George Soros

Macro momentum: ride reflexive trends, concentrate bets, fade extremes

Total Return

+111.1%

Sharpe Ratio

1.40

Max Drawdown

-13.3%

Win Rate

49.5%

Alpha

-37.1%

Comp. Score *

0.35

Risk Parameters

Max Allocation13.7%

Stop Loss13.3%

Take Profit14.2%

Max DD Tolerance13.3%

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
XLF	BUY	17%	9.6% below entry	10.2% above entry	19.0%	TV YH
GLD	BUY	23%	13.0% below entry	13.9% above entry	14.0%	TV YH
SPY	BUY	16%	9.2% below entry	9.8% above entry	19.9%	TV YH
QQQ	BUY	22%	12.2% below entry	13.0% above entry	14.9%	TV YH
META	BUY	37%	20.9% below entry	22.3% above entry	8.7%	TV YH