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IntradaySoft CORE (January 26 – February 1)
The second week of public portfolio tracking has been completed.
All systems continue operating under live market conditions with unchanged allocation and controlled exposure.
No martingale.
No grid.
No risk escalation.
📊 Weekly Portfolio Performance
• Portfolio Return: -1.03%
• Weekly Net Result: -$190.52
• Efficiency Index: 99.03 → 98.01
This marks the second consecutive negative week.
However, the decline remains moderate and fully within statistical expectations for a diversified algorithmic structure.
Total drawdown since launch: approximately -1.99%.
This level is technically controlled and does not indicate structural instability.
* 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 | 17 | 124 | 35 | 118 | -27.9 | 11.16% | 0.44 | 1867 | -133.74 | -6.68% |
| Scopoli | 17 | 13 | 48 | 54 | -6.3 | 5.99% | 0.74 | 2222 | 46.61 | -2.05% |
| Shark FX | 23 | 7 | 30 | 38 | 3.4 | 1.9% | 1.25 | 3108 | 30.62 | 0.99% |
| Investor Superstar | 22 | 15 | 50 | 65 | -7.4 | 1.86% | 0.66 | 3380 | -41.02 | -1.20% |
| Flash Scalper | 25 | 6 | 29 | 31 | 2.6 | 3.51% | 1.1 | 1415 | 7.51 | 0.53% |
| Merkava | 13 | 8 | 54 | 40 | -4.6 | 3.12% | 0,59 | 1987 | -42.47 | -2.09% |
| Futuricon | 10 | 9 | 68 | 64 | -24.1 | 2.16% | 0.34 | 2010 | -34.34 | -1.61% |
| Scalping Station | 23 | 15 | 40 | 49 | -2.4 | 3.92% | 0.88 | 2284 | -23.69 | -1.67% |
🔎 System Behavior Overview
Positive contributors this week:
Scopoli
Shark FX
Flash Scalper
Primary negative impact:
One Man Army DS
Merkava
Futuricon
Despite 5 out of 8 systems closing negative, no abnormal portfolio-level volatility occurred.
Losses were distributed rather than concentrated.
📈 Risk and Structure
There were:
✔ No capital stress events
✔ No cascading drawdowns
✔ No abnormal exposure spikes
✔ No manual intervention
The systems operated strictly within their statistical logic.
Two consecutive negative weeks are not unusual in multi-strategy algorithmic portfolios, especially when certain market regimes temporarily disadvantage specific models.
🧠 Market Phase Context
The recent market environment has shown characteristics that are less favorable for certain mean-reversion models.
This is part of cyclical behavior.
Different market structures reward different algorithmic logic.
The objective is not to avoid negative weeks — but to maintain controlled downside and prepare for structural recovery.
🎯 Management Position
No allocation changes are made.
The CORE structure remains intact.
Short-term fluctuations do not justify structural adjustments.
Risk management discipline remains the primary priority.
📌 Week 2 Conclusion
After two weeks:
• Total Portfolio Change: -1.99%
• Risk remains controlled
• No structural instability detected
The portfolio is operating within expected statistical boundaries.
The next reporting periods will provide additional clarity as more data accumulates.
IntradaySoft CORE is designed for structured long-term performance, not weekly optimization.