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WINNING

Black Swan Crash Dca

Graduated DCA into market crashes: buy more as drawdown deepens, hold for recovery

3Y
Total Return
+82.2%
3Y
Sharpe Ratio
1.02
3Y
Max Drawdown
-9.8%
3Y
Win Rate
56.3%
3Y
Alpha
-43.2%
3Y
Comp. Score *
0.24
Risk Parameters
Max Allocation16.1%
Stop Loss9.8%
Take Profit11.1%
Max DD Tolerance9.8%
Rebalanceweekly
Execution Guidance
Order TypeLimit
Entry RuleBuy 0.5% below market in uptrend.
TimingSAFE TO BUY. *
ScalingEnter in 3 tranches over 1-2 weeks.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
QQQ BUY 22% 9.0% below entry 10.2% above entry 17.5% TVYH
SPY BUY 16% 6.7% below entry 7.6% above entry 23.4% TVYH
GLD BUY 23% 9.5% below entry 10.8% above entry 16.5% TVYH
XLK BUY 27% 11.2% below entry 12.7% above entry 14.1% TVYH