Entropy Regime

Shannon entropy of returns: momentum in low-entropy, defensive in high

Total Return

+77.1%

Sharpe Ratio

1.42

Max Drawdown

-8.5%

Win Rate

54.7%

Alpha

-44.4%

Comp. Score *

0.23

Risk Parameters

Max Allocation14.6%

Stop Loss8.5%

Take Profit10.5%

Max DD Tolerance8.5%

Rebalanceweekly

Execution Guidance

Order TypeMarket

Entry RuleAuto-managed. No manual entry needed — strategy self-adjusts weekly.

TimingALWAYS ACTIVE: Auto-managed. *

ScalingSet it and forget it. Review quarterly.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
AAPL	BUY	29%	10.2% below entry	12.7% above entry	12.1%	TV YH
GOOGL	BUY	31%	11.1% below entry	13.8% above entry	11.1%	TV YH
SPY	BUY	16%	5.8% below entry	7.2% above entry	21.2%	TV YH
JPM	BUY	25%	8.8% below entry	10.9% above entry	14.1%	TV YH
QQQ	BUY	22%	7.8% below entry	9.7% above entry	15.9%	TV YH
META	BUY	37%	13.3% below entry	16.5% above entry	9.3%	TV YH
NVDA	BUY	47%	16.9% below entry	21.0% above entry	7.3%	TV YH
AMZN	BUY	34%	12.1% below entry	15.0% above entry	10.2%	TV YH
GLD	BUY	23%	8.3% below entry	10.3% above entry	14.9%	TV YH