Contrastive Pairs

Long the cheap stock in every hot sector: WDC not NVDA, HRB not SNOW, ADP not WDAY

Total Return

+125.2%

Sharpe Ratio

1.25

Max Drawdown

-25.1%

Win Rate

54.5%

Alpha

-35.2%

Comp. Score *

0.34

Risk Parameters

Max Allocation12.3%

Stop Loss10.0%

Take Profit5.0%

Max DD Tolerance25.1%

Rebalanceweekly

Execution Guidance

Order TypeLimit

Entry RuleEnter when Z-score exceeds 2.0. Exit when Z returns to 0.

TimingWAIT FOR SIGNAL: Only enter when price spread between paired stocks reaches extreme levels. *

ScalingFull position at entry. No scaling — it's a convergence trade.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
WDC	BUY	64%	26.8% below entry	13.4% above entry	4.6%	TV YH
NFLX	BUY	33%	14.0% below entry	7.0% above entry	8.8%	TV YH
ORCL	BUY	55%	23.2% below entry	11.6% above entry	5.3%	TV YH
HPQ	BUY	39%	16.4% below entry	8.2% above entry	7.5%	TV YH
MU	BUY	71%	29.7% below entry	14.8% above entry	4.1%	TV YH
HRB	BUY	37%	15.7% below entry	7.8% above entry	7.8%	TV YH
ADP	BUY	23%	9.6% below entry	4.8% above entry	12.9%	TV YH
PAYX	BUY	25%	10.7% below entry	5.3% above entry	11.5%	TV YH
FISV	BUY	47%	19.5% below entry	9.8% above entry	6.3%	TV YH
WBD	BUY	50%	21.0% below entry	10.5% above entry	5.9%	TV YH