Intradaysoft CORE Index
Intradaysoft CORE Index is a public performance index built from a curated portfolio of Intradaysoft trading systems (“EAs”), each running on its own dedicated account and tracked weekly.
The goal of CORE is not to chase extreme returns.
The goal is controlled, predictable capital growth through diversification, disciplined risk management, and transparent reporting.
CORE is the “main fund layer” of the Intradaysoft ecosystem — consisting only of systems that fit strict stability requirements.
Expert advisors (trading bots) that are currently included in the Intradaysoft Core Index
SYSTEM NAME | BALANCE ($) | WEIGHT (%) |
|---|---|---|
| Investor Superstar | 3,374 | 13.79% |
| Shark FX | 3,167 | 12.94% |
| Scopoli | 3,111 | 12.71% |
| Flash Scalper | 3,113 | 12.72% |
| Scalping Station | 2,396 | 9.79% |
| YEN STRIKE | 2,093 | 8.55% |
| Merkava | 2,056 | 8.40% |
| Futuricon | 2,029 | 8.29% |
| 1,118 | 4.57% | |
| Project Pegasus | 1,016 | 4.15% |
| Vertigo | 1,004 | 4.10% |
Please note: any expert advisor from Intradaysoft CORE Index can be purchased from my online store.
Why This Index Exists
Most algorithmic products are presented as standalone strategies.
In real trading, long-term stability is usually achieved through portfolio design, not through a single “perfect bot”.
Intradaysoft CORE Index is designed to demonstrate:
how a diversified multi-system portfolio behaves across different market regimes
how trend and mean-reversion strategies can compensate each other
how risk can be controlled through structure, not hope
how stable growth is built over time with discipline and transparency
How the Index Is Calculated
The CORE Index is calculated using an equal-weight weekly return model.
Step 1 — Weekly Return per System
Each week, every CORE system produces a weekly return in percent:
Returnᵢ = WeeklyProfitᵢ / CapitalStartᵢ
Where:
WeeklyProfitᵢ = net closed trading result for the week (deposits/withdrawals excluded)
CapitalStartᵢ = account capital at the start of the week (equal to the previous week’s ending capital)
Step 2 — Portfolio Weekly Return (Equal Weight)
We calculate the average return across all active CORE systems:
CORE_Return_week = (Return₁ + Return₂ + … + Returnₙ) / n
This keeps the index fair and comparable even when accounts have different balances.
Step 3 — Index Update
The index is a continuous curve starting from a baseline value (e.g., 100):
Index_new = Index_prev × (1 + CORE_Return_week)
This creates a clean, transparent performance curve that represents the “portfolio effect” rather than the performance of a single system.
What CORE Is (and What It Is Not)
CORE is:
a stability-focused index
a portfolio of verified systems with controlled risk
a long-term public reporting project
a structured framework designed to minimize correlation and reduce drawdowns
CORE is not:
a “get rich quick” product
a high-volatility speculation strategy
a marketing curve optimized for short-term hype
a place for experimental or aggressive systems
Aggressive and highly volatile strategies are tracked separately in Intradaysoft LAB.
Portfolio Construction Principles
1) Stability First
Profitability matters — but stability is mandatory.
CORE prefers systems that:
maintain controlled drawdowns
avoid aggressive risk behaviors
demonstrate consistent execution and recovery
2) Diversification by Strategy Regime
CORE is built from different trading “regimes”, for example:
mean-reversion / reversal systems
trend-following systems
volatility-filtered systems
The objective is simple:
when one regime struggles, another one should compensate.
3) Low Correlation Matters
Two profitable systems can still be dangerous if they lose at the same time.
That’s why CORE focuses on reducing synchronized drawdowns through portfolio design.
Correlation analysis is performed regularly (monthly/quarterly as data grows), and it influences future allocation decisions.
4) Controlled Risk Philosophy
CORE systems are selected with a conservative risk profile in mind:
no martingale
no grid averaging
defined risk per trade
structured portfolio control
Risk Management Framework
CORE follows a predefined drawdown corridor model:
0–5% Drawdown — Operating Zone
Normal fluctuation range. No changes.
5–8% Drawdown — Review Zone
Triggers analysis (correlation, concentration, regime shifts), not immediate intervention.
8–10% Drawdown — Structural Alert Zone
Deeper structural review; potential preparation for adjustments.
>10% Drawdown — Action Threshold
Possible portfolio action (reallocation, rotation, temporary exclusions to LAB), always data-driven.
Reporting & Transparency
CORE is updated weekly with:
system-level results
portfolio-level return
updated index value for the performance curve
Monthly reports may include:
deeper structural commentary
performance distribution insights
correlation observations
notes on market regime changes
The objective of reporting is not to show perfect weeks —
but to demonstrate process, discipline, and long-term consistency.
CORE vs LAB
CORE = stable portfolio layer (index systems only)
LAB = experimental & research layer (new systems, higher volatility models, development candidates)
A system can move from LAB to CORE only after it demonstrates:
stable behavior across market regimes
controlled drawdowns
structural value to the portfolio (low correlation / regime diversification)
Final Note
Intradaysoft CORE Index is built for traders who value:
discipline over hype
structure over randomness
controlled growth over extreme volatility
The index is designed to become stronger over time through:
continuous reporting
measured improvements
structured selection and portfolio evolution