| Measure | Mimosa | Concordia | Harmonia |
|---|---|---|---|
| Return | |||
| Return · 90 daysdeposit-adjusted | +1.7% | +0.9% | +1.1% |
| Return · year to date | +210.6% | +370.2% | +362.1% |
| Monthly average | +2.5% | +3.5% | +3.5% |
| Profitable weeks | 67% | 72% | 72% |
| Risk | |||
| Risk score1–10 · with reasons | 0 | 0 | 0 |
| Max drawdown · equity | −6.1% | −7.3% | −7.3% |
| Max daily drawdown | −2.5% | −3.8% | −3.5% |
| Longest drawdown | 80 days | 103 days | 105 days |
| Risk / trade | 0.8% | 0.2% | 0.2% |
| Recovery factor | 34.3 | 50.9 | 49.6 |
| Trading | |||
| Profit factor | 1.30 | 1.23 | 1.23 |
| Winning trades | 56% | 56% | 56% |
| Trades | 4,305 | 37,597 | 37,597 |
| Trades / week | 21.5 | 188.1 | 188.1 |
| Avg holding time | 2 days | 2.1 days | 2.1 days |
| Sharpe | 1.84 | 1.18 | 1.53 |
| Symbols and behaviour | |||
| Symbol splitlargest four | |||
| EURUSD share | 53% | 15% | 15% |
| Behaviour | Losers not held longer than winnersHolds positions over the weekend | Losers not held longer than winnersHolds positions over the weekend | Losers not held longer than winnersHolds positions over the weekend |
| Idea / signal hit rate | — signals | — signals | — signals |
| Proof and following | |||
| Proof | ◇ Research record | ◇ Research record | ◇ Research record |
| Verified history | 1399 days | 1399 days | 1399 days |
| Followers · paper copies | 1 · 0 | 0 · 0 | 0 · 0 |
| Delay gap of paper copies | — | — | — |
| Copying | Research record | Research record | Research record |
| ⚙ | ◈ | ◈ | |
|---|---|---|---|
| ⚙ | 1.00 | 0.69 | 0.67 |
| ◈ | 0.69 | 1.00 | 0.99 |
| ◈ | 0.67 | 0.99 | 1.00 |
Concordia and Harmonia move similarly (0.99). Combining them may expose you to similar risks at the same time.
Mimosa and Harmonia have the lowest correlation in this group (0.67). Compare their equal-weight basket’s historical results below.
| May | Jun | Jul | Aug | Sep | Oct | |
|---|---|---|---|---|---|---|
| Mimosa | +2.3 | −2.1 | +2.7 | +0.6 | +0.9 | +0.4 |
| Concordia | +2.0 | −0.4 | +3.4 | +0.1 | +0.7 | −0.2 |
| Harmonia | +2.0 | −0.1 | +3.3 | +0.1 | +1.0 | −0.3 |
Mimosa leads on return (+1.7%) with a drawdown of −6.1%; Mimosa has the lowest drawdown (−6.1%). Concordia and Harmonia share similar trading characteristics. Review their overlapping risks when considering them together.