Portfolio ES Research

Portfolio Research Lab

Start date

Research end

oos start (optional)

Active stocks (max 10)

Active ETFs (max 5)

Score exit

Take profit

Protect exit

Sort

Legacy selection

Live Score(default) Open universe(no bank limit) Active rotation

Open Walk-Forward

Optimize and save symbols first. Use Full Fit for Live to create the publishable snapshot, or Run Frozen Portfolio + OOS to validate the saved parameters.

OOS uses each saved symbol strategy as-is. The Score, Take Profit and Protect controls above are used for research/Full Fit and are ignored by the frozen OOS replay.

Loading saved optimizer research...

Rank	Mode	Exit Score	Robustness	Return	CAGR	DD	Sortino	Calmar	Volatility	Trades	Actions	Participated	Protect	MA200	Pivot	Take Profit	Use
Run regular scenarios to create a comparison table.

Save Portfolio ES

Portfolio name

Saved portfolio

Saving preserves the selected universe, dates, slot counts, and the last result summary. Loading does not publish to live.

Stock universe

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ETF universe

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Annual correlation between selected assets

The matrix updates according to the checked symbols.

Select at least two symbols.

Portfolio return

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CAGR

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Portfolio drawdown

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Sortino

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Calmar

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Volatility

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Trades

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Portfolio actions

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Participated

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Portfolio return vs SPY

Returns by year

Year	Portfolio return	Portfolio drawdown	Trade count	Active symbols

OOT Incubation

Run research with an earlier end date, then open the frozen portfolio forward.

OOT Return

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OOT CAGR

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OOT DD

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OOT Sortino

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OOT Calmar

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OOT Volatility

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OOT Entries

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OOT Used

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OOS parameters will appear after validation.

Year	OOT return	OOT drawdown	Actions	Active symbols
OOT will appear after opening forward.

OOS Universe participation

Sort OOS return or OOS DD, or uncheck OOS loss rows before rerunning.

Symbol	Type	Sort	Days in OOS	Trades	% OOS days			Status
OOS universe participation will appear after validation.

Active trades at displayed period end

Symbol	Type	Weight	Entry	Score	Status

Universe participation

Symbol	Type	Days in portfolio	Trades	% days	Portfolio return	Portfolio DD	Status

Portfolio Stress Audit

Run research, then click Portfolio stress audit.

Check	Reading	Number	Detail
The audit will appear after a run.

Trade journal by year

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Date	Action	Symbol	Score	Position	Price	Return	Reason

Pre-live approval

Live name

Live slot

Checking live connection...

ES export uses the existing live engine. The live engine remains the source of truth for the journal, signals, and holdings.