As I said before, I find that the performance rating is too volatile and that it has too much importance in the D-score.
So I removed the filtering by D-score and Pf.
I created 2 filters to replace the 4 filters I used until now.
The darwins that were present in the old filters are allmost all contained in the new ones.
FILTER 1 (La<7.5):
Risk Stability Score: 7.5 - Max.
Loss Aversion Score: Min. - 7.5
FILTER 2 (La>7.5):
Risk Stability Score: 6 - Max.
Loss Aversion Score: 7.5. - Max
COMMON TO BOTH FILTER:
Risk Adjustment Score: 7.5 - Max.
Return Last Year: 5 - Max.
Experience Score: 10 - Max.
Market Correlation Score: 8 - Max.
Number of trades Last month: 1 - Max.
Investors Currently: 2 - Max.
Days in Darwinex Current: 180 - Max.
Monthly divergence Current: -0.5 - Max.
I also decided to increase the number of Darwins in the portfolio to try to improve diversification.
The investment by darwin is now $ 200.
It is usually not advisable to diversify a portfolio as much, but I think there is much less correlation between Darwins than other types of investment.
In addition, it seems difficult to eliminate potentially dangerous darwins from selection.
As a result, I think that the higher the number of Darwins, the more the underperformance of one of them has an impact on the portfolio.
However, many strategies exploit recurring movements in one way or another.
As a result, when the market behaves in an unusual way, it is likely that many Darwins suffer from it simulataneously, even if they use very different strategies and with a very weak correlation.
So it is not certain that greater diversification brings more stability, but I think the experience can be interesting.
For the month of October, the portfolio contains :
ABH AQA AVI BAS CBH CBY CSP DCD DLI DZL ERQ FEG FER GTD JMP KGL KVL LDZ LLZ LVS LZB LZL MIZ MYQ NSC NTI OLE ONE OSM OVL PLF PUZ PYC QUA SCN SKJ STP STV SYO THA UEI ULI VFL VLS VRT VVC XYF YZF ZTY
Darwins sold :
ICX EZX UYZ OOA IGX IDT TGB SCQ
Darwins bought :
QUA XYF VLS LZL JMP LZB ZTY YZF DCD PLF KGL VFL LLZ LVS ULI NSC OSM LDZ CSP FER VVC MIZ AVI PFI
Have a nice day.