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Carl Icahn

Concentrated deep value: buy beaten-down large caps showing recovery

Carl Icahn (Activist Value)

3Y
Total Return
+20.2%
3Y
Sharpe Ratio
0.39
3Y
Max Drawdown
-5.8%
3Y
Win Rate
18.8%
3Y
Alpha
-16.8%
3Y
Comp. Score *
0.05
Risk Parameters
Max Allocation5.1%
Stop Loss5.8%
Take Profit5.0%
Max DD Tolerance5.8%
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
SymbolActionVol Stop LossTake ProfitSizeLinks
AAPL FLAT 29% 7.0% below entry 6.0% above entry 4.2% TVYH
MSFT FLAT 24% 5.9% below entry 5.1% above entry 5.0% TVYH
META FLAT 36% 8.8% below entry 7.6% above entry 3.3% TVYH
AMZN FLAT 33% 8.0% below entry 6.9% above entry 3.7% TVYH
GOOGL FLAT 30% 7.3% below entry 6.3% above entry 4.0% TVYH
XOM FLAT 24% 5.7% below entry 4.9% above entry 5.1% TVYH
CVX FLAT 23% 5.7% below entry 4.9% above entry 5.2% TVYH
OXY FLAT 34% 8.2% below entry 7.0% above entry 3.6% TVYH
DVN FLAT 37% 8.9% below entry 7.7% above entry 3.3% TVYH
JPM FLAT 25% 6.2% below entry 5.3% above entry 4.7% TVYH
BAC FLAT 26% 6.3% below entry 5.4% above entry 4.7% TVYH
C FLAT 32% 7.8% below entry 6.7% above entry 3.8% TVYH
▶ For Passive Investors (Buy & Hold)

This strategy has moderate long-term potential but requires monitoring. - 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 -18% drawdown to return 35% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
20.0%
Avg 5Y Sharpe
0.0
10Y Return
34.8%
10Y Sharpe
-0.08
HODL Composite
0.06
Consistency
39%
Suitable for passive
No