Breadth Divergence

Defensive when breadth narrows (QQQ >> RSP), offensive when broad participation

Total Return

+113.1%

Sharpe Ratio

1.17

Max Drawdown

-14.4%

Win Rate

55.9%

Alpha

-36.7%

Comp. Score *

0.37

Risk Parameters

Max Allocation19.7%

Stop Loss14.4%

Take Profit14.4%

Max DD Tolerance14.4%

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

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
GLD	BUY	23%	14.1% below entry	14.0% above entry	20.2%	TV YH
SCHD	BUY	14%	8.3% below entry	8.3% above entry	34.3%	TV YH
TLT	BUY	12%	7.3% below entry	7.3% above entry	38.8%	TV YH
AAPL	BUY	29%	17.3% below entry	17.3% above entry	16.4%	TV YH
MSFT	BUY	28%	16.9% below entry	16.9% above entry	16.8%	TV YH
NVDA	BUY	47%	28.7% below entry	28.7% above entry	9.9%	TV YH
QQQ	BUY	22%	13.2% below entry	13.2% above entry	21.5%	TV YH