LIVE — 11:56 ET
← All Strategies
WINNING

Dual Momentum Global

3Y
Total Return
+67.6%
3Y
Sharpe Ratio
1.11
3Y
Max Drawdown
-14.3%
3Y
Win Rate
50.0%
3Y
Alpha
+0.0%
3Y
Comp. Score *
0.05
Risk Parameters
Max Allocation0.0%
Stop Loss11.5%
Take Profit12.0%
Max DD Tolerance14.3%
Rebalanceweekly
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
SymbolActionVol Stop LossTake ProfitSizeLinks
▶ For Passive Investors (Buy & Hold)

This strategy has decent long-term performance. Consider allocating 5-10% of portfolio. Rebalance quarterly. Use the strategy orchestrator for regime-aware allocation.

Avg 5Y Return
36.5%
Avg 5Y Sharpe
0.23
Avg 5Y Max DD
-20.8%
10Y Return (2015-2024)
66.4%
10Y Sharpe
0.16
10Y Max DD
-21.4%
HODL Composite
0.09
Windows Tested
28
Consistency
68%