Portfolio Builder
Judging strategies one at a time is how you end up with three versions of the same trade. The Portfolio Builder measures them as a set: combined equity, combined drawdown, and how much of your account each one actually needs.
What goes into a book
The Builder works from the published Quanify strategies you have added to your library. Press Add strategies to open the picker, tick the ones you want, and set a contract count for each. If you have not added any published strategies yet, the page says so and points you at the library.
Then set your capital — the account size you would actually run this book on. Every percentage, every drawdown figure and the evaluation simulator are read against that number, so it is worth being honest about it.
It never changes your routing
The Portfolio Builder is read-only with respect to trading. Building, saving or deleting a book has no effect on your traders, your multipliers, your Copy Trader group or anything that is armed. It does not place an order, it cannot arm anything, and nothing you do here reaches the engine.
It is a modelling surface. Deciding to actually run a book means going to Control Center and building traders for it in the normal way.
Sizing helpers
- Balance Risk — sets contract counts so each strategy contributes a comparable share of the risk, rather than letting the most volatile one dominate by accident.
- Best MAR — sizes the book toward the best return against maximum drawdown.
- Reset — back to one contract each.
Both helpers are starting points, not answers. Change a contract count by hand and everything below recomputes.
The combined curve
The main chart is the book's equity curve, with a Drawdown view alongside it. You can show the combined line only, or show every strategy's line together so you can see which one is doing the work in any given stretch. Hovering the curve gives you any day.
The period controls narrow the window, and the trade count tells you how large a sample you are drawing conclusions from.
Where the risk sits
This is the panel most worth reading twice. Each strategy is charged its own historical maximum drawdown at the contract count you have set — that is the capital it genuinely needs, not the capital it uses on an average day. The book then warns you when the combined figure exceeds the account you entered.
A book that clears its combined risk requirement by a hair is a book that only worked because two of its worst months did not overlap.
How they move together
The correlation view shows how the selected strategies' returns relate. Two strategies that fall together do not diversify anything — they double a single bet while looking like two. This panel is the reason the Builder exists: correlated strategies that each look good alone can make a worse portfolio than either of them, and nothing except measuring them as a set will show it.
Calendar and monthly returns
A P&L calendar gives you the book day by day, and Monthly return on capital expresses each month against the capital you set, with each strategy's contribution. Percentages against a real account size are far harder to fool yourself with than an equity curve's shape.
Would this pass an evaluation?
The evaluation simulator runs the book against prop-firm style rules over the real day sequence in your selected window. You set the profit target, the maximum drawdown, whether that drawdown trails the peak, and a daily loss limit; presets fill in common shapes.
It is deliberately strict. A breach counts the moment the rule is broken intraday, not at the day's close — which is how a real firm counts it. The verdict tells you whether the book would have passed and, when it did not, what broke it and on which day.
Treat it as a way to rule combinations out. It is a model over historical data and it is not a prediction.
Withheld ratios
Some figures are withheld when the history behind them is too thin to mean anything. Sortino is not shown until the record contains at least three losing months, and neither Sharpe nor Sortino is shown on less than twelve months of history. A ratio computed from four data points is noise wearing a decimal point, and Quanify would rather say nothing than print it.
Saved layouts
A book — the strategies, their contract counts and your capital — can be saved as a layout and reloaded later. Keep one per account size you actually trade, so comparing a $50k configuration against a $150k one is a click rather than a rebuild.
Day to day
Underneath everything sits the trade list for the book: time, strategy, contract count and side, so any day on the calendar can be opened up and read trade by trade.