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Humanoid Robotics Supply Chain

Brain + body + integrator robotics stack (KraneShares KOID thesis)

Humanoid robotics value chain: brain + body + integrator stack.

3Y
Total Return
+104.6%
3Y
Sharpe Ratio
0.99
3Y
Max Drawdown
-26.5%
3Y
Win Rate
53.3%
3Y
Alpha
-39.3%
3Y
Comp. Score *
0.23
Risk Parameters
Max Allocation9.8%
Stop Loss25.0%
Take Profit13.5%
Max DD Tolerance26.5%
Rebalancemonthly
Execution Guidance
Order TypeMarket
Entry RuleUse market orders for volatile names.
TimingSAFE TO BUY. *
ScalingEnter in 3 tranches over 1-2 weeks.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
ADI BUY 36% 38.1% below entry 20.6% above entry 6.4% TVYH
ROK BUY 32% 34.0% below entry 18.4% above entry 7.2% TVYH
BOTZ BUY 26% 27.4% below entry 14.8% above entry 8.9% TVYH
MBLY BUY 65% 40.0% below entry 36.8% above entry 3.6% TVYH
APH BUY 39% 40.0% below entry 22.0% above entry 6.0% TVYH
RRX BUY 45% 40.0% below entry 25.8% above entry 5.1% TVYH
JBL BUY 40% 40.0% below entry 23.0% above entry 5.7% TVYH
TER BUY 58% 40.0% below entry 32.7% above entry 4.0% TVYH
ISRG BUY 32% 33.6% below entry 18.2% above entry 7.3% TVYH
NVDA BUY 49% 40.0% below entry 27.6% above entry 4.8% TVYH
TEL BUY 30% 31.3% below entry 16.9% above entry 7.8% TVYH
▶ For Passive Investors (Buy & Hold)

This strategy has strong long-term performance with good consistency (93% of windows positive Sharpe). Consider allocating 5-10% of portfolio. Rebalance quarterly. Simplest passive approach: Equal-weight NVDA, ISRG, APH, ROK, ADI. These five span AI compute (NVDA), surgical precision integration (ISRG), connectivity backbone (APH), industrial automation (ROK), and analog sensing (ADI). Or buy BOTZ for managed robotics exposure. Note: MBLY (Mobileye) only IPO'd in late 2022, so it contributes only in recent windows. ABB has data issues on some providers. The strategy gracefully handles missing tickers by redistributing weight.

Avg 5Y Return
159.8%
Avg 5Y Sharpe
0.77
Avg 5Y Max DD
-32.8%
10Y Return (2015-2024)
476.4%
10Y Sharpe
0.74
10Y Max DD
-36.4%
HODL Composite
1.21
Windows Tested
28
Consistency
93%