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Dcf Deep Value

Mid/large caps trading 30%+ below intrinsic value — high FCF, beaten-down prices

DCF Deep Value (High FCF Discount)

3Y
Total Return
+5.0%
3Y
Sharpe Ratio
-0.09
3Y
Max Drawdown
-15.2%
3Y
Win Rate
51.1%
3Y
Alpha
-21.5%
3Y
Comp. Score *
0.02
Risk Parameters
Max Allocation0.0%
Stop Loss18.2%
Take Profit10.0%
Max DD Tolerance15.2%
Rebalanceweekly
Execution Guidance
Order TypeLimit
Entry RuleBuy below SMA200 or at RSI < 35. Value = patience. Don't rush.
TimingSAFE TO BUY. *
ScalingEnter in 3 tranches over 4-6 weeks as price confirms bottom.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
CAG BUY 26% 19.7% below entry 10.8% above entry 0.0% TVYH
FISV BUY 47% 36.2% below entry 19.8% above entry 0.0% TVYH
FIS BUY 27% 21.0% below entry 11.5% above entry 0.0% TVYH
HRL BUY 24% 18.7% below entry 10.3% above entry 0.0% TVYH
ROP BUY 23% 17.5% below entry 9.6% above entry 0.0% TVYH
MDLZ BUY 22% 16.5% below entry 9.0% above entry 0.0% TVYH
ZTS BUY 26% 20.3% below entry 11.1% above entry 0.0% TVYH
CPB BUY 27% 21.0% below entry 11.5% above entry 0.0% TVYH
SJM BUY 28% 21.2% below entry 11.6% above entry 0.0% TVYH
TDY BUY 24% 18.2% below entry 10.0% above entry 0.0% 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 -25% drawdown to return 151% long-term. - Exit rule: Exit if free cash flow turns negative for 2 quarters — value trap confirmed.

Avg 5Y Return
60.4%
Avg 5Y Sharpe
0.45
10Y Return
150.6%
10Y Sharpe
0.43
HODL Composite
0.47
Consistency
75%
Suitable for passive
No