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Commodity Supercycle

Ride multi-commodity momentum when commodities outperform stocks

Commodity Supercycle

3Y
Total Return
-8.2%
3Y
Sharpe Ratio
-0.59
3Y
Max Drawdown
-22.6%
3Y
Win Rate
51.3%
3Y
Alpha
-25.9%
3Y
Comp. Score *
0.00
Risk Parameters
Max Allocation0.0%
Stop Loss33.9%
Take Profit15.0%
Max DD Tolerance22.6%
Rebalanceweekly
Execution Guidance
Order TypeLimit
Entry RuleBuy on golden cross (SMA50 > SMA200). These are CYCLE trades — timing matters.
TimingSAFE TO BUY. *
ScalingEnter 30% at signal, add 30% on confirmation, hold 40% for cycle peak.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
DJP BUY 17% 24.8% below entry 11.0% above entry 0.0% TVYH
SCCO BUY 43% 40.0% below entry 27.2% above entry 0.0% TVYH
MOO BUY 16% 22.5% below entry 10.0% above entry 0.0% TVYH
NTR BUY 29% 40.0% below entry 18.4% above entry 0.0% TVYH
XME BUY 32% 40.0% below entry 20.4% above entry 0.0% TVYH
SLV BUY 46% 40.0% below entry 29.2% above entry 0.0% TVYH
COPX BUY 39% 40.0% below entry 24.6% above entry 0.0% TVYH
GSG BUY 20% 28.2% below entry 12.5% above entry 0.0% TVYH
GLD BUY 23% 32.6% below entry 14.4% above entry 0.0% TVYH
FCX BUY 45% 40.0% below entry 28.6% above entry 0.0% 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 -30% drawdown to return 43% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
35.7%
Avg 5Y Sharpe
0.19
10Y Return
43.2%
10Y Sharpe
0.03
HODL Composite
0.16
Consistency
57%
Suitable for passive
No