Dual Momentum

Absolute + relative momentum: stocks vs intl vs bonds

Total Return

+36.8%

Sharpe Ratio

0.55

Max Drawdown

-14.3%

Win Rate

53.3%

Alpha

-54.4%

Comp. Score *

0.05

Risk Parameters

Max Allocation7.4%

Stop Loss11.5%

Take Profit12.0%

Max DD Tolerance14.3%

Rebalancemonthly

Execution Guidance

Order TypeLimit

Entry RuleBuy on RSI pullback to 40-50 in confirmed uptrend. Never chase.

TimingSAFE TO BUY. *

ScalingEnter 50% initial, add 25% on first pullback, final 25% on trend confirmation.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
SPY	BUY	16%	7.9% below entry	8.3% above entry	10.7%	TV YH