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Insurance Float

Insurance companies with massive float: paid to hold money, compound via investing

Insurance Float Compounders

3Y
Total Return
+42.5%
3Y
Sharpe Ratio
0.69
3Y
Max Drawdown
-9.5%
3Y
Win Rate
54.6%
3Y
Alpha
-10.6%
3Y
Comp. Score *
0.17
Risk Parameters
Max Allocation8.9%
Stop Loss20.0%
Take Profit10.1%
Max DD Tolerance9.5%
Rebalanceweekly
Execution Guidance
Order TypeLimit
Entry RuleBuy on ex-dividend date dips or when yield exceeds 5-year average.
TimingSAFE TO BUY. *
ScalingBuild position over 4-6 weeks. Reinvest all dividends.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
CINF BUY 23% 19.4% below entry 9.7% above entry 9.2% TVYH
MKL BUY 21% 17.8% below entry 8.9% above entry 10.0% TVYH
BRK-B BUY 18% 14.8% below entry 7.4% above entry 12.1% TVYH
ALL BUY 25% 20.9% below entry 10.5% above entry 8.6% TVYH
CB BUY 19% 16.0% below entry 8.1% above entry 11.1% TVYH
AFL BUY 20% 16.9% below entry 8.5% above entry 10.6% TVYH
WRB BUY 23% 19.0% below entry 9.6% above entry 9.4% 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 -16% drawdown to return 110% long-term. - Exit rule: Exit if combined ratio exceeds 105% for 2 quarters.

Avg 5Y Return
43.8%
Avg 5Y Sharpe
0.34
10Y Return
110.5%
10Y Sharpe
0.36
HODL Composite
0.35
Consistency
82%
Suitable for passive
No