This portfolio, is devoted to looking for Darwins performing today, with the hopes that they will keep performing tomorrow. I am looking beyond the typical metrics like EX, Number of Investors, X Years of Track Record etc. NOTE: These metrics I am looking beyond are excellent and it may seem counter-intuitive to ignore them but the aim of this is to find something different. The portfolio below just focuses on pure performance according to my own definitions. No special considerations or subjectivity applied.
So my filter are as follows:
Capacity Score: 4 - Max.
Monthly divergence Current: -0.5 - 4
Risk Stability Score: 7 - Max.
Loss Aversion Score: 6 - Max.
Trader's equity Current: 1000 - Max.
Performance Score: 7 - Max.
Drawdown Last Year: -20 - Max.
Return / Drawdown ratio Last 2 Years: 2 - Max.
Risk Adjustment Score: 7 - Max.
Notice I left out MC? Yes because most traders will have good scores there anyways and any that doesn't but still performs creditably is worth considering. LA at 6 is a middle ground for low and high LA Darwins performing well.
I intend to check it on the last day of every month.
Entry Rules: The Darwin only has to appear in this portfolio as at the time of checking. Bought with the same investment amount as others.
Exit rules: Loss of 20% of invested sum OR dropping out of this filter at the time of checking OR Both.
The Darwins in this portfolio at the start are:
Let's see how it goes!