Breadth Divergence

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

Breadth Divergence

Total Return

+84.8%

Sharpe Ratio

1.38

Max Drawdown

-14.4%

Win Rate

56.1%

Alpha

-0.3%

Comp. Score *

0.37

Risk Parameters

Max Allocation16.0%

Stop Loss14.4%

Take Profit11.4%

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%	13.9% below entry	11.0% above entry	16.6%	TV YH
SCHD	BUY	14%	8.6% below entry	6.8% above entry	26.9%	TV YH
TLT	BUY	13%	7.6% below entry	6.0% above entry	30.3%	TV YH
AAPL	BUY	29%	17.4% below entry	13.7% above entry	13.3%	TV YH
MSFT	BUY	24%	14.8% below entry	11.7% above entry	15.6%	TV YH
NVDA	BUY	49%	29.5% below entry	23.3% above entry	7.8%	TV YH
QQQ	BUY	22%	13.2% below entry	10.4% above entry	17.5%	TV YH

▶ For Passive Investors (Buy & Hold)

This strategy is suitable for passive investing. - Take profit: Rebalance when any position exceeds 2x its target weight. Trim back to target, redeploy to underweight positions. - Stop loss: NO price-based stop loss. This strategy recovered from -20% drawdown to return 407% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return

132.3%

Avg 5Y Sharpe

1.0

10Y Return

407.3%

10Y Sharpe

0.97

HODL Composite

1.46

Consistency

96%

Suitable for passive

Yes