LIVE — 11:54 ET
← All Strategies
WINNING

Crisis Rotation

4-regime VIX rotation: growth/balanced/defensive/contrarian-buy

Crisis Rotation

3Y
Total Return
+60.0%
3Y
Sharpe Ratio
1.01
3Y
Max Drawdown
-14.1%
3Y
Win Rate
55.9%
3Y
Alpha
-6.1%
3Y
Comp. Score *
0.44
Risk Parameters
Max Allocation11.8%
Stop Loss14.1%
Take Profit8.5%
Max DD Tolerance14.1%
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
TLT BUY 13% 7.4% below entry 4.5% above entry 22.4% TVYH
SPY BUY 17% 10.1% below entry 6.1% above entry 16.5% TVYH
GLD BUY 23% 13.6% below entry 8.2% above entry 12.3% TVYH
QQQ BUY 22% 12.9% below entry 7.7% above entry 13.0% TVYH
IWM BUY 22% 13.2% below entry 8.0% above entry 12.6% 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 -22% drawdown to return 137% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
58.5%
Avg 5Y Sharpe
0.47
10Y Return
136.6%
10Y Sharpe
0.44
HODL Composite
0.68
Consistency
85%
Suitable for passive
No