Japanese Sogo Shosha

Buffett's Japan bet: trading companies + Asian conglomerate value

Japanese Sogo Shosha (Buffett Japan)

Total Return

+49.0%

Sharpe Ratio

0.68

Max Drawdown

-15.8%

Win Rate

54.1%

Alpha

-8.9%

Comp. Score *

0.17

Risk Parameters

Max Allocation8.3%

Stop Loss17.4%

Take Profit8.6%

Max DD Tolerance15.8%

Rebalanceweekly

Execution Guidance

Order TypeLimit

Entry RuleBuy when local market index is above SMA200. FX matters — check currency trend.

TimingSAFE TO BUY. *

ScalingEnter in 3 tranches over 2-4 weeks. Currency hedging optional.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
SE	BUY	47%	34.3% below entry	16.8% above entry	4.2%	TV YH
SONY	BUY	30%	22.0% below entry	10.8% above entry	6.6%	TV YH
TM	BUY	30%	21.9% below entry	10.8% above entry	6.6%	TV YH
EWJ	BUY	21%	15.2% below entry	7.5% above entry	9.5%	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 -28% drawdown to return 84% long-term. - Exit rule: Exit if BOJ raises rates above 1% or yen strengthens past 125/USD.

Avg 5Y Return

38.2%

Avg 5Y Sharpe

0.24

10Y Return

83.7%

10Y Sharpe

0.22

HODL Composite

0.26

Consistency

82%

Suitable for passive