Buyback Yield Systematic

Companies reducing share count via buybacks outperform over time

Total Return

+25.1%

Sharpe Ratio

0.66

Max Drawdown

-5.5%

Win Rate

53.1%

Alpha

-58.6%

Comp. Score *

0.07

Risk Parameters

Max Allocation10.6%

Stop Loss5.5%

Take Profit5.0%

Max DD Tolerance5.5%

Rebalancemonthly

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
SHY	BUY	2%	2.7% below entry	3.0% above entry	21.2%	TV YH
PKW	BUY	16%	3.7% below entry	3.4% above entry	15.6%	TV YH