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WINNING

Earnings Gap And Go

Buy 4%+ gap-up on 3x volume (earnings proxy). 60-70% win, hold 1-5d

Earnings Gap-and-Go

3Y
Total Return
+15.0%
3Y
Sharpe Ratio
0.19
3Y
Max Drawdown
-4.6%
3Y
Win Rate
21.7%
3Y
Alpha
-18.3%
3Y
Comp. Score *
0.02
Risk Parameters
Max Allocation5.9%
Stop Loss5.0%
Take Profit5.0%
Max DD Tolerance4.6%
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 FLAT 29% 6.0% below entry 6.0% above entry 4.9% TVYH
MSFT FLAT 24% 5.1% below entry 5.1% above entry 5.8% TVYH
NVDA FLAT 49% 10.2% below entry 10.2% above entry 2.9% TVYH
GOOGL FLAT 30% 6.3% below entry 6.3% above entry 4.7% TVYH
AMZN FLAT 33% 6.9% below entry 6.9% above entry 4.3% TVYH
META FLAT 36% 7.6% below entry 7.6% above entry 3.9% TVYH
TSLA FLAT 62% 13.1% below entry 13.1% above entry 2.3% TVYH
NFLX FLAT 33% 6.9% below entry 6.9% above entry 4.3% TVYH
CRM FLAT 33% 7.0% below entry 7.0% above entry 4.2% TVYH
AVGO FLAT 55% 11.5% below entry 11.5% above entry 2.6% TVYH
AMD FLAT 57% 11.9% below entry 11.9% above entry 2.5% TVYH
PLTR FLAT 64% 13.4% below entry 13.4% above entry 2.2% TVYH
▶ For Passive Investors (Buy & Hold)

This strategy has moderate long-term potential but requires monitoring. - Take profit: Take profit at +50%. This strategy is inconsistent — capture gains when available. - Stop loss: Reduce position by 50% at -25% drawdown. Consistency is only 10%. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
12.0%
Avg 5Y Sharpe
-0.39
10Y Return
28.6%
10Y Sharpe
-0.31
HODL Composite
0.01
Consistency
10%
Suitable for passive
No