Dollar Weak Em Strong

USD weakens → EM stocks + commodities + gold outperform. Inverse dollar-to-EM signal.

Dollar Weak → EM Strong (Currency Rotation)

Total Return

+36.8%

Sharpe Ratio

0.85

Max Drawdown

-13.0%

Win Rate

57.5%

Alpha

-12.1%

Comp. Score *

0.07

Risk Parameters

Max Allocation14.1%

Stop Loss11.7%

Take Profit8.0%

Max DD Tolerance13.0%

Rebalanceweekly

Execution Guidance

Order TypeMarket

Entry RuleEnter immediately when trigger fires. Speed matters more than price.

TimingWAIT FOR SIGNAL: Only enter when US dollar is weakening. *

ScalingFull position at trigger. No scaling — the signal is binary.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
GLD	BUY	23%	11.3% below entry	7.7% above entry	14.7%	TV YH
EEM	BUY	19%	9.4% below entry	6.4% above entry	17.6%	TV YH

▶ 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 -13% drawdown to return 143% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return

58.5%

Avg 5Y Sharpe

0.53

10Y Return

142.9%

10Y Sharpe

0.53

HODL Composite

0.40

Consistency

71%

Suitable for passive