IntradaySoft CORE

Intradaysoft CORE (June 14 – June 21)

intradaysoft core report

The third week of June became one of the most challenging periods of the year for the CORE Index portfolio.

Financial markets remained under pressure from geopolitical uncertainty, elevated volatility and rapidly changing market sentiment. During such periods many trading systems struggle to adapt because market behavior becomes less predictable and less consistent than usual.

As a result, the portfolio finished the week in negative territory.

However, it is important to understand that periods like this are a normal part of professional portfolio management.

No portfolio grows in a straight line.

Growth phases are always followed by corrections, and corrections are often followed by new growth cycles. The purpose of the CORE Index is not to avoid every drawdown, but to survive difficult market environments and continue growing over the long term.

Intradaysoft Core Index

Intradaysoft Core Index
Intradaysoft Core Index
January 25, 2026 February 1, 2026 February 8, 2026 February 15, 2026 March 1, 2026 March 8, 2026 March 15, 2026 March 22, 2026 March 29, 2026 April 5, 2026 April 12, 2026 April 12, 2026 April 26, 2026 May 4, 2026 May 10, 2026 May 17, 2026 May 24, 2026 May 31, 2026 Jun 7, 2026 Jun 14, 2026 Jun 21, 2026
99.03 98.01 100.7 101.33 101.93 102.97 104.68 107.23 106.29 105.38 106.37 106.37 107.15 108.32 107.66 108.02 109.47 110.07 109.81 111.11 108.84

* IntradaySoft CORE Index tracks the combined performance of all active CORE trading systems.

The index is capital-weighted, meaning each system contributes proportionally to its allocated capital. Weekly portfolio returns are calculated from total net profit relative to total starting capital and compounded over time.

The index starts at 100 and reflects real, structured portfolio growth under live market conditions.

EA NAME Number of deals Average Duration hours Expectancy Max DD% Weekly PF Balance $ Weekly Profit $
Weekly Return %
One Man Army DS 12 65 13.5 4.71% 3.89 $3,119.72 $85.66 2.82%
Scopoli - - - - - $3,446.33 - 0
Shark FX 15 17 -11.0 3.24% 0.39 $3,493.54 -$89.67 -2.50%
Investor Superstar 8 18 -30.2 1.40% 0.10 $1,570.43 -$22.27 -1.40%
Flash Scalper 7 14 -32.5 3.99% 0.02 $3,298.32 -$137.08 -3.99%
Scalping Station 15 21 -1.9 2.53% 0.76 $3,361.37 -$34.11 -1.00%
Vertigo 2 21 -18.7 1.86% 0.37 $2,156.74 -$40.86 -1.86%
SWING MASTER 6 18 -27.3 3.16% 0.15 $3,121.69 -$99.86 -3.10%
Jackal System 4 13 -41.0 2.49% - $2,537.30 -$64.72 -2.49%
Superior Trader 25 22 -12.6 5.70% 0.42 $2,096.96 -$111.52 -5.05%
Grabber 3 deals 12 122 -33.9 4.86% 0.30 $1,631.50 -$64.08 -3.78%
HIGH TOWER 20 71 -14.7 2.48% 0.49 $1,863.87 -$27.43 -1.45%

📊 Weekly Performance

The strongest performer of the week was once again:

🥇 One Man Army DS+2.82%

While most systems experienced pressure, One Man Army DS continued to demonstrate strong resilience and became the only major contributor to portfolio profitability.

Several systems remained relatively stable despite difficult conditions:

  • Scopoli → 0.00%
  • Investor Superstar → -1.40%
  • HIGH TOWER → -1.45%

These results indicate that not all systems reacted equally to the challenging market environment.


⚠️ A Difficult Week For Trend And Reversal Systems

This week both trend-following and mean-reversion strategies faced significant challenges.

The largest drawdowns were recorded by:

  • Superior Trader → -5.05%
  • Flash Scalper → -3.99%
  • Grabber 3 Deals → -3.78%
  • SWING MASTER → -3.10%
  • Shark FX → -2.50%

Such synchronization of losses across multiple strategies is unusual but not unprecedented. Similar periods have occurred many times in the past and are typically followed by phases of recovery when market structure becomes more stable.


Portfolio Performance

Total Portfolio Profit:

-605.94 USD

Portfolio Capital:

29,697.77 USD

Weekly Portfolio Return:

-2.04%


CORE Index Update

Previous CORE Index:

111.11

Current Weekly Return:

-2.04%

Updated CORE Index:

108.84


Looking Ahead

The most important thing to remember is that CORE Index is designed as a long-term portfolio.

The systems inside the portfolio use different trading approaches, different market logic and different entry mechanisms. Because of this, periods of weakness are often followed by periods where leadership rotates between systems.

In previous months we have already seen multiple examples where systems that experienced temporary drawdowns later became the strongest contributors to portfolio growth.

This rotation effect remains one of the key strengths of the CORE Index concept.


Conclusion

While this was undoubtedly a difficult week, it does not change the long-term outlook of the portfolio.

Corrections are a natural component of every investment strategy, every trading portfolio and every equity curve.

The portfolio remains diversified, actively managed and continuously evolving.

For long-term investors, periods like this should be viewed not as a failure of the portfolio, but as a normal stage in the journey toward future growth.

The market never moves in a straight line.

Neither does a successful portfolio.