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WINNING

Crisis Rotation

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

3Y
Total Return
+140.9%
3Y
Sharpe Ratio
0.84
3Y
Max Drawdown
-13.6%
3Y
Win Rate
55.0%
3Y
Alpha
-31.3%
3Y
Comp. Score *
0.44
Risk Parameters
Max Allocation21.0%
Stop Loss13.6%
Take Profit17.1%
Max DD Tolerance13.6%
Rebalancedaily
Execution Guidance
Order TypeMarket
Entry RuleUse market orders for volatile names.
TimingSAFE TO BUY. *
ScalingEnter in 3 tranches over 1-2 weeks.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
SPY BUY 16% 9.4% below entry 11.8% above entry 30.5% TVYH
GLD BUY 23% 13.3% below entry 16.7% above entry 21.5% TVYH
TLT BUY 12% 6.9% below entry 8.7% above entry 41.4% TVYH
QQQ BUY 22% 12.5% below entry 15.7% above entry 22.9% TVYH
IWM BUY 21% 12.3% below entry 15.4% above entry 23.3% TVYH