Portfolio Settings
The Strategy and Portfolio rules SIPS uses to qualify strategies and build portfolios.
Portfolio Settings holds the rules SIPS uses to qualify your strategies and build your portfolios. There’s one settings profile per workspace, created automatically with default values (including 8 strategies per portfolio) the first time you need it. Open it from System → Portfolio Settings in the sidebar or from the button on Data & Imports.
Every Portfolio Builder run keeps a permanent copy of the settings it used, so changing settings later never changes what a past run is recorded as having used.
The tabs
- Strategy — the qualification rules: whether to include long and short strategies, and minimum PR Score, SD Score, Win %, Stability, Profit Factor and Return/DD. A minimum of 0 means “no minimum”.
- Portfolio — the construction rules Portfolio Builder applies: strategies per portfolio, minimum short strategies, maximum strategies per market and per direction within a market; minimum portfolio Profit Factor, Return/DD, Win % and Stability; maximum drawdown and maximum daily drawdown; and diversification rules (maximum correlation, minimum number of markets, behaviours and timeframes).
- Monte Carlo and Portfolio Sets — shown only if your plan includes those areas.
What each tab affects
The Strategy tab decides which strategies are Qualified (see Strategies). The Portfolio tab decides which portfolios Portfolio Builder keeps, and Custom Builder validates hand-built portfolios against the same rules. After you save a change, SIPS re-qualifies your strategies automatically the next time you run Portfolio Builder.
Please note
The Monte Carlo and Portfolio Sets tabs let you set values ahead of time, but no SIPS analysis uses them yet, so changing them doesn’t affect any result. See Monte Carlo & Robustness and Portfolio Sets.