Global Rotation

Rotate into strongest regions: US, Europe, Asia, EM, LatAm

Global Rotation 3Y

Total Return

+26.0%

Sharpe Ratio

0.35

Max Drawdown

-26.2%

Win Rate

49.5%

Alpha

-0.6%

Comp. Score *

0.22

Risk Parameters

Max Allocation4.9%

Stop Loss25.0%

Take Profit5.0%

Max DD Tolerance26.1%

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

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
SPY	BUY	17%	17.9% below entry	3.6% above entry	6.9%	TV YH
SONY	BUY	30%	31.5% below entry	6.3% above entry	3.9%	TV YH
TM	BUY	30%	31.2% below entry	6.2% above entry	3.9%	TV YH
INFY	BUY	30%	31.3% below entry	6.3% above entry	3.9%	TV YH
SAP	BUY	30%	31.4% below entry	6.3% above entry	3.9%	TV YH
EWJ	BUY	21%	21.6% below entry	4.3% above entry	5.7%	TV YH
SE	BUY	47%	40.0% below entry	9.9% above entry	2.5%	TV YH

▶ For Passive Investors (Buy & Hold)

Moderate long-term performer. Consider as a diversifier (2-5% of portfolio). Rebalance quarterly; trim if concentration exceeds target.

Avg 5Y Return

119.4%

Avg 5Y Sharpe

0.83

Avg 5Y Max DD

-25.1%

10Y Return (2015-2024)

273.1%

10Y Sharpe

0.72

10Y Max DD

-26.0%

HODL Composite

0.86

Windows Tested

Consistency

93%