I intend to do some major reshuffling. This is the first step. I should be dumping DAQ even if it was performing well -> too low EXP. Moreover, I was eyeing DAQ long time ago when I first started because it had high equity, but recent discussions about it made me pay attention to combination of equity and UNDERLYING VAR -> In case of DAQ, underlying VaR is low enough to negate any trust that might arise as a result of high equity.
So far I am sure that, THA 5000, SYO 5000 will remain unchanged. The rest are not properly diversified -> CLA behaves like LVS too much sometimes. CLA starting to exhibit loss aversion... Basically a ton of problems
Aside from Portfolio Backtester, I am working on separate Darwin Searcher - so we can search for Darwins with custom parameters in addition to normal Darwinex Filtering -> Such as [At least 24 Dperiods History], [At least 2 Years of History], [At least 100% Total Return], [After reaching EX 10 NEVER shows LA score < 5, NEVER RS < 5], [After EX 10, Never falls below 65 Dscore] etc.
After that I hope to find better Darwins, spend a good amount of time analysing new candidates, and make significant changes to Portfolio. The whole point of diversification is to withstand such continuously losing periods or Brexit like events - and since my current Portfolio does a poor job of that, I will be making changes.