Combine strategies into a portfolio — analyze correlation, risk contribution, diversification, and regime behavior
Portfolio
Core Portfolio — Balanced
Diversification Score
72/100
Total Capital
$100,000
PERSONAL CAPITAL
Effective Leverage
3.2x
Gross notional / equity
Gross Notional
$320,000
Total market exposure
Risk Budget Method
EQUAL RISK
Active allocation method
| STRATEGY | CAPITAL % | CAPITAL $ | RISK BUDGET | CLUSTER | ELIGIBILITY |
|---|---|---|---|---|---|
London Gold Momentum v4 Reduce 50% in MACRO_TRANSITION | 30% | $30,000 | $3,800 | GOLD / REAL-RATE | LIVE ACTIVE |
EURUSD Trend Continuation v2 | 25% | $25,000 | $2,200 | FX TREND | PAPER QUALIFIED |
US Index Position v3 Pause during RISK_OFF | 25% | $25,000 | $1,800 | EQUITY MOMENTUM | FORWARD QUALIFIED |
Gold Breakout System v2 | 20% | $20,000 | $2,200 | GOLD / REAL-RATE | PAPER QUALIFIED |
Both strategies trade XAUUSD with high return correlation (0.71). Apparent diversification may not be real — stress correlation rises to 0.88.
Both strategies have significant GBP/EUR FX exposure. Correlation increases materially during USD stress events.
No allocation method guarantees superior results. Each method reflects different assumptions about risk and return.