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WINNING

Benjamin Graham

3Y
Total Return
+36.3%
3Y
Sharpe Ratio
0.88
3Y
Max Drawdown
-9.2%
3Y
Win Rate
50.0%
3Y
Alpha
+0.0%
3Y
Comp. Score *
0.05
Risk Parameters
Max Allocation0.0%
Stop Loss12.0%
Take Profit10.0%
Max DD Tolerance9.2%
Rebalanceweekly
Execution Guidance
Order TypeLimit
Entry RuleBuy below SMA200 or at RSI < 35. Value = patience. Don't rush.
TimingSAFE TO BUY. *
ScalingEnter in 3 tranches over 4-6 weeks as price confirms bottom.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
▶ For Passive Investors (Buy & Hold)

This strategy has decent long-term performance. Consider allocating 5-10% of portfolio. Rebalance quarterly. Use the strategy orchestrator for regime-aware allocation.

Avg 5Y Return
34.1%
Avg 5Y Sharpe
0.25
Avg 5Y Max DD
-27.4%
10Y Return (2015-2024)
81.4%
10Y Sharpe
0.22
10Y Max DD
-32.9%
HODL Composite
0.18
Windows Tested
28
Consistency
79%