LIVE — 21:26 ET
← All Strategies
WINNING

Equal Risk Contrib

Each asset contributes equal risk, with momentum filter

3Y
Total Return
+38.2%
3Y
Sharpe Ratio
0.88
3Y
Max Drawdown
-7.1%
3Y
Win Rate
55.4%
3Y
Alpha
-54.0%
3Y
Comp. Score *
0.04
Risk Parameters
Max Allocation11.3%
Stop Loss7.1%
Take Profit5.7%
Max DD Tolerance7.1%
Rebalancemonthly
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% 6.9% below entry 5.6% above entry 11.6% TVYH
EEM BUY 21% 6.4% below entry 5.1% above entry 12.6% TVYH
SPY BUY 16% 4.9% below entry 3.9% above entry 16.4% TVYH
QQQ BUY 22% 6.5% below entry 5.2% above entry 12.3% TVYH
IEF BUY 6% 3.5% below entry 3.0% above entry 22.6% TVYH
EFA BUY 16% 4.8% below entry 3.9% above entry 16.5% TVYH
IWM BUY 21% 6.4% below entry 5.2% above entry 12.5% TVYH