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WINNING

Equal Weight Sp500

Equal weight top S&P 500 holdings — beats cap-weight by ~1%/year long term

Equal Weight S&P 500

3Y
Total Return
+113.7%
3Y
Sharpe Ratio
1.70
3Y
Max Drawdown
-14.6%
3Y
Win Rate
56.3%
3Y
Alpha
+5.8%
3Y
Comp. Score *
0.41
Risk Parameters
Max Allocation17.0%
Stop Loss14.6%
Take Profit14.5%
Max DD Tolerance14.6%
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
RSP BUY 15% 9.3% below entry 9.2% above entry 26.8% TVYH
AAPL BUY 29% 17.6% below entry 17.4% above entry 14.2% TVYH
MSFT BUY 24% 14.9% below entry 14.8% above entry 16.7% TVYH
NVDA BUY 49% 29.8% below entry 29.5% above entry 8.3% TVYH
AMZN BUY 33% 20.2% below entry 20.0% above entry 12.3% TVYH
GOOGL BUY 30% 18.3% below entry 18.2% above entry 13.6% TVYH
META BUY 36% 22.2% below entry 22.0% above entry 11.2% TVYH
BRK-B BUY 18% 10.8% below entry 10.7% above entry 23.0% TVYH
LLY BUY 38% 23.4% below entry 23.1% above entry 10.6% TVYH
UNH BUY 43% 26.4% below entry 26.2% above entry 9.4% TVYH
V BUY 22% 13.3% below entry 13.2% above entry 18.7% TVYH
JNJ BUY 18% 10.9% below entry 10.8% above entry 22.9% TVYH
XOM BUY 24% 14.4% below entry 14.3% above entry 17.2% TVYH
JPM BUY 25% 15.6% below entry 15.5% above entry 15.9% TVYH
PG BUY 18% 11.3% below entry 11.2% above entry 22.0% TVYH
HD BUY 32% 19.5% below entry 19.3% above entry 12.8% TVYH
▶ For Passive Investors (Buy & Hold)

This strategy is suitable for passive investing. - 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 616% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
167.8%
Avg 5Y Sharpe
0.96
10Y Return
615.8%
10Y Sharpe
0.99
HODL Composite
1.65
Consistency
92%
Suitable for passive
Yes