Contrarian Fallen Angels

Buy beaten-down quality + activist catalysts: BA, INTC, PFE, NCLH

Total Return

+12.7%

Sharpe Ratio

0.06

Max Drawdown

-19.8%

Win Rate

45.4%

Alpha

-19.1%

Comp. Score *

0.02

Risk Parameters

Max Allocation3.8%

Stop Loss23.8%

Take Profit10.0%

Max DD Tolerance19.8%

Rebalanceweekly

Execution Guidance

Order TypeLimit

Entry RuleBuy below SMA200 or at RSI < 35. Value = patience. Don't rush.

TimingSAFE TO BUY. *

ScalingEnter in 3 tranches over 4-6 weeks as price confirms bottom.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
CLX	BUY	40%	39.7% below entry	16.7% above entry	2.3%	TV YH
NCLH	BUY	53%	40.0% below entry	22.1% above entry	1.7%	TV YH
PYPL	BUY	39%	38.6% below entry	16.2% above entry	2.3%	TV YH
BA	BUY	35%	35.4% below entry	14.9% above entry	2.6%	TV YH

▶ 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 -23% drawdown to return 27% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return

14.8%

Avg 5Y Sharpe

-0.05

10Y Return

26.6%

10Y Sharpe

-0.1

HODL Composite

0.05

Consistency

42%

Suitable for passive