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WINNING

Economic Indicators

Non-traditional indicators: fashion=confidence, underwear=recession, copper=industrial

3Y
Total Return
+15.9%
3Y
Sharpe Ratio
0.16
3Y
Max Drawdown
-9.7%
3Y
Win Rate
51.1%
3Y
Alpha
-61.3%
3Y
Comp. Score *
0.03
Risk Parameters
Max Allocation4.8%
Stop Loss9.6%
Take Profit5.0%
Max DD Tolerance9.6%
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
FCX BUY 47% 19.0% below entry 9.8% above entry 2.5% TVYH
MCD BUY 19% 7.6% below entry 3.9% above entry 6.1% TVYH
RL BUY 37% 15.0% below entry 7.8% above entry 3.1% TVYH
PKG BUY 27% 10.7% below entry 5.6% above entry 4.3% TVYH