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WINNING

Institutional Flow

Smart money proxies: volume accumulation, golden cross, OBV trend, low-vol uptrend

Institutional Flow

3Y
Total Return
+28.0%
3Y
Sharpe Ratio
0.43
3Y
Max Drawdown
-11.7%
3Y
Win Rate
53.5%
3Y
Alpha
-14.5%
3Y
Comp. Score *
0.08
Risk Parameters
Max Allocation6.8%
Stop Loss11.7%
Take Profit5.0%
Max DD Tolerance11.7%
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
SymbolActionVol Stop LossTake ProfitSizeLinks
JPM BUY 25% 12.5% below entry 5.3% above entry 6.3% TVYH
BAC BUY 26% 12.7% below entry 5.4% above entry 6.3% TVYH
AXP BUY 30% 14.6% below entry 6.3% above entry 5.4% TVYH
GS BUY 31% 15.4% below entry 6.6% above entry 5.2% TVYH
AAPL BUY 29% 14.1% below entry 6.0% above entry 5.6% TVYH
AMZN BUY 33% 16.2% below entry 6.9% above entry 4.9% TVYH
MCO BUY 27% 13.0% below entry 5.6% above entry 6.1% TVYH
BRK-B BUY 18% 8.7% below entry 3.7% above entry 9.2% TVYH
KO BUY 16% 8.0% below entry 3.4% above entry 9.9% TVYH
BLK BUY 26% 12.6% below entry 5.4% above entry 6.3% TVYH
▶ 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 -21% drawdown to return 159% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
61.0%
Avg 5Y Sharpe
0.47
10Y Return
158.9%
10Y Sharpe
0.5
HODL Composite
0.46
Consistency
82%
Suitable for passive
No