The Forza Select 5 portfolio offers a focused set of five PRO algorithmic strategies, designed as a "strong start" for active investors entering systematic trading. You receive five robust workhorses—each with distinct logic and low correlation.

In historical tests (1995–2025) with a reference capital of $20,000, the portfolio achieved an average annual profit of approximately 21% and a median of about 17%. Over the long term, this translates to an increase in account value from $20,000 to over $10.7 million, clearly demonstrating the power of compound interest.

Before you start

Forza Select 5 is a portfolio for individuals who:

• want to work with smaller capital (approx. 5-20,000 USD+), but with access to proven PRO strategies,

• accept the volatility of results in exchange for high growth potential,

Before implementing the portfolio on a real account, it is advisable to:

• go through all the attached charts (equity, DD, monthly results, correlation, Exposure Master, PDT Finder),

• understand all strategy rules

• test the strategy and portfolio on a demo account / or with a small position size in Algocloud and the broker you choose

• determine your own tolerance for capital drawdowns and adjust the risk level accordingly.

Strategies in the Portfolio

Forza Select 5 comprises five PRO strategies:

• Triple B – A fast reversal strategy with a high volume of trades, serving as the "workhorse" of the portfolio by capitalizing on short-term opportunities in the index market.

• NQ Snap – A robust reversal strategy that targets large deviations and dynamic mean reversion.

• Quantum Trend – A momentum strategy focused on the strongest stocks, driving the portfolio's equity during extended trends.

• GAP Terrorist – A system specialized in exploiting price gaps on key ETFs.

• Rocket VB – A breakout strategy that targets strong directional breakouts, supported by volume, with specific profit targets (PT) and stop-loss (SL) parameters.

Common features of the strategies in Forza Select 5:

• Full automation and readiness to launch in Algocloud,

• Different styles (reversal, momentum/trend, gap, breakout), which reduce the risk of accumulating losses in the same periods,

• Historically low correlation of losses – confirmed by Loss by Month, Week, and Day correlation matrices.

As a result:

• No single strategy completely dominates the outcome,

• The portfolio combines different time horizons (from short-term plays to longer swing trends),

• It is easy to scale position size (up or down) while maintaining a similar risk profile.

Here is a summary and example settings for a $20,000 account:

Backtest MM$ - fixed amount $20,000 - without reinvesting profits

Reference settings for the Forza Select 5 portfolio test:

• Reference account: 20,000 USD (MM$ – fixed amount for the portfolio),

• Test period: 1995–2025,

• Data: daily interval, test conducted in a StrategyQuant / Algocloud environment,

• Costs and slippage: included according to Algohubb research for the broker Alpaca,

• Instruments: default (Primary Instruments) for each strategy – US market indices and stocks/ETFs,

• MM$ settings (as in the table above)

• The backtest is calculated on closed trades (the average holding period is 10 trading days, depending on the strategy).

In the basic MM$ backtest (fixed position size per strategy according to the table above), we obtain the following results:

• The "Monthly Performance (Fixed Account)" tables show month-by-month results over a 30-year period.

• The backtest shows 28 profitable years and only 2 years with slight losses.

• Negative periods are spread out over time and are usually offset by subsequent strongly positive months.

• The strategy achieves poorer but still positive results even in years when the stock market is very negative.

Here are the annual results with the indication of years:

Closed Drawdown

In the MM$ test (fixed amount per strategy), the portfolio achieved:

• Maximum drawdown for closed positions was ~4,028 USD, which is ~20% in the case of starting trading in the most negative period, always calculated from the reference account value of 20,000 USD,

• Return / DD ratio for closed trades ~32.19,

• Sharpe ratio ~2.7,

• Profit factor ~1.7.

Open Drawdown

In version 143 of SQX, which was used in the study, according to our in-depth tests, the Max DD of the Portfolio for closed trades is calculated correctly, and the Portfolio Open Equity (red line) is also presented correctly. However, SQX 143 does not show the Open DD for the entire portfolio of strategies (it is shown only at the level of individual strategies).

We assess the Open DD in the portfolio based on the highest and lowest points in Open Equity (red line). We analyzed the largest drawdowns from the 30-year period under study; here are the results.

