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WINNING

Ipo Lockup Expiry

Avoid IPO lock-up selling pressure, buy post-expiry recovery

IPO Lock-Up Expiry

3Y
Total Return
+136.6%
3Y
Sharpe Ratio
1.05
3Y
Max Drawdown
-22.7%
3Y
Win Rate
51.8%
3Y
Alpha
+10.3%
3Y
Comp. Score *
0.46
Risk Parameters
Max Allocation9.5%
Stop Loss22.7%
Take Profit16.7%
Max DD Tolerance22.7%
Rebalanceweekly
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
KVYO BUY 59% 40.0% below entry 41.5% above entry 3.8% TVYH
CAVA BUY 58% 40.0% below entry 40.6% above entry 3.9% 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 -37% drawdown to return 132% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
49.2%
Avg 5Y Sharpe
0.15
10Y Return
132.3%
10Y Sharpe
0.36
HODL Composite
0.33
Consistency
60%
Suitable for passive
No