System Combinations
Analysis of all 1,023 possible combinations to find optimal portfolios
Capital per System:$50K
Last updated: January 15, 2026
Best Combination for 2025
$200Kcapital(4 systems)
ambergarnetjadekyanite
Return
263.8%
Max DD
3.8%
Calmar
68.83
Profit Factor
1.87
Sharpe
4.75
Net P&L
$527,526
Top 5 Combinations by Calmar Ratio (2025)
| Rank | Systems | Return | Max DD | Calmar | PF | Net P&L |
|---|---|---|---|---|---|---|
| 1 | ambergarnetjadekyanite | 263.8% | 3.8% | 68.83 | 1.87 | $527,526 |
| 2 | amberemeraldgarnetjadekyanite | 240.1% | 3.5% | 68.05 | 1.72 | $600,332 |
| 3 | ambercoralgarnetjadekyanite | 242.7% | 4.0% | 60.64 | 1.77 | $606,702 |
| 4 | ambergarnetkyanite | 311.5% | 5.2% | 59.86 | 1.84 | $467,250 |
| 5 | ambercoralgarnetkyanite | 273.2% | 4.6% | 59.10 | 1.74 | $546,425 |
Individual System Performance (2025)
$50K per system
| System | Return | Max DD | Calmar | PF | Net P&L |
|---|---|---|---|---|---|
| amber | 327.7% | 11.8% | 27.77 | 2.20 | $163,864 |
| kyanite | 345.6% | 15.4% | 22.43 | 1.98 | $172,804 |
| jade | 120.6% | 8.0% | 14.99 | 2.18 | $60,276 |
| garnet | 261.2% | 18.0% | 14.49 | 1.54 | $130,581 |
| peridot | 372.4% | 30.1% | 12.39 | 1.51 | $186,212 |
| lapis | 235.0% | 38.8% | 6.06 | 1.49 | $117,497 |
| coral | 158.4% | 26.9% | 5.88 | 1.44 | $79,175 |
| emerald | 145.6% | 28.5% | 5.12 | 1.32 | $72,806 |
| sapphire | 70.4% | 24.0% | 2.94 | 1.26 | $35,181 |
| ruby | 66.3% | 23.9% | 2.78 | 1.13 | $33,141 |
Best Combination by Year (Calmar)
| Year | Best Combination | Capital | Return | Max DD | Calmar | PF |
|---|---|---|---|---|---|---|
| 2018 | amberrubyjadelapis | $200K | 65.8% | 4.3% | 15.26 | 1.56 |
| 2019 | coralemeraldsapphirejadeperidotkyanite | $300K | 23.2% | 5.2% | 4.48 | 1.21 |
| 2020 | ambercoralemeraldrubygarnetjadelapiskyanite | $400K | 162.2% | 2.3% | 69.34 | 1.68 |
| 2021 | emeraldjadekyanite | $150K | 125.1% | 3.1% | 40.68 | 1.91 |
| 2022 | rubysapphire | $100K | 385.6% | 2.6% | 149.54 | 2.24 |
| 2023 | amberrubysapphirejadekyanite | $250K | 128.2% | 3.4% | 38.13 | 1.69 |
| 2024 | emeraldgarnetjade | $150K | 208.1% | 4.1% | 50.30 | 2.00 |
| 2025 | ambergarnetjadekyanite | $200K | 263.8% | 3.8% | 68.83 | 1.87 |
Full 10-System Portfolio Performance
$500K total capital ($50K × 10 systems)
| Year | Return | Max DD | Calmar | Profit Factor | Net P&L |
|---|---|---|---|---|---|
| 2018 | 47.7% | 6.3% | 7.52 | 1.33 | $238,526 |
| 2019 | 17.7% | 7.5% | 2.38 | 1.14 | $88,727 |
| 2020 | 160.6% | 2.7% | 59.80 | 1.63 | $802,856 |
| 2021 | 123.4% | 3.9% | 31.53 | 1.58 | $616,751 |
| 2022 | 269.5% | 2.9% | 91.92 | 1.79 | $1,347,280 |
| 2023 | 116.5% | 5.7% | 20.33 | 1.47 | $582,472 |
| 2024 | 209.0% | 9.0% | 23.29 | 1.79 | $1,044,834 |
| 2025 | 210.3% | 8.0% | 26.36 | 1.53 | $1,051,539 |