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Crisis Alpha
Auto-defensive on sharp market drops, return when vol normalizes
Risk Parameters
Max Allocation24.5%
Stop Loss10.4%
Take Profit20.1%
Max DD Tolerance11.5%
Rebalancedaily
Execution Guidance
Order TypeMarket
Entry RuleEnter immediately when trigger fires. Speed matters more than price.
TimingSAFE TO BUY as portfolio insurance. *
ScalingFull position at trigger. No scaling — the signal is binary.
Positions — Vol-Adjusted Sizing
| Symbol | Action | Vol |
Stop Loss | Take Profit | Size | Links |
| TLT |
BUY |
12% |
5.3% below entry |
10.2% above entry |
48.3% |
TVYH |
| GLD |
BUY |
23% |
10.1% below entry |
19.6% above entry |
25.1% |
TVYH |
| SPY |
BUY |
16% |
7.1% below entry |
13.8% above entry |
35.6% |
TVYH |
| QQQ |
BUY |
22% |
9.5% below entry |
18.5% above entry |
26.7% |
TVYH |