ST EDGE · Professional Performance Analytics
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FROM SINGLE ACCOUNTS TO THE PORTFOLIO

Several accounts in one portfolio, with the Composer to combine them

ST EDGE organises the data into independent profiles and brings them together in consolidated portfolios. The Composer tries the combinations of the user's systems and judges each one as a real portfolio, with the same ST EDGE Assessment framework and the same 15 metrics it uses for a single account. The proposals shown come out of that verdict.

Before searching, the profiles table shows who is in and who stays out, each with the reason: track record too short, Assessment below the threshold, excluded market. Here 19 of the 40 sample profiles enter the search.
A real search on the sample profiles: at the top of each column the «Why this proposal» panel shows the candidates it was chosen from.
Each point is an evaluated combination: horizontally the Max DD of its worst year, vertically the typical-year return (with fewer than three years in common, those of the whole period). The color is the rating of its Assessment, from Critical to Excellent, and the lighter points are below the minimum portfolio Assessment: they could not be proposed. The line connects the combinations that no other one beats on both axes, and the three proposals are the large points, so it's clear at a glance whether they sit on the line or how far off they are. The chart helps in reading the choices and gives no scores.
The metrics of the three portfolios side by side, group by group: under each value its score.
The check on the years after the choice: the same portfolio, on data that took no part in the choice.
ST EDGE Composer: the profiles under consideration, which ones enter the search and why
ST EDGE Composer: the three proposals Solidity, Balance and Return
Frontier of the combinations: Max DD against return
The metrics of the three portfolios side by side
The check on the years after the choice
A click on the screen opens it full size.
CONSOLIDATED PROFILE

All accounts, one portfolio

  • Automatic sum. Once the profiles are picked, their days are added up date by date; the consolidated profile updates every time it is opened, and the source profiles stay untouched.
  • Every combination. Any number of consolidated profiles can be created (all accounts, one strategy, one broker), and the same account can sit in more than one. Consolidated profiles don't count towards the plan's profiles.
  • Each system's contribution. Weight in the portfolio and contribution to return, month by month, quarter by quarter and year by year.
  • Each system with its own strategy. The portfolio has its own score, and each profile its four groups, judged by the yardstick of the strategy it declared.
  • In the PDFs too. The annual, quarterly and cumulative reports include the Portfolio systems section, right after the summary.
ST EDGE COMPOSER

Which systems should go together? It tries them all

  • Every combination, judged as a portfolio. With ten profiles there are already more than a thousand, and the Composer assesses them all.
  • No duplicates. A profile gets in only with the minimum track record set by the user, and if two profiles are the same account under two names, the Composer flags it.
  • Custom diversification. By market or by strategy, with markets excluded, weight and risk limits for each profile and, optionally, a portfolio capital: by default it's a ceiling, and with «Commit the capital» it becomes the amount to reach, with its tolerance. Each system comes in with its profile's real capital, without being resized.
  • Everything in view. Each system's weight and share of the risk, Max DD, Sharpe, average correlation, diversification effect, equity curve, year-by-year results and metrics side by side.
  • From proposal to consolidated profile. One click turns the chosen proposal into a consolidated profile, with its own Assessment and reports.
  • In PDF too. «Generate PDF» turns the search into a document that explains how it was run and sets out the three proposals (profiles, score and chart), the year-by-year results, the check, the alternatives, the metrics, the frontier and the method. The parts to include are selectable, and the amounts can be redacted and a watermark added (Pro and EDU plans).
Profiles, consolidated profiles and the Composer: how they connect
From the broker's data to the portfolio: one profile per account, the consolidated profile that sums them, the Composer that picks the combinations and checks them.
THE ENGINE IS THE ASSESSMENT

Each criterion reads the four groups

Each combination gets a 0 to 100 score and a grade for each group, computed as for a single system. If the profiles share at least three years, the combination is read year by year, as in the Assessment's year-by-year reading: the bands look at the typical year, with the whole period and the worst year shown next to it. The Composer's three criteria read those grades, so a threshold like «Risk at 70 or more» means exactly what it means in the Assessment. A profile enters the search if its Assessment is at least 55, and a portfolio is proposed only above the minimum portfolio Assessment, 60 to start with: both values can be adjusted with the slider. The 15 metrics, group by group.

