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Equal Risk Contrib

Each asset contributes equal risk, with momentum filter

Equal Risk Contribution (ERC)

3Y
Total Return
+34.6%
3Y
Sharpe Ratio
0.76
3Y
Max Drawdown
-9.4%
3Y
Win Rate
55.1%
3Y
Alpha
-12.7%
3Y
Comp. Score *
0.04
Risk Parameters
Max Allocation10.1%
Stop Loss9.4%
Take Profit5.2%
Max DD Tolerance9.4%
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
GLD BUY 23% 9.0% below entry 5.0% above entry 10.5% TVYH
EEM BUY 19% 7.5% below entry 4.2% above entry 12.6% TVYH
SPY BUY 17% 6.7% below entry 3.7% above entry 14.1% TVYH
QQQ BUY 22% 8.5% below entry 4.8% above entry 11.1% TVYH
IEF BUY 6% 4.7% below entry 3.0% above entry 20.3% TVYH
EFA BUY 16% 6.4% below entry 3.6% above entry 14.8% TVYH
IWM BUY 22% 8.8% below entry 4.9% above entry 10.8% TVYH
▶ For Passive Investors (Buy & Hold)

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 -30% drawdown to return 17% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
17.3%
Avg 5Y Sharpe
-0.04
10Y Return
16.6%
10Y Sharpe
-0.22
HODL Composite
0.05
Consistency
42%
Suitable for passive
No