Esg Momentum

ESG leaders when institutional flows favor sustainability, quality names always

ESG Momentum — gap audit strategy

Total Return

+77.6%

Sharpe Ratio

1.19

Max Drawdown

-17.9%

Win Rate

54.3%

Alpha

-1.9%

Comp. Score *

0.18

Risk Parameters

Max Allocation12.5%

Stop Loss14.3%

Take Profit12.7%

Max DD Tolerance17.9%

Rebalanceweekly

Execution Guidance

Order TypeLimit

Entry RuleBuy on RSI pullback to 40-50 in confirmed uptrend. Never chase.

TimingSAFE TO BUY. *

ScalingEnter 50% initial, add 25% on first pullback, final 25% on trend confirmation.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
SUSL	BUY	17%	10.4% below entry	9.3% above entry	17.1%	TV YH
GOOGL	BUY	30%	18.0% below entry	16.0% above entry	9.9%	TV YH
JNJ	BUY	18%	10.7% below entry	9.5% above entry	16.7%	TV YH
ESGU	BUY	17%	10.2% below entry	9.1% above entry	17.4%	TV YH
ESGV	BUY	18%	10.8% below entry	9.6% above entry	16.5%	TV YH
CRM	BUY	33%	20.1% below entry	17.8% above entry	8.9%	TV YH
ADBE	BUY	34%	20.4% below entry	18.1% above entry	8.7%	TV YH
NVDA	BUY	49%	29.2% below entry	25.9% above entry	6.1%	TV YH

▶ For Passive Investors (Buy & Hold)

Moderate long-term performer. Consider as a diversifier (2-5% of portfolio). Rebalance quarterly; trim if concentration exceeds target.

Avg 5Y Return

87.5%

Avg 5Y Sharpe

0.67

Avg 5Y Max DD

-21.7%

10Y Return (2015-2024)

217.6%

10Y Sharpe

0.62

10Y Max DD

-28.1%

HODL Composite

0.68

Windows Tested

Consistency

93%