Most traders look for the single strategy that will change everything. Henrik from Sweden had a different instinct: build hundreds of them, deploy them as a portfolio, and let the math do the work.
His story is not typical. He went from busted account – nearly wiped out by a series of speculative bets on leveraged turbo instruments – to a smooth, growing equity curve running across global stock markets and U.S. futures. He built 440 breakout strategies based on a single course framework, deployed them on the day of the February 2018 market crash, and made 17 – 18% that month while many traders were losing badly.
By mid-year, he was up roughly 25 – 30% for the year. Before he changed his approach in February, he had been down 25%.
This is not a story about a lucky trade or a perfect setup. It is a story about what happens when you apply a systematic framework with genuine discipline and a big enough portfolio to let diversification work.
The Background: Learning in Losses
Henrik came to trading late, despite having a finance degree and a background in investment banking. His first real trading experience was in leveraged turbo instruments on the Scandinavian markets – essentially structured products that let you bet on directional moves with a built-in stop-out. He won 30% in a day on one trade. Then the market took it back. Then he kept trying to recover. Then the account was gone.
His description of how it felt: “The world is not that colorful anymore.” But instead of quitting, he treated it as a reset. He started researching systematic approaches, found backtesting platforms, and began building models. The loss created the motivation; the discipline came from treating trading like the technical problem it actually is.
What stayed with him from that experience is something he describes as trading making you more self-aware. “I would say it makes me a better person,” he says – and not in a platitude way. He means it in the sense that systematic trading forces you to confront your own biases, assumptions, and cognitive errors in a way that most activities do not. Good traders, in his observation, tend to be thoughtful and intellectually honest. Traders who are stuck tend to be bitter and defensive.
How He Found the E-mini Breakout Course
Henrik listened to every episode of the Better System Trader podcast from the beginning. When he reached the episodes featuring Tomas on breakout strategies, he bought the E-mini Breakout Strategies course.
He was skeptical. He had tested published setups from books before. Most of them did not work as advertised – either they had been over-optimized in the past, or other traders had found the edge and eroded it, or the author had never really backtested it properly. His rule of thumb: before I believe it, I need to test it.
He took the course’s example code, translated it into his own platform (a Swedish platform called Autotrader, not TradeStation), coded the E-mini breakout framework in under an hour, and ran it overnight. The next morning, he had hundreds of strategy candidates.
His reaction: “I got really stressed how do I go to select among this.” He had gone from no strategies to fill his automated portfolio engine with, to more candidates than he knew how to process – in one night.
The 440-Strategy Portfolio
Henrik built a classification system to manage the output. He categorized strategies by their gene code – the specific parameter combination that defined the breakout entry point, distance, and holding parameters. He automated the script generation in Excel so that producing a new deployable strategy script took about two minutes from classification to live.
The result: 440 validated breakout strategies, deployed across multiple markets including:
- OMXS30 (Swedish large-cap index)
- DAX (German index – highly productive for these strategies)
- E-mini S&P 500
- E-mini Nasdaq
- Dow Jones futures
- Various Scandinavian equity indices (some excluded due to high spreads)
- Individual stocks (where he adapted the breakout framework to equity-specific exit logic)
He does not optimize each strategy individually. There is no point in fine-tuning 440 strategies – the optimization would cancel itself out across the portfolio. He deploys them as-is, allocates capital proportionally across the portfolio, and lets them run. Each strategy gets a share of the account’s capital allocation; when capital runs short during a busy market period, he reallocates dynamically.
The February 2018 Crash – and Why Timing Mattered
On February 6 – 7, 2018, U.S. markets sold off sharply. Henrik had been sitting on roughly 80 – 90 breakout strategies that were ready to deploy but not yet live. He had been down about 25% on the year to that point.
That evening – the day of the European market impact from the U.S. sell-off – he deployed all of them. The next morning, the bounce was violent. Dozens of breakout strategies triggered simultaneously. He ran out of capital in hours, had to liquidate other positions to reallocate, and still struggled to manage the position sizing on the fly.
That month: approximately 18% return. The strategies had found their conditions – a high-volatility trending environment after a capitulation event, exactly the scenario where breakout strategies produce their best results.
He was on holiday in the Canary Islands during one of the strong runs. He had paused his strategies for the flight, reactivated them when he landed using remote desktop on his phone while on the airport transfer bus, and by dinner that evening the strategies had paid for the trip. Then paid for it again.
The Holy Grail Is a Portfolio, Not a Strategy
Henrik’s most valuable insight is one that Tomas and Andrew have been teaching for years but that Henrik confirms from independent experience: the holy grail of systematic trading is portfolio diversification, not strategy discovery.
His framing is precise. Adding uncorrelated strategies to a portfolio reduces your drawdown while keeping most of your annual return. That is a mathematically verified result – he references a conversation with Kevin Davey, who demonstrated this empirically. You give up some absolute return by diversifying, but you increase your risk-adjusted return meaningfully. In practical terms: smoother equity curve, smaller drawdowns, better sleep.
The analogy Henrik uses is a large company versus a two-person operation. If one of your 440 strategies stops performing, it is a non-event. You monitor it, investigate, maybe retire it. If you are running one or two strategies and one breaks, you are in serious trouble. The portfolio provides a structural buffer that no amount of individual strategy optimization can replicate.
This framework is at the core of what the Breakout Strategies Masterclass teaches – building toward a portfolio of uncorrelated strategies rather than perfecting a single one. Henrik’s 440 strategies are an extreme application of that principle, but even five to ten genuinely uncorrelated strategies produces most of the diversification benefit.
Key Lessons From Henrik’s Experience
| Lesson | What It Means in Practice |
|---|---|
| Portfolio over single strategies | Build toward 50 – 500 strategies. Even 5 – 10 uncorrelated ones dramatically smooths your equity curve. |
| Test everything before believing it | Published setups decay. Any edge you trade should be proven in your own backtesting environment. |
| Framework transferability | A breakout framework built for E-mini futures can be adapted to DAX, Swedish equities, and stocks with minimal modification. |
| Deploy raw, optimize the portfolio | With large strategy counts, individual optimization is counterproductive. Optimize position sizing and capital allocation instead. |
| Losses are data, not endings | Henrik’s account was down 25% before his best period. The reset created better habits, not defeat. |
For traders who want to start building their own strategy portfolio, building a first breakout strategy and filtering bad trades with a trend filter are practical starting points that apply directly to the kind of systematic process Henrik uses.
Want to build a diversified portfolio of breakout strategies like Henrik did? Check out Breakout Trading PRO. It’s a structured, visual strategy builder inside BreakoutOS, powered by the proven Mr. Breakouts Formula used by thousands of traders.