Portfolio & strategy review

Profit-and-longevity research ranking: 70 points for total profit after recorded costs in USD and 30 for the strategy's recorded operating age. Profit quality is 50 + 50 × USD profit ÷ (absolute USD profit + 100). Longevity increases linearly to 30 points over 90 days. Profitable portfolios rank ahead of break-even and losses, using the same 55–100, 50–54.9 and 0–49.9 score bands. Since-start uses total lifetime P&L; the optional 24-hour score uses the actual USD equity change in that window, plus lifetime age. Returns, holding advantage and drawdown remain visible but no longer add score points. Raw USD profits favour larger budgets; compare the displayed starting capital and percentage returns. EUR-funded figures use the recorded display FX rate. This is a declared research preference, not a calibrated forecast.

24-hour scores use the same full 24-hour recorded window, on a 15-minute grid. Observations are carried forward for at most 30 minutes; at least four distinct matched observations, both endpoints and 90% coverage are required. Values are rebased at the window start. 24-hour scores exclude returns and costs incurred before that window; since-start scores retain each portfolio’s original capital basis, launch costs and earlier losses. Lifetime coverage is checked from its own launch, and sampled drawdown includes starting capital. Missing launch history stays unranked.

References, currencies, exposure and asset universes differ between experiments. Every ranking uses the portfolio’s own matched unchanged holding; ML-on/off control comparisons remain separately available in its details. Since-start scores cover different durations and market conditions, so their comparison is provisional. Neither ranking is a validated prediction of future profitability. Missing, stale and archived data remain unranked. All methods remain accessible. Details show each score’s calculation.

Arrows show research-score changes in points versus 6 hours, 12 hours, 1 day and 7 days earlier: current score − earlier score. Scores use a 0–100 scale; a rise from 25.5 to 80.1 is +54.6 points. Portfolio returns keep their percentage labels. Arrows follow the selected ranking period. Earlier scores are reconstructed from recorded portfolio histories using the same portfolios eligible at both dates and selected formula. The fixed formula is recalculated at both dates. Adding another portfolio does not change the component scales. New strategies wait for sufficient history; this is a score change, not portfolio P&L. A dash means that period lacks matched history. A zero prior score is valid for a change measured in points. Data refreshes automatically.