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Activist Distressed

Deep-value activist targets: buy >20% below SMA200, catalyst-driven recovery

Activist Distressed (Elliott-style) 4Y (2022-2025)

3Y
Total Return
+13.8%
3Y
Sharpe Ratio
0.01
3Y
Max Drawdown
-20.9%
3Y
Win Rate
36.7%
3Y
Alpha
-7.6%
3Y
Comp. Score *
0.03
Risk Parameters
Max Allocation2.7%
Stop Loss25.0%
Take Profit5.0%
Max DD Tolerance20.9%
Rebalanceweekly
Execution Guidance
Order TypeLimit
Entry Rule0.5% below current price for buys
TimingSAFE TO BUY. *
ScalingEnter in 3 tranches over 1-2 weeks to average in
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
BA FLAT 35% 37.2% below entry 7.4% above entry 1.8% TVYH
INTC FLAT 64% 40.0% below entry 13.5% above entry 1.0% TVYH
PFE FLAT 25% 25.8% below entry 5.2% above entry 2.6% TVYH
NKE FLAT 40% 40.0% below entry 8.5% above entry 1.6% TVYH
PYPL FLAT 39% 40.0% below entry 8.1% above entry 1.6% TVYH
DIS FLAT 27% 28.7% below entry 5.7% above entry 2.3% TVYH
WBD FLAT 55% 40.0% below entry 11.5% above entry 1.2% TVYH
PARA FLAT 32% 33.3% below entry 6.7% above entry 2.0% TVYH
HAS FLAT 32% 33.7% below entry 6.7% above entry 2.0% TVYH
GE FLAT 32% 33.4% below entry 6.7% above entry 2.0% TVYH
MMM FLAT 49% 40.0% below entry 10.3% above entry 1.3% TVYH
DOW FLAT 43% 40.0% below entry 9.0% above entry 1.5% TVYH
▶ For Passive Investors (Buy & Hold)

This strategy is NOT recommended for passive investing. It has low consistency across time periods or negative long-term returns. If you still want exposure: Limit to 5% of your portfolio maximum. Use the strategy orchestrator (conservative_regime) instead for passive allocation.

Avg 5Y Return
10.0%
Avg 5Y Sharpe
-0.14
Avg 5Y Max DD
-28.7%
10Y Return (2015-2024)
19.4%
10Y Sharpe
-0.14
10Y Max DD
-35.0%
HODL Composite
0.02
Windows Tested
28
Consistency
28%