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WINNING

Dynamic Ensemble

Multi-strategy ensemble weighted by rolling Sharpe ratio

3Y
Total Return
+67.2%
3Y
Sharpe Ratio
1.10
3Y
Max Drawdown
-10.7%
3Y
Win Rate
54.6%
3Y
Alpha
-46.7%
3Y
Comp. Score *
0.23
Risk Parameters
Max Allocation13.6%
Stop Loss10.7%
Take Profit9.4%
Max DD Tolerance10.7%
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
AAPL BUY 29% 12.9% below entry 11.3% above entry 11.3% TVYH
XOM BUY 24% 11.0% below entry 9.6% above entry 13.3% TVYH
GLD BUY 23% 10.5% below entry 9.2% above entry 14.0% TVYH
JPM BUY 25% 11.1% below entry 9.7% above entry 13.1% TVYH
V BUY 22% 9.9% below entry 8.7% above entry 14.7% TVYH
ABBV BUY 27% 11.9% below entry 10.4% above entry 12.2% TVYH
MRK BUY 29% 13.0% below entry 11.4% above entry 11.2% TVYH
NVDA BUY 47% 21.4% below entry 18.7% above entry 6.8% TVYH
AMZN BUY 34% 15.3% below entry 13.4% above entry 9.6% TVYH
SPY BUY 16% 7.4% below entry 6.5% above entry 19.8% TVYH
QQQ BUY 22% 9.8% below entry 8.6% above entry 14.8% TVYH
GOOGL BUY 31% 14.1% below entry 12.3% above entry 10.4% TVYH