Cross Asset Carry

Rank yield-bearing ETFs by carry, hold top 2

Total Return

+17.9%

Sharpe Ratio

0.31

Max Drawdown

-7.5%

Win Rate

54.9%

Alpha

-60.7%

Comp. Score *

0.02

Risk Parameters

Max Allocation8.8%

Stop Loss7.6%

Take Profit5.0%

Max DD Tolerance7.6%

Rebalancemonthly

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

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
EMB	BUY	7%	3.8% below entry	3.0% above entry	17.7%	TV YH
HYG	BUY	5%	3.8% below entry	3.0% above entry	17.7%	TV YH

▶ For Passive Investors (Buy & Hold)

This strategy is NOT recommended for passive investing. If you still want exposure: Limit to 5% of your portfolio maximum.

Avg 5Y Return

0.0%

Avg 5Y Sharpe

0.00

Avg 5Y Max DD

-0.0%

10Y Return (2015-2024)

0.0%

10Y Sharpe

0.00

10Y Max DD

0.0%

HODL Composite

0.01

Windows Tested

Consistency