The 19 system and 38 system portfolios for the NinjaTrader 8 Stock Index Portfolio is the discussion. We scroll through the equity curves of all 38 strategies.
It doesn’t do any good to build a portfolio that has been perfected to fit past data. We build portfolios based on 3 basic concepts:
1.) Combine Strategies in Runups and Drawdowns 2.) Include different methodologies, trend, countertrend, mean reversion 3.) Additional diversity for different markets, timeframes, and exit methodology
We like to see different types/shapes of equity curves. This is what we show in the video for the Stock Index Portfolio: