Portfolios

A portfolio is not a research folder. It is the live line-up of approved strategies you intend to run together. HorizonAI can build the best balanced combination from your Approved shelf, or you can create the portfolio yourself and choose its members. Its Optimizer then compares sizing, risk and target outcomes for the whole account.

The workflow

1. An alpha hunt builds, tests and grades one strategy.
2. If the hunt finds something worth reviewing, it creates a prospect under Prospects.
3. Approve moves it to Approved in My Scripts. Kill sends it to the graveyard.
4. From Approved, click Build best portfolio.
5. HorizonAI chooses a balanced line-up and opens the Optimizer so you can compare Steadier and Faster sizing.
6. Save the sizing you prefer, then export the strategies to your trading platform.

Approval is the boundary between research and execution. Hunts and agents never add strategies to a portfolio, and they never change an existing portfolio behind your back.

Build the best portfolio automatically

1. Go to My Scripts and open Approved in the left sidebar.
2. Click Build best portfolio.
3. Name the portfolio and choose Personal capital or Prop firm.
4. Enter the account rules you want the portfolio measured against.
5. Click Build and optimize.

You do not choose how many strategies to include. HorizonAI works that out from the eligible Approved strategies. It rewards strong risk-adjusted results, lower drawdown and daily results that complement one another, then stops adding strategies when another member would no longer materially improve the line-up.

The automatic builder uses each strategy's pinned Horizon backtest. A candidate needs enough daily history to be compared reliably. If the builder says it could not combine any eligible backtests, pin a representative run on more Approved strategies and make sure those runs cover a useful stretch of history.

Membership is chosen before sizing. The Steadier and Faster options therefore compare the same strategies at different trade sizes rather than quietly changing the line-up.

Personal capital or prop firm

Personal capital is for your own account. Starting balance, max drawdown and max daily loss describe the room you want the portfolio to stay inside. Add a profit target if you want to compare Steadier with Faster. Loss limits are optional, but the estimates become more useful when they reflect the way you actually trade.

Prop firm is for an evaluation or funded-account rule set. Enter:

• Starting balance.
• Evaluation target and max drawdown. Daily loss is optional when the firm does not use one.
• Evaluation cost: what each new or restarted attempt costs.
• Net payout: the cash you expect to receive after the firm's split.
• Minimum trading days, time before retry and time until payout, when those rules apply.

The evaluation target is what passes the challenge; it is not the payout. Prop estimates use the attempt cost, failed attempts and timing delays to compare the expected net payout per trading month.

Rules can be entered as percentages or dollars. Dollar limits need a starting balance so HorizonAI can convert them to percentages. The rules do not change a backtest; they change how its results are read.

Create a portfolio manually

To choose the members yourself, find Portfolios in the My Scripts sidebar and click + New. Name it, choose the account type, add any rules, and click Create portfolio.

Then add strategies from the ⋯ menu → Add to portfolio, or use Select for a bulk add. Only Approved strategies can be added. A strategy may belong to more than one portfolio.

Click a portfolio in the sidebar to see its members. Scripts shows the line-up; Optimizer shows how that line-up behaves as one account.

What membership means

• A portfolio contains only Approved strategies intended to run together.
• Removing a strategy removes it from that portfolio; it does not delete the strategy or its chat.
• Unapproving or killing a strategy removes it from every portfolio automatically.
• There is no hidden bench. If a strategy should not run in the line-up, remove it.
• Deleting a portfolio never deletes the strategies in it.

Next