Hurst Regime

Adaptive: momentum when trending, mean-reversion when reverting

Hurst Regime Detector

Total Return

+18.1%

Sharpe Ratio

0.40

Max Drawdown

-4.1%

Win Rate

55.5%

Alpha

-17.4%

Comp. Score *

0.01

Risk Parameters

Max Allocation11.9%

Stop Loss4.1%

Take Profit2.9%

Max DD Tolerance4.1%

Rebalanceweekly

Execution Guidance

Order TypeMarket

Entry RuleAuto-managed. No manual entry needed — strategy self-adjusts weekly.

TimingALWAYS ACTIVE: Auto-managed. *

ScalingSet it and forget it. Review quarterly.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
AAPL	BUY	29%	4.9% below entry	3.4% above entry	9.9%	TV YH

▶ For Passive Investors (Buy & Hold)

This strategy has moderate long-term potential but requires monitoring. - 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 -15% drawdown to return 41% long-term. - Exit rule: Never manually exit — auto-managed. Review quarterly.

Avg 5Y Return

13.6%

Avg 5Y Sharpe

-0.15

10Y Return

40.9%

10Y Sharpe

-0.03

HODL Composite

0.04

Consistency

35%

Suitable for passive