Algorithmic Trading Portfolio Builder
Build algorithmic trading portfolios from qualified strategies.
SIPSALGO takes your qualified strategy library and searches combinations against the portfolio rules you set, keeping the candidates that pass for side-by-side comparison and deeper analysis.
From library to candidates
- Qualified strategiesStrategies that passed your Strategy rules
- Portfolio BuilderCombinations checked against your Portfolio rules
- Retained bankCompare → Analyse → Choose
From strategies to portfolios
A portfolio is judged as a combination.
A qualified strategy has passed your rules on its own. A portfolio has to work as a whole, so strong individual strategies do not automatically make the strongest portfolio. Read why the best individual strategies don't always build the best portfolio.
- Two strong strategies that trade the same way can add risk rather than balance.
- A modest strategy that behaves differently can make a combination steadier.
- So SIPS evaluates each candidate portfolio on its own combined trade stream.
Portfolio rules
Rules you set, applied to every candidate.
The Portfolio tab of Portfolio Settings holds the construction rules. You choose the values; every candidate must pass all of them.
Portfolio size
How many strategies each portfolio contains.
Market and direction limits
A minimum number of short strategies, and maximum strategies per market and per direction within a market.
Quality minimums
Minimum portfolio Profit Factor, Return/DD, Win % and Stability.
Drawdown limits
Maximum drawdown and maximum daily drawdown for the combined portfolio.
Maximum correlation
A ceiling on how closely the strategies inside a portfolio may move together.
Diversification minimums
A minimum number of markets, behaviours and timeframes represented in each portfolio.
Portfolio Builder
Search combinations, keep what passes.
Portfolio Builder searches combinations of your qualified strategies and keeps every candidate that passes your Portfolio rules as a retained portfolio bank. See the Portfolio Builder guide.
- Uses only your qualified strategies.
- Choose a Quick, Recommended or Deep search: the same rules and ranking, with a different number of candidates explored.
- If no combination passes your rules, the run says so. No portfolio is invented to fill the gap.
- Portfolios you saved, built yourself or connected to MT5 are kept when you run it again.
Portfolio Comparison
Review the whole bank side by side.
- A build summary: portfolios created, strategy coverage and concentration, portfolio diversity
- Market diversification, asset class mix and portfolio independence
- Strategy reuse: which strategies appear across many candidates
- A searchable, sortable table of every retained portfolio
No single score
Measures stay separate.
- SIPS does not collapse portfolios into one overall Portfolio Score
- Ranked lists show one real measure each, not a recommendation
- Portfolio Builder does not tell you which portfolio to trade
Portfolio Analysis
Open any candidate for deeper analysis.
Portfolio Analysis is the full drill-down for one portfolio.
Combined KPIs
A KPI dashboard calculated from the portfolio's own combined trade stream, never by averaging its strategies.
Equity and contribution
The portfolio equity curve with each strategy's contribution, plus monthly and yearly performance.
Member strategies
Every strategy in the portfolio, with how often it is reused across the rest of your bank.
Diversification mix
The portfolio's asset, market, timeframe, direction and strategy-behaviour mix.
Quality profile
How the portfolio compares with the rest of your retained bank, and how it held up across the full, in-sample and out-of-sample periods.
Highlights and attention points
Key Highlights and Needs Attention summaries for a quick read of the portfolio.
Diversification
Different symbols are not the same as diversification.
Strategies on different symbols can still rise and fall together. Read how to build a more diversified portfolio and what correlation tells you.
- Market: related markets can move together.
- Timeframe: similar timeframes can react to the same moves.
- Direction: a long-only mix depends on one market direction.
- Behaviour: strategies built on the same logic can struggle at the same time.
- Correlation: how closely strategies' results move together.
How it works
From strategy library to portfolio candidates.
Steps 01–02 are covered in trading strategy analysis.
01
Load your strategy dataset
Import your strategies. A successful import becomes your active dataset.
02
Qualify individual strategies
Strategies are checked against your Strategy rules; only qualified strategies go forward.
03
Set portfolio rules
Choose size, quality, drawdown, correlation and diversification rules in Portfolio Settings.
04
Run Portfolio Builder
Pick a search depth. Candidates that pass every rule are kept as your portfolio bank.
05
Compare retained candidates
Review the whole bank side by side in Portfolio Comparison.
06
Open Portfolio Analysis
Open any candidate for its combined metrics, equity curve and diversification.
07
Save or choose for MT5
In Portfolio Log, save the portfolios you want to keep, or choose one to connect to MT5.
Learn more
Guides for portfolio construction.
FAQ
Portfolio builder questions.
What is an algorithmic trading portfolio builder?
Software that combines individual trading strategies into portfolios. In SIPSALGO, Portfolio Builder searches combinations of your qualified strategies for portfolios that pass the rules you set.
Does SIPS use every strategy in my dataset?
No. Only strategies that pass your Strategy rules, and so are Qualified, are used by Portfolio Builder.
Can I control diversification rules?
Yes. Portfolio Settings include a maximum correlation and minimum numbers of markets, behaviours and timeframes, alongside size, quality and drawdown rules.
Does Portfolio Builder choose which portfolio I should trade?
No. It retains the candidates that pass your rules so you can compare and analyse them. The decision about what to trade stays with you.
Does SIPS give every portfolio one overall score?
No. SIPS keeps its measures separate rather than collapsing them into a single invented Portfolio Score.
Can I analyse a portfolio after it is built?
Yes. Every retained candidate can be compared in Portfolio Comparison and opened in Portfolio Analysis.
Plans
Build your next portfolio from qualified strategies.
Compare SIPSALGO plans and see what each includes on the Pricing page.
Software and risk notice. SIPSALGO provides software tools for strategy and portfolio analysis. Trading and investment decisions involve risk, and analytical tools cannot guarantee future performance. Nothing on this page is financial advice or a recommendation to trade.