Defensive Rotation

Rotate to staples/utilities/healthcare when recession signals fire

Total Return

+95.2%

Sharpe Ratio

0.58

Max Drawdown

-21.0%

Win Rate

52.5%

Alpha

-40.4%

Comp. Score *

0.23

Risk Parameters

Max Allocation15.7%

Stop Loss15.0%

Take Profit10.0%

Max DD Tolerance21.0%

Rebalanceweekly

Execution Guidance

Order TypeLimit

Entry RuleAlways hold some. Add more when SPY breaks below SMA200.

TimingSAFE TO BUY. *

ScalingMaintain 5-15% allocation. Add during fear, trim during euphoria.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
XLP	BUY	14%	8.5% below entry	5.7% above entry	27.6%	TV YH
XLU	BUY	16%	10.0% below entry	6.7% above entry	23.6%	TV YH
XLV	BUY	16%	10.0% below entry	6.7% above entry	23.6%	TV YH
SPY	BUY	16%	10.3% below entry	6.9% above entry	22.8%	TV YH
QQQ	BUY	22%	13.8% below entry	9.2% above entry	17.1%	TV YH
XLK	BUY	27%	17.2% below entry	11.5% above entry	13.7%	TV YH