Balanced portfolio
Orion
Orion uses four sleeves to study a wider combination of trading approaches. Adding components changes the review work; it does not by itself demonstrate diversification.
Names identify our research structures. They are not risk ratings, suitability assessments or recommendations to allocate money.
Weekly track record
Weekly normalized $10,000 portfolio path
The line shows completed Friday balances only. Switch between 1M, 3M and the complete record; the published figures below remain based on the full position-by-position sequence.
Move across the chart, tap a point, or focus a point and use the arrow keys.
Normalized $10k balanceOrion
Not enough history
The line shows completed Friday balances only. Switch between 1M, 3M and the complete record; the published figures below remain based on the full position-by-position sequence.
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Weekly balance decline from the running peak
Calculated from the displayed weekly balances. This coarser series is not the official maximum drawdown and does not measure intraday equity risk.
iAll three card charts use the same $10,000 baseline and shared vertical scale. They are sampled at Friday end-of-week balance for readability. Published 1M, 3M, since-start and Max Balance Drawdown figures are calculated from the complete normalized closed-position sequence. Historical performance is not a forecast or guarantee.
Max Balance Drawdown is based on the normalized closed-position balance sequence; it does not represent worst intraday floating exposure.
The question we investigate
What we review together
Shared exposure
Different algorithms can still hold the same market direction at the same time. We examine position timing and common sources of loss.
Risk allocation
A weight affects exposure, not just presentation. We consider position sizing, concentration and drawdown alongside the operational limits of each component.
Periodic review
Monthly rolling-window reviews help organise our observations. Any adjustment needs a reason and a record; recent performance alone is not a reliable selection rule.
Strategy architecture
Public roles, private implementation.
The public view describes the role of each sleeve without publishing exact Expert Advisor identifiers, account routing, or proprietary implementation details.
4Strategy sleeves
Return contribution
Share of the recorded normalized since-start return. This is not a capital-allocation weight.
Public strategy roleReturn contributionPurpose
Core systematic sleeve
40.7%
Primary automated anchor
Adaptive multi-market sleeve
34.0%
Broader systematic participation
Price-location sleeve
0.9%
Supply-based decision diversification
Validated micro-system group
24.4%
Focused additional return source
Profile
The question we investigate
Do the additional sleeves change the timing of losses or mainly repeat existing exposure?
Review
How it is monitored
Reviewed weekly as a coordinated automated portfolio. The chart uses Friday points; official performance statistics continue to use every eligible normalized closed position.
Portfolio FAQ
Short answers
Why is Orion the core profile?
It keeps Aegis’s established base, then adds price-location and validated micro-system diversification without taking Nova’s full breadth.
Does Orion still use the market-structure sleeve?
No. The current Orion definition replaces that role with the validated micro-system group.
How is Max Balance Drawdown calculated?
From the complete normalized position-by-position balance sequence, not from the weekly chart points.
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Questions
A research question or an engineering brief?
Questions about the design or the software specification are welcome. No account-management or portfolio-access offer is made here.
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