Cannabis Alt Consumer

Contrarian cannabis: pre-legalization value, binary regulatory catalyst

Cannabis & Alt Consumer

Total Return

+9.8%

Sharpe Ratio

0.20

Max Drawdown

-57.7%

Win Rate

45.4%

Alpha

-19.9%

Comp. Score *

-0.03

Risk Parameters

Max Allocation2.5%

Stop Loss25.0%

Take Profit5.0%

Max DD Tolerance57.7%

Rebalanceweekly

Execution Guidance

Order TypeMarket

Entry RuleUse market orders for volatile names.

TimingSAFE TO BUY. *

ScalingEnter in 3 tranches over 1-2 weeks.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
SAM	BUY	32%	33.1% below entry	6.6% above entry	1.9%	TV YH
GTBIF	BUY	80%	40.0% below entry	15.0% above entry	0.8%	TV YH

▶ For Passive Investors (Buy & Hold)

This strategy is NOT recommended for passive investing. - Take profit: Take profit at +50%. This strategy is inconsistent — capture gains when available. - Stop loss: Reduce position by 50% at -25% drawdown. Consistency is only 46%. - Exit rule: Review semi-annually. Exit if strategy thesis no longer holds based on fundamental analysis.

Avg 5Y Return

-19.8%

Avg 5Y Sharpe

-0.09

10Y Return

-35.2%

10Y Sharpe

-0.1

HODL Composite

-0.03

Consistency

46%

Suitable for passive