Fallen Luxury

Luxury brands at decade-low multiples: Kering, Coach, Burberry — brand equity doesn't depreciate

Total Return

-1.1%

Sharpe Ratio

-0.16

Max Drawdown

-29.6%

Win Rate

49.2%

Alpha

-66.8%

Comp. Score *

0.01

Risk Parameters

Max Allocation0.0%

Stop Loss30.0%

Take Profit10.0%

Max DD Tolerance29.6%

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

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
RMS.PA	BUY	30%	37.3% below entry	12.4% above entry	0.0%	TV YH
HESAY	BUY	32%	40.0% below entry	13.5% above entry	0.0%	TV YH
CPRI	BUY	63%	40.0% below entry	26.5% above entry	0.0%	TV YH