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WINNING

Drawdown Severity Rotation

Shift equities→bonds→gold→cash as drawdown deepens

3Y
Total Return
+58.0%
3Y
Sharpe Ratio
0.76
3Y
Max Drawdown
-12.4%
3Y
Win Rate
53.3%
3Y
Alpha
-48.9%
3Y
Comp. Score *
0.09
Risk Parameters
Max Allocation13.4%
Stop Loss12.4%
Take Profit8.3%
Max DD Tolerance12.4%
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
GLD BUY 23% 12.1% below entry 8.1% above entry 13.7% TVYH
SHY BUY 2% 6.2% below entry 4.1% above entry 26.7% TVYH
TLT BUY 12% 6.3% below entry 4.2% above entry 26.3% TVYH
SPY BUY 16% 8.6% below entry 5.7% above entry 19.4% TVYH