Shannon entropy of returns: momentum in low-entropy, defensive in high
Entropy Regime Detector
| Symbol | Action | Vol | Stop Loss | Take Profit | Size | Links |
|---|---|---|---|---|---|---|
| AAPL | BUY | 29% | 10.5% below entry | 9.7% above entry | 10.8% | TVYH |
| GOOGL | BUY | 30% | 11.0% below entry | 10.1% above entry | 10.3% | TVYH |
| SPY | BUY | 17% | 6.3% below entry | 5.8% above entry | 18.1% | TVYH |
| JPM | BUY | 25% | 9.3% below entry | 8.6% above entry | 12.1% | TVYH |
| QQQ | BUY | 22% | 7.9% below entry | 7.3% above entry | 14.3% | TVYH |
| META | BUY | 36% | 13.3% below entry | 12.3% above entry | 8.5% | TVYH |
| NVDA | BUY | 49% | 17.8% below entry | 16.5% above entry | 6.4% | TVYH |
| AMZN | BUY | 33% | 12.1% below entry | 11.1% above entry | 9.4% | TVYH |
| GLD | BUY | 23% | 8.4% below entry | 7.8% above entry | 13.5% | TVYH |
This strategy has moderate long-term potential but requires monitoring. - 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 157% long-term. - Exit rule: Never manually exit — auto-managed. Review quarterly.