Engineered for asymmetry. A systematic portfolio of three uncorrelated strategies, stress-tested across 2,803 trades and every major market regime since 2019. All returns are non-compounded.
MNQ Micro E-mini Nasdaq-100 • $1,500,000 Starting Capital • July 2019 - April 2026
For Qualified Investors Only
Verdion Capital deploys a systematic, multi-strategy portfolio on Nasdaq-100 futures, engineered to extract returns across all market conditions. The system has been validated across 6.8 years of performance data spanning every major regime, from the COVID crash through the 2023 AI rally and into late-cycle volatility.
Three structurally uncorrelated strategies operate in parallel, each targeting a distinct market inefficiency. Fully rules-based execution eliminates discretionary risk and ensures repeatable performance at scale.
The Verdion Capital Combined Strategy is a systematic, rules-based portfolio comprising three uncorrelated quantitative strategies deployed on MNQ Micro E-mini Nasdaq-100 futures. Over 6.8 years of performance data spanning July 2019 through April 2026, the system delivered a +971% non-compounded return on $1.5M starting capital - a 971% non-compounded return with a maximum drawdown of 13.3% of peak equity.
The portfolio achieves institutional-grade risk-adjusted returns through structural diversification. Vertex exhibits near-zero daily return correlation with both Helix and Sentinel. All three strategies remained independently profitable across every major market regime in the dataset.
Cumulative equity from $1.5M starting capital across all three strategies. Trade-by-trade equity progression with drawdown analysis below.
The portfolio was profitable in 5 of 6 distinct market regimes. Even during the 2022 rate hike cycle - the worst environment in the dataset - the drawdown was contained and the portfolio recovered to new highs within months.
Three independent return sources with distinct market microstructure edges, engineered for maximum decorrelation and equity curve stability.
Vertex is effectively uncorrelated with both Helix and Sentinel, providing natural diversification that reduces portfolio-level drawdowns.
Systematic risk management is embedded at every level of the portfolio. Position sizing is rules-based, drawdowns are structurally compressed through decorrelation, and no single trade can materially impact the portfolio.
1,000 simulations bootstrapped from the actual 2,803-trade distribution over a 3-year forward horizon. Results show the range of probable outcomes at full allocation on $1.5M capital, preserving the empirical return distribution without parametric assumptions.
Identical logic across all profiles. Only position sizing differs. Commission at $0.25/contract/side.
| Strategy | Return % | PF | Win% | Trades | Max DD % | Ret/DD | +Mo |
|---|---|---|---|---|---|---|---|
| Vertex | +462.5% | 2.10 | 30.0% | 573 | 5.1% | 20.3x | 47/78 |
| Helix | +365.8% | 1.31 | 40.3% | 1,060 | 9.8% | 8.3x | 58/82 |
| Sentinel | +143.0% | 1.25 | 56.3% | 1,170 | 3.0% | 10.6x | 51/81 |
| Strategy | Return % | PF | Win% | Trades | Max DD % | Ret/DD | +Mo |
|---|---|---|---|---|---|---|---|
| Vertex | +231.3% | 2.10 | 30.0% | 573 | 3.4% | 20.3x | 47/78 |
| Helix | +182.9% | 1.31 | 40.3% | 1,060 | 6.5% | 8.3x | 58/82 |
| Sentinel | +71.5% | 1.25 | 56.3% | 1,170 | 2.0% | 10.6x | 51/81 |
| Strategy | Return % | PF | Win% | Trades | Max DD % | Ret/DD | +Mo |
|---|---|---|---|---|---|---|---|
| Vertex | +115.6% | 2.10 | 30.0% | 573 | 2.2% | 20.3x | 47/78 |
| Helix | +91.5% | 1.31 | 40.3% | 1,060 | 4.3% | 8.3x | 58/82 |
| Sentinel | +35.8% | 1.25 | 56.3% | 1,170 | 1.3% | 10.6x | 51/81 |
| Strategy | Return % | PF | Win% | Trades | Max DD % | Ret/DD | +Mo |
|---|---|---|---|---|---|---|---|
| Vertex | +57.8% | 2.10 | 30.0% | 573 | 1.3% | 20.3x | 47/78 |
| Helix | +45.7% | 1.31 | 40.3% | 1,060 | 2.6% | 8.3x | 58/82 |
| Sentinel | +17.9% | 1.25 | 56.3% | 1,170 | 0.8% | 10.6x | 51/81 |
Three risk profiles. All ratios constant; only absolute values scale.
% of starting capital at full allocation. Color intensity reflects magnitude.
Complete chronological trade list. Searchable and filterable by strategy, outcome, date, or signal.
| # | Dir | Date | Cts | P&L | Net P&L | Cum P&L | % | Day | W/L |
|---|
Past performance is not indicative of future results. This document presents historical performance data and is provided for informational purposes only. All returns presented are non-compounded (fixed notional).
No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. Monte Carlo projections are probabilistic estimates based on historical trade distributions and do not guarantee future outcomes.
Futures trading involves substantial risk of loss and is not suitable for all investors. Prospective investors should consult their own financial, legal, and tax advisors before making any investment decision. This document is confidential. All values in USD.