◆ Portfolio Analysis 4 Systems · 2020–2026 · Backtest

Four systems.
One equity curve.

Any single system has good months and bad ones. The real edge in algorithmic trading isn't one perfect strategy — it's combining several uncorrelated ones so that when one is flat, another is working. Here's what that looks like when you run all four of my breakout systems together.

XAUUSD NASDAQ Multi-Symbol Multi-Timeframe
01 / The Thesis

Diversification does the heavy lifting.

A single Expert Advisor, no matter how well built, has a personality. It thrives in certain market conditions and struggles in others. Run it alone and your equity curve inherits all its mood swings — long flat stretches, sharp drawdowns, periods of doubt where you wonder if it's broken.

The fix isn't a "better" single system. It's running several uncorrelated systems together. When they trade different markets, different timeframes, and different setups, their individual rough patches rarely line up. One system's flat month is another's best month. The combined equity curve is smoother than any of its parts — and a smoother curve means smaller drawdowns, which means you can size up safely and stay in the game.

This isn't a marketing claim. It's measurable. Below is the actual backtested behavior of my four breakout systems combined into one portfolio, with a starting balance of $2,000.

02 / Combined Equity Curve

The portfolio vs. its parts.

Backtest 2020–2026. The four individual systems each grow steadily — but the combined portfolio (the bold line) climbs higher and smoother than any one of them alone. That's diversification, drawn out.

$50k $38k $25k $12k $0 2020 2021 2022 2023 2024 2025 2026
Portfolio (combined)
Range Breakout Fusion
Gold Spectrum
New York Breaker
Gold Breakout Fusion

Illustrative reconstruction of the combined backtest equity curve. Starting balance $2,000.

03 / Key Metrics

What the combination produced.

Combined portfolio, backtest 2020–2026, starting balance $2,000, 8,014 trades.

Return / DD Ratio
34.03
Return relative to max drawdown — the number I care about most.
Max Drawdown
6.11%
Worst peak-to-trough across 6+ years.
CAGR
31.94%
Compound annual growth rate.
Profit Factor
1.36
Gross profit ÷ gross loss. Honest, not inflated.
Win Rate
52.5%
Realistic — the edge is in R, not in win rate.
Total Trades
8,014
A large sample across all market regimes.
Important: These are backtest results, not live trading returns. Backtests are run on historical data with default settings and a $2,000 starting balance. Past performance in backtest does not guarantee future results. Markets change. Always validate on demo, start small on live, and never risk money you can't afford to lose.
04 / Diversification

Why it works: near-zero correlation.

This is the engine behind the smoother curve. Each pair of systems is measured for how their daily profit/loss moves together. Lower is better — it means they don't win and lose at the same time. Every pair here sits well below 0.2.

< 0.4 — low correlation (better diversification)
Gold Breakout Gold Spectrum New York Breaker Range Breakout
Gold Breakout Fusion 0.18 0.00 0.02
Gold Spectrum 0.18 -0.03 0.01
New York Breaker 0.00 -0.03 0.02
Range Breakout Fusion 0.02 0.01 0.02

The highest correlation in the whole matrix is 0.18 — between the two gold systems, which makes sense since they trade the same metal. Everything else is essentially uncorrelated (around zero). New York Breaker, trading the NASDAQ during the US session, has practically no relationship with the gold systems at all. That's exactly what you want: four engines pulling in independent directions, smoothing the combined ride.

05 / Annual Consistency

Every year profitable.

Net profit per year for the combined portfolio. The point isn't the size of any one year — it's that there are no negative years across the full backtest. Consistency compounds.

2020
$2,091
2021
$3,624
2022
$5,123
2023
$3,680
2024
$11,052
2025
$13,434
2026
$8,684*

*2026 is a partial year (backtest through mid-year).

07 / Verify It Live

Don't take my word for it.

Backtests are a starting point, not proof. I run these systems on a real account and publish the verified performance independently through FX Monitor — you can watch the live equity curve update on the Live section of the homepage. To monitor your own multi-EA portfolio with the same kind of per-system breakdown, I built EA Performance Hub.

Build your own portfolio.

Start with one system, or assemble all four. The diversification benefit grows with every uncorrelated system you add.