Drawdown Severity Rotation

Shift equities→bonds→gold→cash as drawdown deepens

Total Return

+76.4%

Sharpe Ratio

0.78

Max Drawdown

-8.2%

Win Rate

55.2%

Alpha

-44.5%

Comp. Score *

0.23

Risk Parameters

Max Allocation19.2%

Stop Loss8.2%

Take Profit10.4%

Max DD Tolerance8.2%

Rebalanceweekly

Execution Guidance

Order TypeMarket

Entry RuleUse market orders for volatile names.

TimingSAFE TO BUY. *

ScalingEnter in 3 tranches over 1-2 weeks.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
GLD	BUY	23%	7.9% below entry	10.0% above entry	20.0%	TV YH
TLT	BUY	13%	4.3% below entry	5.5% above entry	36.5%	TV YH
SPY	BUY	17%	5.9% below entry	7.5% above entry	26.8%	TV YH
QQQ	BUY	22%	7.5% below entry	9.5% above entry	21.1%	TV YH

▶ For Passive Investors (Buy & Hold)

This strategy has decent long-term performance. Consider allocating 5-10% of portfolio. Rebalance quarterly.

Avg 5Y Return

38.7%

Avg 5Y Sharpe

0.32

Avg 5Y Max DD

-16.3%

10Y Return (2015-2024)

97.1%

10Y Sharpe

0.27

10Y Max DD

-21.7%

HODL Composite

0.28

Windows Tested

Consistency

79%