Gap Fill Spy

Buy SPY on -0.15% to -0.6% gap down, exit on fill or close. 89% win

Total Return

-14.0%

Sharpe Ratio

-1.61

Max Drawdown

-15.7%

Win Rate

7.8%

Alpha

-70.4%

Comp. Score *

0.00

Risk Parameters

Max Allocation0.0%

Stop Loss15.7%

Take Profit5.0%

Max DD Tolerance15.7%

Rebalancedaily

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

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
CASH	HOLD	0%	N/A	N/A	100% cash