Adaptive Ensemble

Regime-switching: momentum in bulls, defensive in bears, quality in transitions

Adaptive Ensemble

Total Return

+84.0%

Sharpe Ratio

1.22

Max Drawdown

-13.2%

Win Rate

56.7%

Alpha

-0.5%

Comp. Score *

0.06

Risk Parameters

Max Allocation12.9%

Stop Loss13.2%

Take Profit11.3%

Max DD Tolerance13.2%

Rebalanceweekly

Execution Guidance

Order TypeMarket

Entry RuleAuto-managed. No manual entry needed — strategy self-adjusts weekly.

TimingSAFE TO BUY. *

ScalingSet it and forget it. Review quarterly.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
GLD	BUY	23%	12.7% below entry	10.9% above entry	13.4%	TV YH
VIG	BUY	14%	7.6% below entry	6.5% above entry	22.4%	TV YH
QQQ	BUY	22%	12.1% below entry	10.3% above entry	14.2%	TV YH
NVDA	BUY	49%	27.0% below entry	23.1% above entry	6.3%	TV YH
MSFT	BUY	24%	13.5% below entry	11.6% above entry	12.6%	TV YH
AMZN	BUY	33%	18.3% below entry	15.6% above entry	9.3%	TV YH
SHY	BUY	2%	6.6% below entry	5.7% above entry	25.8%	TV YH

▶ For Passive Investors (Buy & Hold)

This strategy is suitable for passive investing. - Take profit: Rebalance when any position exceeds 2x its target weight. Trim back to target, redeploy to underweight positions. - Stop loss: NO price-based stop loss. This strategy recovered from -25% drawdown to return 317% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return

101.2%

Avg 5Y Sharpe

0.81

10Y Return

317.2%

10Y Sharpe

0.85

HODL Composite

0.61

Consistency

89%

Suitable for passive

Yes