Blog
IntradaySoft CORE (January 19 – January 25)
The IntradaySoft CORE portfolio officially begins its public performance tracking.
- All systems operate under real market conditions.
- No martingale. No grid. No artificial risk escalation.
- Only structured algorithmic execution with controlled exposure.
📊 Weekly Portfolio Performance
- Portfolio Return: -0.97%
- Weekly Net Result: -$167.67
- Efficiency Index: 100 → 99.03
The first reporting week closed slightly negative.
The total drawdown remained below 1%, which is well within normal weekly market volatility.
This reflects a controlled risk environment rather than aggressive exposure.
* 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 | Average Win pips | Average Loss Pips | Expectancy pips | Max DD% | Weekly PF | Balance $ | Weekly Profit $ | Weekly Return % |
| One Man Army DS | 5 | 135 | 35 | 169 | -5.5 | 1.45% | 1.81 | 2001 | 21.06 | 1.06% |
| Scopoli | 8 | 32 | 34 | 58 | 10.7 | 1.44% | 1.63 | 2268 | 29.47 | 1.32% |
| Shark FX | 28 | 6 | 14 | 27 | -6.5 | 2.93% | 0.44 | 3077 | -92.81 | -2.93% |
| Investor Superstar | 9 | 19 | 24 | 65 | -61.1 | 1.95% | 0.14 | 3421 | -58.90 | -1.69% |
| Flash Scalper | 13 | 9 | - | 64 | -1.14 | 2.49% | 0.58 | 1408 | -22.49 | -1.57% |
| Merkava | 10 | 22 | 50 | 69 | -21.5 | 4.86% | 0.54 | 2030 | -50.27 | -2.42% |
| Futuricon | 31 | 12 | 56 | 62 | 6.7 | 3.05% | 1.21 | 1044 | 10.82 | 1.05% |
| Scalping Station | 19 | 9 | 37 | 34 | 3.8 | 2.96% | 0.95 | 1810 | -4.55 | -0.25% |
🔎 System Behavior Overview
Positive contributors this week:
One Man Army DS
Scopoli
Futuricon
Primary negative impact:
Shark FX
Investor Superstar
Merkava
Although 5 out of 8 systems closed negative, portfolio-level drawdown remained limited.
This demonstrates:
✔ Risk distribution across systems
✔ Absence of high-risk concentration
✔ Controlled position sizing
✔ No panic adjustments
📈 Risk Structure
The portfolio showed no abnormal volatility spikes.
There were no cascading losses or capital stress.
The systems continued to operate within their statistical boundaries.
A controlled negative week is part of any professional portfolio structure.
🧠 Market Context
The observed market conditions were not optimal for certain mean-reversion models during this period.
This is expected behavior in a diversified algorithmic portfolio.
Different market phases benefit different strategy types.
The objective is long-term structural stability, not weekly perfection.
🎯 Management Position
No changes are made based on a single weekly result.
The allocation, risk profile, and exposure remain consistent.
The focus remains on:
• Statistical discipline
• Multi-system diversification
• Long-term efficiency
📌 Week 1 Conclusion
The portfolio launched with a controlled sub-1% weekly decline.
This is a technically healthy start for public tracking and confirms that risk is properly structured.
The next reports will allow deeper statistical analysis as more data accumulates.
IntradaySoft is built on systematic execution and structural portfolio logic — not short-term performance chasing.