← All Strategies

WINNING

Cross Asset Carry

Rank yield-bearing ETFs by carry, hold top 2

3Y

Total Return

+17.8%

3Y

Sharpe Ratio

0.31

3Y

Max Drawdown

-7.5%

3Y

Win Rate

54.9%

3Y

Alpha

-60.7%

3Y

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	17.6%	TV YH
HYG	BUY	5%	3.8% below entry	3.0% above entry	17.6%	TV YH