Blog
Intradaysoft CORE (March 30 – April 5)
The past trading week turned out to be particularly challenging for the market environment.
Ongoing geopolitical tensions in the Middle East, combined with rising oil prices, continued to put pressure on global financial markets. This resulted in increased volatility and unstable market structure, making it difficult for many algorithmic strategies to perform consistently.
Such conditions typically lead to rapid transitions between market regimes — from trend to reversal and back — which negatively impacts both trend-following and mean reversion systems.
* 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 Loss Pips | Expectancy | Max DD% | Weekly PF | Balance $ | Weekly Profit $ | Weekly Return % |
| One Man Army DS | 17 | 20 | 23.7 | 3.42% | 18.93 | $1,671.40 | $98.24 | 7.12% |
| Scopoli | 6 | 25 | 17.1 | 2.25% | 2.22 | $3,315.01 | $53.36 | 1.64% |
| Shark FX | 10 | 39 | -13.1 | 3.15% | 0.28 | $3,557.85 | -$86.20 | -2.37% |
| Investor Superstar | 7 | 70 | -51.8 | 1.37% | 0.21 | $3,387.30 | -$47.18 | -1.37% |
| Flash Scalper | 9 | 37 | -6.8 | 1.40% | 0.52 | $3,161.49 | -$40.60 | -1.27% |
| Merkava | 17 | 52 | -36.3 | 7.81% | 0.18 | $1,868.78 | -$158.24 | -7.81% |
| Futuricon | 6 | 66 | -66.1 | 2.63% | - | $1,937.64 | -$52.30 | -2.63% |
| Scalping Station | 14 | 41 | -1.4 | 3.15% | 0.89 | $2,478.92 | -$13.63 | -0.55% |
| YEN STRIKE | 3 | 139 | -139.5 | 2.58% | - | $1,974.28 | -$52.28 | -2.58% |
| Vertigo | 6 | 65 | 18.5 | 1.28% | 2.29 | $1,052.35 | $17.09 | 1.65% |
| Prometheus Scalper | 7 | 60 | -9.4 | 2.66% | 0.65 | $2,115.27 | -$22.07 | -1.03% |
| Jackal System | 9 | 38 | -4.6 | 2.82% | 0.73 | $1,994.05 | -$20.28 | -1.01% |
Weekly Leaders
Best Performing Systems
🥇 One Man Army DS — +7.12%
🥈 Vertigo — +1.65%
🥉 Scopoli — +1.64%
These systems managed to adapt better to volatile conditions and provided positive contribution to the portfolio.
⚠️ Weakest System
Merkava
Merkava showed the worst performance this week:
-7.81%
This is a significant drawdown relative to the portfolio standards and requires close monitoring.
⚠️ Portfolio Adjustment
Following the latest performance analysis, I have made the decision to remove the following systems from the CORE Index:
- Merkava
- Futuricon
- YEN STRIKE
Reason for Removal
These systems showed signs of instability under changing market regimes.
In particular:
- difficulty adapting to volatility shifts
- inconsistent behavior during market transitions
- reduced reliability in both trend and non-trend environments
Risk Management Note
If the drawdown of Merkava continues to increase in the coming weeks, I will consider:
👉 removing it from the CORE Index
👉 and moving it to Intradaysoft LAB for further analysis and optimization
This is part of the active portfolio management approach:
- systems are continuously evaluated
- underperforming strategies are adjusted or removed
- portfolio stability remains the top priority
Portfolio Statistics
Number of systems in CORE portfolio: 12
Average weekly portfolio return:
-0.85%
CORE Index Calculation
Previous CORE Index value:
106.29
Weekly portfolio return:
-0.85%
New CORE Index Value
105.38
Interpretation
Despite a difficult market environment and broad negative performance across multiple systems, the overall portfolio decline remained controlled.
Key observations:
- only a few systems remained profitable
- losses were distributed across multiple strategies
- no single system caused catastrophic damage
This again confirms the importance of diversification.
Even in adverse conditions, the CORE portfolio maintains structural stability and limits downside risk.
🔬 Ongoing Development (LAB)
At the same time, I am actively working on expanding the strategy base.
Several new trading systems are currently being prepared for publication in the Intradaysoft LAB section.
These systems are undergoing testing and evaluation, and I expect that some of them may:
- strengthen the portfolio structure
- improve diversification
- enhance overall stability of the CORE Index
The LAB remains a key part of the ecosystem, serving as a pipeline for future CORE strategies.
Conclusion
The current market phase continues to challenge algorithmic trading systems.
However, this is exactly the type of environment where strong portfolio construction proves its value.
The focus remains unchanged:
- monitoring system performance
- controlling risk
- continuously improving the portfolio