |
| 2024 | amberemeraldrubygarnetlapiszircon | $600K | 95.5% | 1.6% | 61.11 | 2.49 |
| 2025 | ambergarnetjade | $300K | 104.7% | 3.4% | 30.35 | 2.04 |
Full 10-System Portfolio Performance
$1M total capital ($100K × 10 systems)
| Year | Return | Max DD | Calmar | Profit Factor | Net P&L |
|---|---|---|---|---|---|
| 2018 | 7.9% | 1.4% | 5.53 | 1.35 | $79,276 |
| 2019 | 6.5% | 1.5% | 4.23 | 1.26 | $64,593 |
| 2020 | 70.2% | 2.0% | 34.48 | 1.62 | $702,470 |
| 2021 | 60.4% | 2.2% | 27.14 | 1.92 | $604,364 |
| 2022 | 126.1% | 2.2% | 58.32 | 1.71 | $1,261,498 |
| 2023 | 57.2% | 3.3% | 17.08 | 1.58 | $571,931 |
| 2024 | 90.1% | 1.9% | 46.52 | 2.09 | $900,566 |
| 2025 | 84.9% | 5.5% | 15.45 | 1.54 | $848,915 |