Portfolio Composer

Use Portfolio Composer

Portfolio Composer builds the reusable definition that coordinates several saved Strategy Configurations. Use it to choose the members, decide how they share capacity, and set the limits applied before their entry requests are accepted.

Composer does not select market data or run a backtest. Save the Portfolio first, then create a Study to choose data, a window, starting capital, and execution settings.

Start a new Portfolio

Open Portfolio -> Composer. If a saved Portfolio is selected, Composer opens it for editing; otherwise it opens a new Portfolio.

Under Portfolio identity, complete:

Names and descriptions help people recognize the Portfolio. Its saved version is what distinguishes one functional definition from another.

Add Strategy Configurations

Under Configuration allocation, use Add saved Strategy Configuration to find a Configuration and add it to the Portfolio. Each row is an exact saved Configuration, not the Strategy's latest unsaved settings.

For each member you can set:

• Alias: an optional name that explains the member's role in this Portfolio;
• Order: the member's priority when requests compete;
• Weight: its share of Portfolio risk and exposure capacity when using Fixed Weights; and
• Risk multiplier: a Portfolio-specific adjustment to its per-entry risk budget.

You may add the same saved Configuration more than once when the occurrences have a deliberate, distinct role. Give each one a useful alias and review its allocation carefully so the repeated member is not mistaken for a duplicate.

Removing a Configuration removes it from the new Portfolio version. It does not delete the Configuration from the Strategy Library or alter earlier Portfolio versions.

Choose an allocation method

Priority Order

Priority Order lets higher members receive contested capacity first. Use the arrow controls to put the most important member first.

Priority is an ordering rule, not reserved capital. If a higher member has no eligible entry, a lower member can still use available capacity. Priority also remains the tie-break when two members conflict under Fixed Weights.

Fixed Weights

Fixed Weights divides Portfolio risk and gross-exposure capacity among the members. The weights must be greater than zero and total 100%.

A weight is a ceiling, not a target position size or separate cash account. A 30% member can use up to its share of the applicable Portfolio capacity, but it is still limited by shared cash and every tighter position, risk, exposure, or conflict rule. Unused weight is not a promise that another member can borrow it.

Set the risk multiplier

The Risk multiplier scales the member's share of the base per-trade risk budget. For example, a 0.5x multiplier uses half of the normal per-trade budget, while 1.5x permits one and a half times that budget before the other Portfolio limits are applied.

The multiplier does not override the maximum open-risk, exposure, position, or cash limits. If changing it has no effect in a Study, another rule may be the tighter limit.

Configure shared capital and admission

All members are coordinated against one shared account. Configure:

Working entry orders can reserve capacity before they fill. A request may therefore be clipped or rejected even when the current filled positions appear to leave room.

Set risk and exposure limits

The Risk limits section contains Portfolio-wide defaults:

Gross and net exposure answer different questions. A $60,000 long position and a $40,000 short position have $100,000 gross exposure but $20,000 net exposure. A low net value does not mean the Portfolio is using little capital.

Arizmic applies all applicable limits and admits the smallest allowed whole quantity. A request can be limited by cash, position capacity, per-trade risk, open risk, gross exposure, net exposure, an instrument limit, a member limit, allocation weight, or a member conflict.

Review the Portfolio before saving

Use the Dense and Cards controls to change the layout without changing the Portfolio. The read-only preview gives you a compact summary of the current composition.

Before saving, review Portfolio checks. Common blockers include:

• no name or identifier;
• no saved Strategy Configuration;
• fixed weights that do not total 100%;
• a risk multiplier that is zero or negative;
• invalid account currency;
• a per-Strategy or per-instrument position limit above the total limit; or
• a Strategy open-risk limit above the Portfolio open-risk limit.

Advanced details are diagnostic. You do not need to copy or edit internal representation data during the normal workflow.

Save and restore versions

Choose Save Portfolio after all checks pass. A functional change creates a new immutable saved version. Earlier Studies and Results continue to refer to the version they originally used.

When editing, expand Saved versions to inspect an earlier snapshot and its differences. Restoring a snapshot makes that definition current; it does not rewrite existing Studies or Results.

Use undo and redo for edits made during the current Composer session. Use a saved version when you need to return to a previously saved definition.

Create a Study

After saving, select Create Study. The action remains unavailable while the Portfolio is new, has unresolved checks, or contains unsaved changes.

Study Design copies the selected Portfolio context and lets you choose the data, window, starting capital, execution settings, and supported comparison axes. Changing those Study values does not change the saved Portfolio.

Continue with Portfolio Study Design. Completed Portfolio work is reviewed under Results.

Troubleshooting

• A Configuration cannot be added: save it under Strategies first and return to the picker.
• Save Portfolio is disabled: review Portfolio checks and confirm that the draft differs from the current saved version.
• Fixed Weights will not save: every weight must be positive and the total must equal 100%.
• A member trades less than its weight suggests: weight limits capacity; it does not force entries or reserve a cash balance.
• An entry was clipped despite available cash: a risk, exposure, position, allocation, or conflict rule may be tighter.
• Create Study is disabled: save the Portfolio and remove all unresolved checks and unsaved changes.
• Restoring a version did not change an old Result: expected. Retained Results keep their original Portfolio version.

Next

Return to Portfolio Library to inspect the saved version or create a Study from it.