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Dogs Of Dow

Buy worst-performing blue chips yearly, contrarian equal-weight

Dogs of the Dow (Contrarian)

3Y
Total Return
+73.0%
3Y
Sharpe Ratio
1.04
3Y
Max Drawdown
-14.8%
3Y
Win Rate
53.0%
3Y
Alpha
-3.0%
3Y
Comp. Score *
0.28
Risk Parameters
Max Allocation10.9%
Stop Loss14.8%
Take Profit10.1%
Max DD Tolerance14.8%
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
DOW BUY 43% 26.5% below entry 18.1% above entry 6.1% TVYH
UNH BUY 43% 26.7% below entry 18.2% above entry 6.0% TVYH
CRM BUY 33% 20.7% below entry 14.1% above entry 7.8% TVYH
PG BUY 18% 11.4% below entry 7.8% above entry 14.1% TVYH
HON BUY 23% 14.4% below entry 9.8% above entry 11.2% TVYH
V BUY 22% 13.4% below entry 9.2% above entry 12.0% TVYH
NKE BUY 40% 25.1% below entry 17.1% above entry 6.4% TVYH
BA BUY 35% 22.0% below entry 15.0% above entry 7.3% TVYH
HD BUY 23% 14.2% below entry 9.7% above entry 11.3% TVYH
DIS BUY 27% 17.0% below entry 11.6% above entry 9.5% 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 -37% drawdown to return 195% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
80.4%
Avg 5Y Sharpe
0.51
10Y Return
194.7%
10Y Sharpe
0.47
HODL Composite
0.63
Consistency
89%
Suitable for passive
Yes