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WINNING

Bond Fixed Income

Diversified bonds: duration ladder + credit spectrum + EM, 3-5% yield target

3Y
Total Return
+16.6%
3Y
Sharpe Ratio
0.22
3Y
Max Drawdown
-8.4%
3Y
Win Rate
52.3%
3Y
Alpha
-61.1%
3Y
Comp. Score *
0.01
Risk Parameters
Max Allocation6.4%
Stop Loss20.0%
Take Profit8.0%
Max DD Tolerance8.5%
Rebalancemonthly
Execution Guidance
Order TypeLimit
Entry RuleBuy on ex-dividend date dips or when yield exceeds 5-year average.
TimingSAFE TO BUY. *
ScalingBuild position over 4-6 weeks. Reinvest all dividends.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
AGG BUY 5% 10.0% below entry 4.0% above entry 12.9% TVYH
BND BUY 5% 10.0% below entry 4.0% above entry 12.9% TVYH
LQD BUY 6% 10.0% below entry 4.0% above entry 12.9% TVYH
FBND BUY 5% 10.0% below entry 4.0% above entry 12.9% TVYH
SCHI BUY 5% 10.0% below entry 4.0% above entry 12.9% TVYH
VTEB BUY 4% 10.0% below entry 4.0% above entry 12.9% TVYH
TLT BUY 12% 10.2% below entry 4.1% above entry 12.7% TVYH
VWOB BUY 6% 10.0% below entry 4.0% above entry 12.9% TVYH
HYG BUY 5% 10.0% below entry 4.0% above entry 12.9% TVYH
SPBO BUY 5% 10.0% below entry 4.0% above entry 12.9% TVYH