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WINNING

Fifty Two Week Breakout

Buy new 52-week highs on 1.5x volume. 72% continuation, +11.4%/31d

52-Week High Breakout

3Y
Total Return
+14.9%
3Y
Sharpe Ratio
0.22
3Y
Max Drawdown
-3.6%
3Y
Win Rate
44.7%
3Y
Alpha
-18.4%
3Y
Comp. Score *
0.07
Risk Parameters
Max Allocation10.8%
Stop Loss5.0%
Take Profit5.0%
Max DD Tolerance3.6%
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
GOOGL BUY 30% 6.3% below entry 6.3% above entry 8.6% TVYH
▶ For Passive Investors (Buy & Hold)

This strategy has moderate long-term potential but requires monitoring. - Take profit: Trim 25% of winners at +80%. Rebalance semi-annually. - Stop loss: Review at -5% drawdown. Exit only if fundamentals deteriorated. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
26.8%
Avg 5Y Sharpe
0.2
10Y Return
59.0%
10Y Sharpe
0.19
HODL Composite
0.22
Consistency
75%
Suitable for passive
No