Gap Fill Spy

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

Gap Fill SPY

Total Return

-14.8%

Sharpe Ratio

-1.57

Max Drawdown

-18.5%

Win Rate

10.0%

Alpha

-28.3%

Comp. Score *

0.00

Risk Parameters

Max Allocation0.0%

Stop Loss18.5%

Take Profit5.0%

Max DD Tolerance18.5%

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

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
SPY	FLAT	17%	13.3% below entry	3.6% above entry	0.0%	TV YH

▶ For Passive Investors (Buy & Hold)

This strategy is NOT recommended for passive investing. - Take profit: Take profit at +50%. This strategy is inconsistent — capture gains when available. - Stop loss: Reduce position by 50% at -25% drawdown. Consistency is only 3%. - Exit rule: Review semi-annually. Exit if strategy thesis no longer holds based on fundamental analysis.

Avg 5Y Return

-27.6%

Avg 5Y Sharpe

-1.34

10Y Return

-49.5%

10Y Sharpe

-1.39

HODL Composite

-0.0

Consistency

Suitable for passive