---
title: "QuantMonitor Live Portfolio – Monthly Performance Update"
description: "The QuantMonitor Live Portfolio continues to focus on  controlled, systematic growth  rather than aggressive equity acceleration. The primary objective remains long-term robustness: strict risk manage..."
url: https://quantmonitor.net/quantmonitor-live-portfolio-monthly-performance-update/
date: 2025-12-12
modified: 2025-12-12
author: "Lukas"
image: https://quantmonitor.net/wp-content/uploads/2025/12/prosinec-live.webp
categories: ["Nezařazené"]
type: post
lang: en
---

# QuantMonitor Live Portfolio – Monthly Performance Update

The QuantMonitor Live Portfolio continues to focus on **controlled, systematic growth** rather than aggressive equity acceleration. The primary objective remains long-term robustness: strict risk management, diversification across instruments, and avoiding strategies that rely on excessive leverage or fragile market conditions.

This update summarizes the **first nine months of live trading**, highlights portfolio-level performance, breaks down results by instruments, and addresses an important seasonal risk as we approach the year-end period.

## **Nine Months of Live Trading**

The portfolio has now completed **nine consecutive months**, with **eight of them closed in profit**. This consistency is intentional.

Rather than chasing steep equity curves, the portfolio is designed to:

- Limit drawdowns
- Keep exposure diversified across markets
- Maintain stability during different volatility regimes

Short-term stagnation or smaller monthly gains are accepted trade-offs for long-term capital preservation.

![QuantMonitor Live Portfolio – Monthly Performance Update](https://quantmonitor.net/wp-content/uploads/2025/12/Snimek-obrazovky-2025-12-12-v-8.14.37-2000x503.webp)

## **Overall Portfolio Performance**

- **Initial capital:** $1,000
- **Current balance:** ~$1,273
- **Net profit:** ~$273
- **Total return:** ~27%
- **Maximum drawdown:** low and controlled

The equity curve shows **steady progression**, interrupted only by shallow, quickly recovered drawdowns. There are no sharp spikes or collapses — exactly the behavior expected from a risk-controlled portfolio.

## **Performance by Instruments**

The portfolio trades a mix of **indices, currencies, and commodities**, each playing a specific role.

**Top contributors:**

- **XAUUSD (Gold)** – strongest positive contributor, benefiting from well-behaved volatility
- **DE40 (DAX)** – solid, consistent gains
- **US30** – moderate but stable contribution
- **EURJPY / EURUSD** – smaller, steady profits

**Weaker or negative contributors:**

- **USTECH / JP225** – periods of choppy price action
- **BRENT** – limited exposure, slightly negative overall

This distribution confirms that **no single instrument dominates portfolio risk**, which is a key design principle.

![QuantMonitor Live Portfolio – Monthly Performance Update](https://quantmonitor.net/wp-content/uploads/2025/12/Snimek-obrazovky-2025-12-12-v-8.14.15.webp)

## **Swap Costs and Carry Management**

One important operational aspect is **swap cost management**.

As shown in the swap overview:

- **Total swap cost ≈ 10% of total net profit**
- Swaps are monitored continuously
- Strategies are adjusted to avoid unnecessary overnight exposure where possible

Swap costs are therefore **meaningful but controlled**, and they remain an acceptable trade-off for diversification and strategy stability.

![QuantMonitor Live Portfolio – Monthly Performance Update](https://quantmonitor.net/wp-content/uploads/2025/12/Snimek-obrazovky-2025-12-12-v-8.11.23-2000x252.webp)

## **Risk Control Philosophy**

The portfolio is deliberately **not optimized for maximum growth**.

Core principles:

- Conservative position sizing
- No martingale or grid escalation
- Controlled exposure during high-risk market regimes
- Preference for robustness over curve-fitting

This approach may look less exciting in strong bull phases, but it significantly improves survival during adverse market conditions.

## **Important Notice: Year-End Market Risk**

As we approach **Christmas and New Year**, traders should be aware of the following:

- Markets are **closed for several days**
- Liquidity drops sharply
- **Weekend and holiday gaps** become more likely
- Stops may be skipped during reopenings

⚠️ **Recommendation:**

Consider **disabling your strategies** or significantly reducing exposure during the holiday period. Capital preservation is more important than chasing returns when market conditions are structurally distorted.

## **Final Thoughts**

The QuantMonitor Live Portfolio continues to validate its core thesis:

**consistent, risk-controlled trading can outperform aggressive approaches over time**.

The focus remains unchanged:

- Protect capital
- Avoid deep drawdowns
- Grow steadily across market cycles

Thank you for following the live results — the next update will reflect how the portfolio navigates the year-end transition and the start of the new trading year.

https://youtu.be/nIdRGGwyvYk