Investment Portfolio Forward Test

Darwin Asset WET is “tethered” to another pair of Darwin Assets

I have a theory about investing with Darwinex Asset Classes “Darwins”and being the trader of the Darwin Asset WET I am testing a method of identifying other Assets by “tethering” them to WET.

Using my own metrics and performance data I aim to find similar performing Darwins but with limited correlation in parts of the underlying strategies but crucially with correlation in other elements of the strategy.

Additionally I will be using a fractional investment method over a period of time to allocate the $15K demo margin to the three Darwins which will be: WET (mine), SYO and HFD.

Monitoring the performance of the traders will be at high level and light touch, as long as consistency and activity is stable I don’t need to spend too much time on this. Perhaps an hour per week. The Darwin Assets will be changed if my criteria isn’t met but ideally this is a last resort due to the short timespan of the test.

The aim of this test is to achieve a return above inflation on cash held over a minimum 3 months to a maximum 7 month period after costs.

I will update the progress further down the line.

As usual, this post IS NOT financial advice!

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