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WINNING

Fomc Announcement

Pre-FOMC drift: 50 bps excess return, Sharpe 0.75-1.04

3Y
Total Return
+108.2%
3Y
Sharpe Ratio
0.72
3Y
Max Drawdown
-5.2%
3Y
Win Rate
56.0%
3Y
Alpha
-37.7%
3Y
Comp. Score *
0.32
Risk Parameters
Max Allocation23.9%
Stop Loss5.2%
Take Profit13.9%
Max DD Tolerance5.2%
Rebalancedaily
Execution Guidance
Order TypeMarket
Entry RuleUse market orders for volatile names.
TimingSAFE TO BUY. *
ScalingEnter in 3 tranches over 1-2 weeks.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
TLT BUY 12% 2.7% below entry 7.1% above entry 47.0% TVYH
SPY BUY 16% 3.6% below entry 9.6% above entry 34.7% TVYH
GLD BUY 23% 5.1% below entry 13.6% above entry 24.4% TVYH
QQQ BUY 22% 4.8% below entry 12.8% above entry 26.0% TVYH
SHY BUY 2% 2.6% below entry 6.9% above entry 47.7% TVYH