Growth portfolio
Nova
Nova uses eight sleeves, including additional gold exposure. A broader architecture introduces more interactions, execution dependencies and concentration questions.
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 balanceNova
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.
Nova’s 14.80% Max Balance Drawdown is balance-based. It does not capture the maximum floating/intraday exposure, which can be materially higher.
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.
8Strategy sleeves
Return contribution
Share of the recorded normalized since-start return. This is not a capital-allocation weight.
Public strategy roleReturn contributionPurpose
Independent XAU sleeve
16.5%
Additional independent return source
Core systematic sleeve
34.2%
Primary automated anchor
Adaptive multi-market sleeve
28.5%
Broad automated participation
Market-structure sleeve
12.3%
Behaviour diversification
Price-location sleeve
1.9%
Secondary systematic diversification
Additional positive systematic sleeves
6.6%
Broader opportunity participation
Profile
The question we investigate
Which dependencies become visible only when the full combination is examined?
Review
How it is monitored
Reviewed weekly with additional attention to aggregate exposure and drawdown. Because Nova contains an independent XAU sleeve, floating intraday risk can be higher than the published balance-based drawdown.
Portfolio FAQ
Short answers
Why is Nova the higher-risk profile?
It combines more simultaneous positive strategy exposure and adds an independent XAU sleeve that is not present in Orion.
Does 14.80% represent the worst possible intraday loss?
No. It is Max Balance Drawdown from the normalized closed-position sequence. Floating intraday exposure can be materially higher.
Why is the public chart weekly?
Weekly Friday points improve readability. No losses are removed: official return and drawdown statistics still use the complete normalized sequence.
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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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