George Soros

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

George Soros (Reflexivity)

Total Return

+83.5%

Sharpe Ratio

1.17

Max Drawdown

-14.4%

Win Rate

50.5%

Alpha

-0.6%

Comp. Score *

0.35

Risk Parameters

Max Allocation12.0%

Stop Loss14.4%

Take Profit11.3%

Max DD Tolerance14.4%

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	18%	10.9% below entry	8.5% above entry	15.8%	TV YH
GLD	BUY	23%	13.9% below entry	10.8% above entry	12.4%	TV YH
SPY	BUY	17%	10.4% below entry	8.1% above entry	16.7%	TV YH
QQQ	BUY	22%	13.1% below entry	10.2% above entry	13.2%	TV YH
META	BUY	36%	22.0% below entry	17.1% above entry	7.9%	TV YH

▶ For Passive Investors (Buy & Hold)

This strategy is suitable for passive investing. - 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 -27% drawdown to return 299% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return

83.4%

Avg 5Y Sharpe

0.59

10Y Return

298.9%

10Y Sharpe

0.76

HODL Composite

1.05

Consistency

82%

Suitable for passive

Yes