System Combinations
Analysis of all 1,023 possible combinations to find optimal portfolios
Capital per System:$100K
Last updated: June 26, 2026
Best Combination for 2025
$300Kcapital(3 systems)
ambergarnetjade
Return
105.2%
Max DD
3.5%
Calmar
30.34
Profit Factor
2.07
Sharpe
3.96
Net P&L
$315,678
Top 5 Combinations by Calmar Ratio (2025)
| Rank | Systems | Return | Max DD | Calmar | PF | Net P&L |
|---|---|---|---|---|---|---|
| 1 | ambergarnetjade | 105.2% | 3.5% | 30.34 | 2.07 | $315,678 |
| 2 | amberjadelapis | 100.7% | 3.3% | 30.08 | 2.10 | $302,214 |
| 3 | amberemeraldgarnetjade | 95.1% | 3.2% | 29.82 | 1.75 | $380,600 |
| 4 | ambercoralemeraldgarnetjade | 91.7% | 3.2% | 29.07 | 1.67 | $458,371 |
| 5 | amberjadelapiszircon | 89.5% | 3.1% | 29.05 | 1.99 | $357,816 |
Individual System Performance (2025)
$100K per system
| System | Return | Max DD | Calmar | PF | Net P&L |
|---|---|---|---|---|---|
| amber | 164.3% | 7.0% | 23.39 | 2.43 | $164,330 |
| jade | 56.0% | 5.8% | 9.63 | 2.12 | $55,974 |
| peridot | 191.1% | 21.7% | 8.79 | 1.65 | $191,058 |
| garnet | 95.4% | 11.2% | 8.53 | 1.74 | $95,374 |
| emerald | 64.9% | 14.2% | 4.56 | 1.30 | $64,922 |
| coral | 77.8% | 17.3% | 4.49 | 1.43 | $77,772 |
| lapis | 81.9% | 25.3% | 3.23 | 1.75 | $81,910 |
| sapphire | 37.2% | 12.2% | 3.04 | 1.30 | $37,206 |
| zircon | 55.6% | 22.1% | 2.52 | 1.64 | $55,602 |
| ruby | 26.1% | 14.7% | 1.77 | 1.10 | $26,072 |
Best Combination by Year (Calmar)
| Year | Best Combination | Capital | Return | Max DD | Calmar | PF |
|---|---|---|---|---|---|---|
| 2018 | amberemeraldrubygarnetjade | $500K | 18.2% | 1.3% | 14.39 | 1.82 |
| 2019 | lapis | $100K | 9.1% | 0.0% | ∞ | ∞ |
| 2020 | amberemeraldrubygarnetperidotlapis | $600K | 79.4% | 1.9% | 41.26 | 1.58 |
| 2021 | emeraldgarnetjadezircon | $400K | 58.2% | 1.4% | 42.21 | 2.86 |
| 2022 | amberrubysapphirejade | $400K | 148.2% | 1.5% | 97.08 | 2.27 |
| 2023 | amberrubygarnetzircon | $400K | 70.7% | 2.3% | 31.11 | 1.85 |
| 2024 | emeraldrubyjadeperidotlapiszircon | $600K | 102.6% | 1.7% | 61.98 | 2.35 |
| 2025 | ambergarnetjade | $300K | 105.2% | 3.5% | 30.34 | 2.07 |
Full 10-System Portfolio Performance
$1M total capital ($100K × 10 systems)
| Year | Return | Max DD | Calmar | Profit Factor | Net P&L |
|---|---|---|---|---|---|
| 2018 | 9.1% | 1.4% | 6.38 | 1.41 | $90,598 |
| 2019 | 7.6% | 1.5% | 4.95 | 1.32 | $76,370 |
| 2020 | 67.2% | 2.2% | 30.16 | 1.59 | $672,320 |
| 2021 | 59.5% | 2.4% | 24.57 | 1.93 | $594,819 |
| 2022 | 126.8% | 2.2% | 58.77 | 1.71 | $1,267,706 |
| 2023 | 51.0% | 3.4% | 14.91 | 1.52 | $510,247 |
| 2024 | 87.9% | 1.8% | 47.92 | 2.09 | $878,750 |
| 2025 | 85.0% | 5.7% | 14.83 | 1.55 | $850,219 |