System Combinations
Analysis of all 1,023 possible combinations to find optimal portfolios
Capital per System:$100K
Last updated: February 28, 2026
Best Combination for 2025
$300Kcapital(3 systems)
amberjadelapis
Return
107.0%
Max DD
3.4%
Calmar
31.88
Profit Factor
2.17
Sharpe
4.69
Net P&L
$321,123
Top 5 Combinations by Calmar Ratio (2025)
| Rank | Systems | Return | Max DD | Calmar | PF | Net P&L |
|---|---|---|---|---|---|---|
| 1 | amberjadelapis | 107.0% | 3.4% | 31.88 | 2.17 | $321,123 |
| 2 | ambergarnetjade | 105.7% | 3.5% | 30.59 | 2.03 | $317,037 |
| 3 | amberemeraldgarnetjade | 95.3% | 3.2% | 29.69 | 1.73 | $381,071 |
| 4 | ambercoralemeraldgarnetjadelapis | 92.5% | 3.1% | 29.68 | 1.69 | $555,116 |
| 5 | ambercoralemeraldgarnetjade | 92.1% | 3.1% | 29.68 | 1.66 | $460,576 |
Individual System Performance (2025)
$100K per system
| System | Return | Max DD | Calmar | PF | Net P&L |
|---|---|---|---|---|---|
| amber | 169.1% | 7.0% | 24.10 | 2.47 | $169,101 |
| jade | 57.5% | 5.8% | 10.00 | 2.15 | $57,483 |
| peridot | 186.8% | 21.6% | 8.65 | 1.61 | $186,834 |
| garnet | 90.5% | 11.4% | 7.95 | 1.64 | $90,454 |
| coral | 79.5% | 16.8% | 4.72 | 1.45 | $79,505 |
| emerald | 64.0% | 14.2% | 4.50 | 1.30 | $64,034 |
| lapis | 94.5% | 25.9% | 3.64 | 1.86 | $94,539 |
| sapphire | 42.4% | 12.0% | 3.54 | 1.36 | $42,370 |
| ruby | 33.2% | 12.5% | 2.66 | 1.13 | $33,222 |
| zircon | 47.1% | 25.9% | 1.82 | 1.47 | $47,107 |
Best Combination by Year (Calmar)
| Year | Best Combination | Capital | Return | Max DD | Calmar | PF |
|---|---|---|---|---|---|---|
| 2018 | amberemeraldgarnetsapphirejade | $500K | 7.9% | 0.9% | 8.40 | 2.09 |
| 2019 | lapis | $100K | 8.5% | 0.0% | ∞ | ∞ |
| 2020 | ambercoralemeraldgarnetsapphirelapis | $600K | 81.5% | 1.7% | 49.03 | 1.73 |
| 2021 | amberemeraldrubygarnetlapiszircon | $600K | 65.4% | 1.5% | 42.28 | 2.17 |
| 2022 | rubysapphire | $200K | 192.8% | 1.9% | 103.18 | 2.24 |
| 2023 | amberrubyzircon | $300K | 100.6% | 2.5% | 40.82 | 2.20 |
| 2024 | amberemeraldrubygarnetjadelapiszircon | $700K | 92.4% | 1.5% | 62.74 | 2.56 |
| 2025 | amberjadelapis | $300K | 107.0% | 3.4% | 31.88 | 2.17 |
Full 10-System Portfolio Performance
$1M total capital ($100K × 10 systems)
| Year | Return | Max DD | Calmar | Profit Factor | Net P&L |
|---|---|---|---|---|---|
| 2018 | 7.1% | 1.4% | 5.05 | 1.30 | $70,513 |
| 2019 | 7.0% | 1.5% | 4.61 | 1.28 | $70,097 |
| 2020 | 75.0% | 2.0% | 37.57 | 1.66 | $749,765 |
| 2021 | 64.0% | 2.1% | 29.78 | 1.96 | $639,518 |
| 2022 | 132.8% | 2.1% | 62.69 | 1.76 | $1,328,086 |
| 2023 | 60.8% | 3.0% | 19.95 | 1.61 | $608,051 |
| 2024 | 91.6% | 1.9% | 48.03 | 2.11 | $916,419 |
| 2025 | 86.5% | 5.4% | 15.87 | 1.55 | $864,648 |