Multi-strategy ensemble weighted by rolling Sharpe ratio
Dynamic Ensemble
| Symbol | Action | Vol | Stop Loss | Take Profit | Size | Links |
|---|---|---|---|---|---|---|
| AAPL | BUY | 29% | 13.1% below entry | 8.6% above entry | 9.1% | TVYH |
| XOM | BUY | 24% | 10.8% below entry | 7.1% above entry | 11.1% | TVYH |
| GLD | BUY | 23% | 10.5% below entry | 6.9% above entry | 11.4% | TVYH |
| JPM | BUY | 25% | 11.6% below entry | 7.6% above entry | 10.3% | TVYH |
| V | BUY | 22% | 9.9% below entry | 6.5% above entry | 12.1% | TVYH |
| ABBV | BUY | 26% | 12.1% below entry | 7.9% above entry | 9.9% | TVYH |
| MRK | BUY | 27% | 12.5% below entry | 8.2% above entry | 9.6% | TVYH |
| NVDA | BUY | 49% | 22.2% below entry | 14.6% above entry | 5.4% | TVYH |
| AMZN | BUY | 33% | 15.0% below entry | 9.9% above entry | 7.9% | TVYH |
| SPY | BUY | 17% | 7.8% below entry | 5.1% above entry | 15.3% | TVYH |
| QQQ | BUY | 22% | 9.9% below entry | 6.5% above entry | 12.1% | TVYH |
| GOOGL | BUY | 30% | 13.7% below entry | 9.0% above entry | 8.7% | TVYH |
This strategy is suitable for passive investing. - Take profit: Rebalance when any position exceeds 2x its target weight. Trim back to target, redeploy to underweight positions. - Stop loss: NO price-based stop loss. This strategy recovered from -20% drawdown to return 248% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.