Historical Exposure

Results from the Exposure Master tool for a $20,000 account show that:

• Average daily exposure: $16.5k → 82.5% of the account

• 80th percentile exposure: $21.0k → 105% of the account

• 95th percentile exposure: $25.4k → 127% of the account

• Maximum daily exposure: $33.6k → 168% of the account

This means that:

• most of the time, the portfolio operates with exposure below the full capital

• for 80% of the time, exposure is below 105% of the account value,

• historically, there have been periods when exposure reached nearly 1.7x the account value,

• leverage is therefore used moderately, but it should be considered when planning position sizes and choosing a broker.

• the backtests did not take into account the costs of borrowing capital or interest on free capital

TIP: Adjust the exposure using MM settings to your risk tolerance and goals. We suggest always starting from less aggressive settings.

Correlation

The correlation matrix, based on closed positions, for Forza Select 5, shows very good diversification between strategies:

• Loss by Month – most correlations range from approximately ‑0.31 to 0.00,

• Profit/Loss by Week – values hover close to zero (from slight negative values to about 0.15–0.20),

• Profit/Loss by Day – correlations are even lower, close to zero.

In practice, this means that based on closed trades:

• strategies do not incur losses simultaneously during the same periods,

• losses of one strategy are often offset by the gains of others,

• the portfolio has much more stable equity than individual systems run separately.

Pattern Day Trader

Analysis of the PDT Finder module for Forza Select 5 shows:

• total number of transactions: approx. 16,000+,

• number of day trades (opening and closing on the same day): 474,

• number of PDT occurrences at the entire portfolio level - 6 over the entire, nearly 30-year period.

This is a negligible level of PDT occurrences. In practice, this means that:

• This portfolio is suitable for smaller accounts as well.

• For accounts below USD 25,000, it's important to understand the PDT rules and be prepared for occasional restrictions.

Compound Interest

The Monthly performance with the compounding chart clearly shows how compound interest would work using Forza Select 5:

• starting with $20,000,

• maintaining an average of ~21% annually with a median of 17%,

• after 30 years, we have achieved capital measured in millions of dollars.

Compound interest included in the Portfolio Summary shows how compound interest works in the Forza Select 5 portfolio, month by month:

This is, of course, a historical simulation, not a guarantee of future results, but it illustrates well the significant impact of:

• a repeatable edge in strategies,

• reinvesting profits,

• consistently maintaining the portfolio through full market cycles.

  
  

Strengths

• Solid performance: Averaging approximately 21% annually (median 17%) in tests from 1995 to 2025.

• Focused yet diversified portfolio: Five strategies with distinct drivers and low correlation of losses.

• Moderate exposure with controlled leverage.

• Suitable for small accounts as well.

• Transparent structure: Clearly identifies which strategies target short-term opportunities and which focus on longer trends.

• Strong foundation and preparation for future upgrades to more diversified portfolio versions like Forza Prime 10+.

Weaknesses

• Higher concentration – five strategies mean that the portfolio's performance is more dependent on the results of five individual systems, providing less diversification compared to larger portfolios, such as those with 10+ strategies.

• Periods of greater volatility – in some years, the portfolio can experience dynamic sequences of growth and corrections, which require discipline on the part of the investor.

  
  

Summary

Forza Select 5 integrates five distinct market approaches to build a structure capable of generating returns across different phases of the stock market cycle. Diversification is crucial, as the strategies complement each other, enabling the portfolio to better endure periods of heightened volatility and temporary drawdowns. Simultaneously, the entire setup is crafted to maintain reasonable control over exposure and risk at both the individual and overall account levels. This proposal is ideal for those who wish to consciously harness the potential of compound interest, relying on statistical advantages rather than one-time opportunities. This portfolio can be easily upgraded to your needs in the future.

Pricing & Package

When purchasing a portfolio, you typically receive:

• a set of PRO strategies in a version ready for use in Algocloud / StrategyQuant,

• descriptive materials (ebooks, pseudocodes, implementation instructions),

• a Portfolio Summary sheet with ready-made tables of results, correlations, and compound percentages,

• access to Algohubb auxiliary tools (e.g., Exposure Master, PDT Finder) that facilitate further portfolio analysis.