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WINNING

Defensive Rotation

Rotate to staples/utilities/healthcare when recession signals fire

Defensive Rotation

3Y
Total Return
+41.8%
3Y
Sharpe Ratio
0.68
3Y
Max Drawdown
-21.1%
3Y
Win Rate
54.5%
3Y
Alpha
-10.7%
3Y
Comp. Score *
0.23
Risk Parameters
Max Allocation8.4%
Stop Loss15.0%
Take Profit5.0%
Max DD Tolerance21.1%
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
SymbolActionVol Stop LossTake ProfitSizeLinks
XLP BUY 13% 8.2% below entry 3.0% above entry 15.4% TVYH
XLU BUY 16% 9.9% below entry 3.3% above entry 12.7% TVYH
XLV BUY 15% 9.7% below entry 3.2% above entry 13.0% TVYH
SPY BUY 17% 10.8% below entry 3.6% above entry 11.7% TVYH
QQQ BUY 22% 13.7% below entry 4.6% above entry 9.2% TVYH
XLK BUY 26% 16.5% below entry 5.5% above entry 7.6% 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 -28% drawdown to return 212% long-term. - Exit rule: Reduce when markets recover strongly. Never fully exit — keep minimum 5% as insurance.

Avg 5Y Return
82.1%
Avg 5Y Sharpe
0.58
10Y Return
211.7%
10Y Sharpe
0.57
HODL Composite
0.81
Consistency
85%
Suitable for passive
Yes