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WINNING

Fallen Blue Chip Value

Once-great blue chips at deep discounts: turnaround catalysts + dividend income

Fallen Blue Chip Value

3Y
Total Return
+22.9%
3Y
Sharpe Ratio
0.29
3Y
Max Drawdown
-11.7%
3Y
Win Rate
49.8%
3Y
Alpha
-16.0%
3Y
Comp. Score *
0.02
Risk Parameters
Max Allocation5.0%
Stop Loss14.1%
Take Profit10.0%
Max DD Tolerance11.7%
Rebalanceweekly
Execution Guidance
Order TypeLimit
Entry RuleBuy below SMA200 or at RSI < 35. Value = patience. Don't rush.
TimingSAFE TO BUY. *
ScalingEnter in 3 tranches over 4-6 weeks as price confirms bottom.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
PFE BUY 25% 14.5% below entry 10.3% above entry 4.9% TVYH
MDT BUY 20% 12.0% below entry 8.5% above entry 5.9% 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 25% long-term. - Exit rule: Exit if free cash flow turns negative for 2 quarters — value trap confirmed.

Avg 5Y Return
15.7%
Avg 5Y Sharpe
0.01
10Y Return
24.9%
10Y Sharpe
-0.06
HODL Composite
0.09
Consistency
46%
Suitable for passive
No