Dollar Cycle Rotation

Total Return

+17.5%

Sharpe Ratio

0.25

Max Drawdown

-9.2%

Win Rate

50.0%

Alpha

+0.0%

Comp. Score *

0.08

Risk Parameters

Max Allocation0.0%

Stop Loss9.2%

Take Profit5.0%

Max DD Tolerance9.2%

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

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links

▶ For Passive Investors (Buy & Hold)

This strategy is NOT recommended for passive investing. If you still want exposure: Limit to 5% of your portfolio maximum.

Avg 5Y Return

21.7%

Avg 5Y Sharpe

0.06

Avg 5Y Max DD

-17.4%

10Y Return (2015-2024)

51.2%

10Y Sharpe

0.07

10Y Max DD

-20.1%

HODL Composite

0.12

Windows Tested

Consistency

61%