📊 ERIKSSON SYSTEMS – OVERALL PORTFOLIO PERFORMANCE
This efficiency overview represents the mixed outcomes of the total Eriksson Methods portfolio when working all techniques collectively in a single account.
The portfolio is constructed utilizing a long-term diversification strategy throughout a number of markets and technique varieties, the place every Skilled Advisor is weighted to contribute related total danger.
✅ Backtesting Setup
Check Interval: January 2020 – February 2026
Beginning Steadiness: $100,000
Threat Calculation Base: Fastened beginning stability ($100,000)
No compounding impact (danger stays fixed all through the whole take a look at)
All techniques are examined collectively utilizing equal-weighted portfolio danger settings
⚙️ Portfolio Threat Allocation (Equal-Weighted)
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📈 Efficiency Metrics (2020 – Feb 2026)
Efficiency
Threat / Stability
Max Complete Drawdown: 23.4%
Longest Stagnation Interval: 135 days
Return / Drawdown Ratio: 34.66
Technique High quality
Revenue Issue: 1.35
Win Fee: 43.19%
Commerce Statistics
Largest Profitable Commerce: +7.4%
Largest Shedding Commerce: -1.9%
Common Profitable Commerce: 0.32%
Common Shedding Commerce: 0.18%
Most Consecutive Wins: 19
Most Consecutive Losses: 21
🔥 Portfolio Abstract
The Eriksson Methods Portfolio is designed for merchants who worth long-term efficiency via diversification, not short-term hype.
As an alternative of counting on one single technique or one market, the portfolio combines a number of impartial Skilled Advisors throughout totally different symbols and buying and selling behaviours. This reduces dependency on any single market situation and creates a extra secure long-term efficiency profile.
