Factor Etf Rotation

Rotate between factor ETFs (momentum, quality, value, low vol) based on trend

Total Return

+41.5%

Sharpe Ratio

0.67

Max Drawdown

-14.3%

Win Rate

52.4%

Alpha

-53.1%

Comp. Score *

0.06

Risk Parameters

Max Allocation8.0%

Stop Loss14.3%

Take Profit6.2%

Max DD Tolerance14.3%

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

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
VLUE	BUY	19%	11.4% below entry	4.9% above entry	10.1%	TV YH
IWM	BUY	21%	12.9% below entry	5.6% above entry	8.9%	TV YH
SPY	BUY	16%	9.8% below entry	4.2% above entry	11.7%	TV YH