Fixed Income

Bond duration/credit strategies via ETFs

Fixed Income Strategist

Total Return

+4.1%

Sharpe Ratio

-0.40

Max Drawdown

-6.9%

Win Rate

51.7%

Alpha

-21.8%

Comp. Score *

0.00

Risk Parameters

Max Allocation0.0%

Stop Loss20.0%

Take Profit8.0%

Max DD Tolerance6.9%

Rebalanceweekly

Execution Guidance

Order TypeLimit

Entry RuleBuy on ex-dividend date dips or when yield exceeds 5-year average.

TimingSAFE TO BUY. *

ScalingBuild position over 4-6 weeks. Reinvest all dividends.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
SHY	BUY	2%	10.0% below entry	4.0% above entry	0.0%	TV YH
LQD	BUY	7%	10.0% below entry	4.0% above entry	0.0%	TV YH
TLT	BUY	13%	10.5% below entry	4.2% above entry	0.0%	TV YH
IEF	BUY	6%	10.0% below entry	4.0% above entry	0.0%	TV YH
HYG	BUY	5%	10.0% below entry	4.0% above entry	0.0%	TV YH

▶ 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 -20% drawdown to return 2% long-term. - Exit rule: Exit if yield drops below historical average for 2 quarters. Reinvest all dividends.

Avg 5Y Return

5.8%

Avg 5Y Sharpe

-0.42

10Y Return

1.9%

10Y Sharpe

-0.55

HODL Composite

0.01

Consistency

17%

Suitable for passive