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David Tepper

Macro mean-reversion: cyclicals + China, +24% in 2025

David Tepper (Appaloosa)

3Y
Total Return
+91.5%
3Y
Sharpe Ratio
1.19
3Y
Max Drawdown
-18.4%
3Y
Win Rate
51.9%
3Y
Alpha
+1.1%
3Y
Comp. Score *
0.45
Risk Parameters
Max Allocation11.7%
Stop Loss18.4%
Take Profit12.1%
Max DD Tolerance18.4%
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
F BUY 35% 26.8% below entry 17.7% above entry 8.0% TVYH
GM BUY 36% 27.9% below entry 18.4% above entry 7.7% TVYH
AMZN BUY 33% 25.4% below entry 16.8% above entry 8.5% TVYH
GOOGL BUY 30% 23.1% below entry 15.2% above entry 9.3% TVYH
XLF BUY 18% 13.9% below entry 9.2% above entry 15.5% TVYH
JD BUY 44% 34.1% below entry 22.5% above entry 6.3% TVYH
▶ For Passive Investors (Buy & Hold)

This strategy is suitable for passive investing. - 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 -24% drawdown to return 366% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
121.6%
Avg 5Y Sharpe
0.71
10Y Return
365.6%
10Y Sharpe
0.74
HODL Composite
1.15
Consistency
96%
Suitable for passive
Yes