Calibration is historical
The chosen risk allocation uses the full historical interval. There is no independent forward validation of these portfolio weights. Losses and prolonged drawdowns remain possible.
D7 / EA PORTFOLIO
Eight strategies.
One account.
An established collection of trading approaches, brought together with configurable risk at each trade’s existing stop.
Explore the historical evidence01 / HISTORICAL EVIDENCE
The account, as a whole.
2020-01-01 – 2026-10-02 · MetaQuotes-Demo
USD 10,000 initial capital · 1-minute OHLC (Model 1)
Net trading result · USD+10,537.43
Maximum equity drawdown5.50%
Completed trades1,842
Profit factor1.30
Open full-size chart Scroll the table horizontally to see trades, drawdown and costs
| Displayed portion | Net USD | Closed trades | PF | Closed balance DD | Commission USD | Swap USD |
|---|---|---|---|---|---|---|
| 2020–2024 · component IS reference | +7,873.67 | 1,398 | 1.34 | 4.73% | 0.00 | -991.94 |
| 2025–2026 · component OOS reference / portfolio calibration | +2,663.76 | 444 | 1.22 | 4.03% | 0.00 | -294.20 |
Native entries: 1,530 long and 312 short. Commissions 0.00 USD; swap -1,286.14 USD; separate fees 0.00 USD. These trading costs are already included in net results; spread is reflected in fills. Software rental fees are not deducted from the backtest. Minimum native margin level: 105.17% (equity / used margin). Reference leverage is 1:500; other contracts or leverage can prevent entries or alter results.
Equity includes open P&L; the plotted series is sampled from native account marks. Maximum equity drawdown comes from the native report under the 1-minute OHLC model. Segment drawdown uses closed balance and does not represent floating losses. Segment cash flow follows deal dates; trade counts and net trade PF follow closing dates. These are portions of one continuous account. Calendar dates are native broker server dates.
02 / COMPOSITION
Different approaches.
Shared capital.
Original signals, stops, targets and exits.
The portfolio allocates the risk budget.
- 01Selective equity exposure
Sector Fire Sale Rebound
US equities · AMD
Long · 135 closed trades - 02Selective equity exposure
Buyback Reopen Support
US equities · AAPL
Long · 199 closed trades - 03Calendar-oriented FX
Sek Tax Prefund
FX · USDSEK
Short · 27 closed trades - 04Overnight participation
Gold Night Drift
Gold · XAUUSD
Long · 974 closed trades - 05Trend participation
Gold Trend Resume
Gold · XAUUSD
Long & short · 143 closed trades - 06Event-oriented reversal
Treasury Auction Inventory Fade
FX · GBPUSD
Long & short · 164 closed trades - 07Long-horizon participation
Praxis Index Trend
US index · US500
Long & short · 79 closed trades - 08Selective short exposure
AetherRetrace
FX · EURUSD
Short · 121 closed trades
Six published EAs and two individually approved IS/OOS strategies. The individual evidence windows differ: Praxis uses a legacy 2024+ holdout. Aether’s 2025 period was exposed during strategy selection and is not its untouched OOS; its qualified untouched OOS starts in 2026. SEK standalone defaults to TIME_ONLY; this portfolio embeds the tested R_TARGET 1.50R preset. Counts and directions describe this joint historical account, not future frequency. Earlier individual qualification does not certify future portfolio returns.
03 / INSTALLATION
One Expert.
Seven market symbols.
Use a compatible MT5 hedging demo account first. The portfolio requires the exact tested instruments and their historical data.
- 1
Check the account and instruments
Required: AMD, AAPL, USDSEK, XAUUSD, GBPUSD, US500 and EURUSD. Equity modules also require peer-symbol data (NVDA and INTC). Broker symbols and contracts must match the validated setup. Modules with absent required symbols remain uninitialized; their allocations are not redistributed. Availability is rechecked only when the Expert is reinitialized. Check the chart status: a partial composition does not reproduce the displayed eight-module account.
- 2
Install the portfolio Expert
Reference host chart: XAUUSD M1. Each component reads its own market context internally. Run only one portfolio Expert instance per account, and keep standalone component copies off that account to avoid position conflicts.
- 3
Set the aggregate risk budget
The measured preset requests a total potential risk budget of 5%. This is allocated to new trades. It is not a maximum daily loss or a maximum account drawdown. Volume steps, margin, gaps and fills can change realized risk. Accepted aggregate input range: 0.95%–6.78%. Native filled-entry stop risk in the measured account ranged from 0.042% to 1.471% of sizing equity across 1,842 entries. This is each filled trade’s risk to its original SL at the native conversion rate; it excludes costs and gaps beyond the stop.
04 / BEFORE YOU USE IT
Know the boundaries.
Coverage is finite
Retained event calendars have fixed endpoints. Treasury’s retained calendar ends in 2025; it cannot generate new event entries beyond that coverage. Buyback’s retained calendar reaches July 2026. All eight modules remain embedded; future event entries in these two modules require qualified calendar coverage.
Shared exposure has constraints
The two gold modules preserve their original foreign-position guards, so one can block the other. Hedging alone does not remove these exclusions. Individual small samples and weak recent results remain limitations.