PerformanceRiskReturn / riskConsistency
THE COMPOSER'S THREE PROPOSALS

Three different criteria, set in advance

SolidityFor those who want to protect the capital. Portfolios with the Risk group at 70 or more qualify; it starts from the most solid on Risk and Return / risk, and another one replaces it only if it returns more while staying very close to it, Max DD included.
RiskReturn / risk
BalanceFor those who want the best on everything. Portfolios with all four groups at 50 or more qualify; the highest ST EDGE Assessment wins.
PerformanceRiskReturn / riskConsistency
ReturnFor those aiming at gain. Portfolios with the Performance group at 70 or more qualify, with no minimum on risk; among those close to the best on Performance and Consistency, the typical-year return wins. If Risk is below 50, the card flags it.
PerformanceConsistency

The bands of the three columns are starting values adjustable with the sliders; the way each column picks its winner stays fixed. Next to the best proposal the Composer shows the equivalent alternatives: in the closed years they share, the first does not win in all of them (with fewer than three years, the precision of the score decides), so on the score they can't be told apart, and the choice can rest on other reasons (fewer profiles, less capital…).

AN EXAMPLE, FROM START TO FINISH

From forty profiles and 29,061 combinations to three proposals

A real search on the forty sample profiles. Six have simulated data: five «Demo …» profiles and the «Demonstration profile», the only one that comes installed with ST EDGE. The others apply a mechanical rule to real market prices, chosen already knowing the history: they're there to put the app to the test and prove no forecasting ability. Selection period 2020–2023, minimum history of 4 years, profiles admitted from an Assessment of 45, minimum portfolio Assessment free, 2 profiles or more, crypto excluded and the check turned on for the following years. The capital is a target: with «Commit the capital» the portfolio has to start with €1,000,000, give or take 10%. Nineteen profiles get in, and 29,061 combinations are evaluated.

Solidity
EUR/CHF Mean Reversion + GBP/USD Swing + Indian Stocks + Top 10 US of 2015 + US Pairs Trading
Capital
€915,112.14
Assessment
86.5
Return, whole period
+68.96%
Typical year
+16.17%
Max DD, worst year (2020)
−2.78%
The smallest Max DD of the three columns and a Risk group of 86, even though Top 10 US of 2015, with 31.44% of the capital, carries 61.62% of the swings.
Balance
Euro Stoxx Trend + FX Carry Trade + GBP/USD Swing + Government Bonds + Nasdaq Trend + Top 10 US of 2015
Capital
€980,264.47
Assessment
88.8
Return, whole period
+104.62%
Typical year
+22.66%
Max DD, worst year (2020)
−4.89%
The highest Assessment of the search, with the four groups between 85 and 97, and the most evenly spread risk: no profile carries more than 32% of the swings, and Government Bonds, with 16% of the capital, carries just 1%.
Return
Agricultural Trend + CTA Multi Futures + DAX Day Trading + Nasdaq Trend + Top 10 US of 2015
Capital
€931,511.10
Assessment
85.9
Return, whole period
+140.90%
Typical year
+30.88%
Max DD, worst year (2022)
−6.36%
The highest gain, with the Performance group at 96, at a visible price: CTA Multi Futures, with 21.39% of the capital, carries 52.21% of the risk, Agricultural Trend stops in August 2023, and the Assessment is the lowest of the three.

How to choose. 86.5, 88.8 and 85.9 look like close scores, but the real difference shows in the year-to-year band: Solidity goes from 72.5 (2022) to 91.3 (2021), Balance from 85.5 to 89.6, Return from 56.5 (2023) to 90.7. Balance is the most regular: even in its worst year it stays above 85. After that, it comes down to priorities. Solidity keeps the Max DD under 3%, but a single profile carries more than half of the risk. Return earns the most, with a much weaker year and a profile that stops before the end. Balance sits in the middle, and it's also the one with the most evenly spread risk.

The check (2024–2026). On the years after the choice the Assessment is 83.3 for Solidity and 79.3 for Balance, while Return gets no score: Agricultural Trend has no days in those years, so that portfolio can't be measured, and the check says so. The other two hold up, but the year-by-year table shows a weaker 2025: 59.8 for Solidity and 54.2 for Balance, which that year reaches a Max DD of −10.20%. The risk shifts too: in Balance, FX Carry Trade rises to 38.77% of the swings. That is what the check must show: over how many years, with which profiles, and who carries the risk.

GOOD TO KNOW

It's an analysis of the past, not a forecast. Among many combinations one always looks best, sometimes just by chance, which is why there are minimum thresholds, a check on the later years and equivalent alternatives. Profiles are added up as if they were in the same currency: ST EDGE doesn't convert anything, and every document for the consolidated profile points this out. Consolidated profiles and the Composer are part of the Pro and EDU plans, and during the beta every account has the Pro plan.

TRYING IT ON REAL DATA

The beta is free until 31 March 2027 with every feature open. Every screen is explained in the manual.