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Intradaysoft CORE (February 23 – March 1)
Over the past week (February 23 - March 1), there was increased volatility across many asset classes. This proved to be a real structural test for the Intradaysoft CORE Index portfolio. Instead of a stable environment, the market shifted into a mode of heightened activity, which provided valuable information about how the CORE architecture behaves under pressure.
Below you can see the overall dynamics of changes in the CORE index created from Intradaysoft trading systems, which are available in my online store.
* 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 | 11 | 48 | 16.9 | 0.44% | 6.18 | 1118 | 25.32 | 2.32% |
| Scopoli | 4 | 19 | 28.3 | 0.11% | 10 | 3111 | 50.11 | 1.64% |
| Shark FX | 5 | 7 | -10.1 | 1.12% | 0.20 | 3167 | --28.60 | -0.89% |
| Investor Superstar | 4 | 22 | -32.6 | 1.06% | 0.10 | 3374 | -36.10 | -1.06% |
| Flash Scalper | 4 | 13 | 11.8 | 0.06% | 8.61 | 3113 | 17.81 | 0.58% |
| Merkava | 5 | 27 | 1.1 | 0.88% | 0.84 | 2056 | -5.51 | -0.27% |
| Futuricon | 16 | 21 | 3.3 | 1.99% | 1,06 | 2029 | 4.61 | 0.23% |
| Scalping Station | 7 | 18 | -16.2 | 2.50% | 0.36 | 2396 | -52.56 | -2.15% |
| Project Pegasus | 4 | 64 | 49 | 0.89% | 3.42 | 1016 | 21.84 | 2.20% |
| YEN STRIKE | 6 | 120 | 139 | 0.00% | 10 | 2093 | 106.98 | 5.38% |
| Vertigo | 7 | 10 | 1.8 | 1.21% | 1,09 | 1004 | 1.71 | 0.17% |
🔢 CORE Weekly Index Performance
Total systems active: 11
Winning systems: 7
Losing systems: 4
📈 Combined Weekly Result:
+7.16% aggregated return across systems
Average return per system: +0.65%
The index remained inside the predefined working drawdown corridor and demonstrated internal compensation between strategy groups.
This is exactly how a diversified algorithmic structure is supposed to behave.
🏆 Top Performers
🥇 YEN STRIKE
+5.38%
PF 10
Zero drawdown
Trend expansion phase fully captured.
🥈 One Man Army DS
+2.32%
PF 6.18
Max DD 0.44%
Controlled and precise execution.
🥉 Project Pegasus
+2.20%
PF 3.42
Strong performance in directional conditions.
⚖️ Structural Stabilizers
These systems did not generate explosive returns but helped maintain internal balance:
Flash Scalper +0.58%
Futuricon +0.23%
Vertigo +0.17%
Stability > aggression.
🔻 Systems Under Pressure
Scalping Station −2.15%
Investor Superstar −1.06%
Shark FX −0.89%
Merkava −0.27%
These systems faced pressure during regime transition.
However, drawdowns remained within acceptable limits.
No structural failure observed.
🧠 Regime Analysis
This week confirmed:
Trend systems compensated mean-reversion pressure
No synchronized collapse occurred
Internal diversification worked
Risk remained controlled
The CORE Index did not rely on a single strategy type.
It absorbed volatility through structural distribution.
📉 Risk Metrics
Highest individual weekly DD: 2.50%
No system exceeded critical risk threshold.
Index-level behavior stayed inside the predefined control corridor.
🏗 Portfolio Architecture Status
The addition of two new systems continues to strengthen diversification.
The current balance between:
Trend-following logic
Mean-reversion logic
Multi-asset exposure
is improving structural resilience.
🔍 Strategic Conclusion
This was not a “perfect” week.
It was a valuable week.
The portfolio demonstrated:
Controlled volatility
Internal compensation
No structural breakdown
Measured adaptability
The CORE Index continues to prioritize:
Controlled growth.
Capital protection.
Structural discipline.