Bonds Down Banks Up

Rising rates crush bonds but boost banks (wider NIM) + insurance (float income). TLT↓ = XLF↑.

Total Return

+36.7%

Sharpe Ratio

0.56

Max Drawdown

-20.0%

Win Rate

54.7%

Alpha

-55.3%

Comp. Score *

0.06

Risk Parameters

Max Allocation9.0%

Stop Loss15.0%

Take Profit8.0%

Max DD Tolerance20.0%

Rebalanceweekly

Execution Guidance

Order TypeMarket

Entry RuleEnter immediately when trigger fires. Speed matters more than price.

TimingSAFE TO BUY. *

ScalingFull position at trigger. No scaling — the signal is binary.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
JPM	BUY	25%	15.6% below entry	8.3% above entry	8.7%	TV YH
GS	BUY	32%	20.1% below entry	10.7% above entry	6.7%	TV YH
TLT	BUY	12%	7.6% below entry	4.1% above entry	17.8%	TV YH