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WINNING

Earnings Gap And Go

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

3Y

Total Return

+15.9%

3Y

Sharpe Ratio

0.23

3Y

Max Drawdown

-4.6%

3Y

Win Rate

21.3%

3Y

Alpha

-60.4%

3Y

Comp. Score *

0.02

Risk Parameters

Max Allocation6.1%

Stop Loss5.0%

Take Profit5.0%

Max DD Tolerance4.6%

Rebalancedaily

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

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
CASH	HOLD	0%	N/A	N/A	100% cash