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WINNING

Jim Simons

Pure systematic: multi-factor composite, vol-weighted, daily rebalance

3Y
Total Return
+76.4%
3Y
Sharpe Ratio
1.24
3Y
Max Drawdown
-12.9%
3Y
Win Rate
55.1%
3Y
Alpha
-44.6%
3Y
Comp. Score *
0.25
Risk Parameters
Max Allocation16.2%
Stop Loss12.9%
Take Profit10.4%
Max DD Tolerance12.9%
Rebalancedaily
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
META BUY 37% 20.3% below entry 16.4% above entry 10.3% TVYH
MA BUY 22% 11.8% below entry 9.6% above entry 17.7% TVYH
JPM BUY 25% 13.4% below entry 10.8% above entry 15.7% TVYH
HD BUY 24% 12.9% below entry 10.4% above entry 16.3% TVYH
MSFT BUY 28% 15.2% below entry 12.3% above entry 13.8% TVYH
V BUY 22% 11.9% below entry 9.7% above entry 17.6% TVYH
PG BUY 19% 10.3% below entry 8.3% above entry 20.4% TVYH
NVDA BUY 47% 25.7% below entry 20.8% above entry 8.2% TVYH
CVX BUY 24% 12.9% below entry 10.4% above entry 16.3% TVYH
AMZN BUY 34% 18.4% below entry 14.9% above entry 11.4% TVYH
XOM BUY 24% 13.2% below entry 10.7% above entry 15.9% TVYH
UNH BUY 41% 22.1% below entry 17.9% above entry 9.5% TVYH