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Core Satellite

60% passive core (SPY+BND) + 40% active satellite (momentum+themes)

Core-Satellite Portfolio

3Y
Total Return
+107.1%
3Y
Sharpe Ratio
1.64
3Y
Max Drawdown
-11.6%
3Y
Win Rate
57.4%
3Y
Alpha
+4.5%
3Y
Comp. Score *
0.75
Risk Parameters
Max Allocation16.5%
Stop Loss11.6%
Take Profit13.8%
Max DD Tolerance11.6%
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
SPY BUY 17% 8.4% below entry 9.9% above entry 22.9% TVYH
BND BUY 5% 5.8% below entry 6.9% above entry 32.9% TVYH
AVGO BUY 55% 26.9% below entry 31.8% above entry 7.1% TVYH
LLY BUY 38% 18.6% below entry 22.1% above entry 10.3% TVYH
GLD BUY 23% 11.2% below entry 13.3% above entry 17.1% TVYH
XLE BUY 23% 11.1% below entry 13.2% above entry 17.2% TVYH
▶ For Passive Investors (Buy & Hold)

This strategy is suitable for passive investing. - 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 -20% drawdown to return 271% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
95.6%
Avg 5Y Sharpe
0.77
10Y Return
271.3%
10Y Sharpe
0.78
HODL Composite
1.04
Consistency
92%
Suitable for passive
Yes