January Barometer

As January goes, so goes the year. 86% accuracy when Jan positive

January Barometer

Total Return

+87.2%

Sharpe Ratio

1.34

Max Drawdown

-11.5%

Win Rate

56.7%

Alpha

+0.2%

Comp. Score *

0.11

Risk Parameters

Max Allocation14.1%

Stop Loss8.0%

Take Profit7.0%

Max DD Tolerance11.5%

Rebalanceweekly

Execution Guidance

Order TypeMarket

Entry RuleEnter on calendar date. Timing IS the strategy — don't wait for better price.

TimingSAFE TO BUY. *

ScalingFull position on entry date. Exit on exit date. No scaling needed.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
TLT	BUY	13%	4.2% below entry	3.7% above entry	26.7%	TV YH
GLD	BUY	23%	7.7% below entry	6.7% above entry	14.6%	TV YH
SPY	BUY	17%	5.7% below entry	5.0% above entry	19.6%	TV YH
QQQ	BUY	22%	7.3% below entry	6.4% above entry	15.4%	TV YH
IWM	BUY	22%	7.5% below entry	6.5% above entry	15.0%	TV YH
AAPL	BUY	29%	9.6% below entry	8.4% above entry	11.7%	TV YH

▶ For Passive Investors (Buy & Hold)

This strategy is suitable for passive investing. - 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 -24% drawdown to return 264% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return

117.1%

Avg 5Y Sharpe

0.82

10Y Return

263.9%

10Y Sharpe

0.69

HODL Composite

0.58

Consistency

89%

Suitable for passive

Yes