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Global Consumer Staples

Global pricing power: Unilever, Nestle, P&G, KO, Deere — income + stability

Global Consumer Staples 3Y

3Y
Total Return
+13.1%
3Y
Sharpe Ratio
0.07
3Y
Max Drawdown
-10.9%
3Y
Win Rate
50.5%
3Y
Alpha
-4.5%
3Y
Comp. Score *
0.01
Risk Parameters
Max Allocation4.4%
Stop Loss13.1%
Take Profit5.0%
Max DD Tolerance10.9%
Rebalanceweekly
Execution Guidance
Order TypeLimit
Entry Rule0.5% below current price for buys
TimingSAFE TO BUY. *
ScalingEnter in 3 tranches over 1-2 weeks to average in
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
UL BUY 20% 10.8% below entry 4.1% above entry 5.3% TVYH
MKC BUY 25% 13.8% below entry 5.3% above entry 4.1% TVYH
KO BUY 16% 9.0% below entry 3.4% above entry 6.4% TVYH
NSRGY BUY 23% 12.4% below entry 4.7% above entry 4.6% TVYH
NVO BUY 49% 26.8% below entry 10.2% above entry 2.1% TVYH
PG BUY 18% 10.1% below entry 3.9% above entry 5.7% TVYH
▶ For Passive Investors (Buy & Hold)

This strategy has moderate long-term potential but requires more active monitoring than a pure passive approach. Entry: Wait for a pullback before entering. Buy in 3 tranches over 2-4 weeks to average your entry price. Rebalance: Check monthly. This strategy is more volatile and needs closer attention. Exit rules: - 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 -21% drawdown to return 101% over the long term. Stopping out would have locked in losses. - Exit rule: Review annually. Exit if the strategy underperforms its benchmark for 3 consecutive years with no clear reason to hold.

Avg 5Y Return
49.2%
Avg 5Y Sharpe
0.37
Avg 5Y Max DD
-18.8%
10Y Return (2015-2024)
101.1%
10Y Sharpe
0.33
10Y Max DD
-20.8%
HODL Composite
0.31
Windows Tested
28
Consistency
71%