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Trading Game - first simulation

Created byuser-avncfk
None Rebalancing
EUR
Moderate Risk
0.4yr backtest
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Performance Summary

Total Return+3.62%
Annualized Return+8.99%
Volatility+11.26%
Sharpe Ratio0.62
Max Drawdown+5.15%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Precious Metals 10.0%
Holdings Details
Diversified ETF portfolio blending global momentum stocks, European covered-call equity, managed futures, and 10% gold for resilient all-weather growth.
AssetTypeAllocationTER
XDEM.XETRA
Xtrackers MSCI World Momentum UCITS ETF 1C • IE00BL25JP72
ETF
40.0%0.25%
UIQ4.XETRA
UBS Euro Equity Defensive Put Write SF UCITS ETF EUR acc • IE00BLDGHT92
ETF
40.0%0.21%
MFEH.XETRA
iMGP DBi Managed Futures Fund R EUR HP UCITS ETF • LU3359622902
ETF
10.0%0.75%
4GLD.XETRA
Xetra-Gold • DE000A0S9GB0
ETF
10.0%0%
Total100.0%0.26%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,362.11
Histogram of Monthly Returns
The portfolio had a positive return during 4 of the 6 months (67%)
Monthly Returns Heatmap
Best month: +3.2% • Worst month: -3.7% • Best year: 2026 (+3.6%) • Worst year: 2026 (+3.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026----+1.5%+2.9%-3.7%+1.0%+3.2%-1.1%--+3.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +5.15% • The longest drawdown period lasted for 2 months and was between July 2026 and September 2026. It reached a trough of -5.1%.

Detailed Metrics

Returns
Total Return
+3.62%
Annualized Return
+8.99%
Avg Monthly Return
+0.62%
Risk
Volatility (Annual)
+11.26%
Max Drawdown
+5.15%
Positive Months
67%
Average Drawdown
-1.8%
Risk-Adjusted
Sharpe Ratio
0.62
Risk-free rate: 2.0%
Sortino Ratio
0.64
Downside risk adjusted
Return/Volatility
0.80
Calmar Ratio
1.75
Return/Max Drawdown
Ulcer Index
1.98
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,362.11
Backtest Period
2026-05-18 to 2026-10-16
0.4 years
Rebalancing
none
Base Currency
EUR