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Jim Simons

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

Jim Simons (Quant Factors)

3Y
Total Return
+46.6%
3Y
Sharpe Ratio
0.94
3Y
Max Drawdown
-13.1%
3Y
Win Rate
54.2%
3Y
Alpha
-9.5%
3Y
Comp. Score *
0.25
Risk Parameters
Max Allocation11.4%
Stop Loss13.1%
Take Profit6.8%
Max DD Tolerance13.1%
Rebalanceweekly
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 36% 20.0% below entry 10.4% above entry 7.5% TVYH
MA BUY 22% 11.9% below entry 6.2% above entry 12.6% TVYH
JPM BUY 25% 14.1% below entry 7.3% above entry 10.7% TVYH
HD BUY 23% 12.7% below entry 6.6% above entry 11.8% TVYH
MSFT BUY 24% 13.4% below entry 7.0% above entry 11.2% TVYH
V BUY 22% 12.0% below entry 6.2% above entry 12.5% TVYH
PG BUY 18% 10.2% below entry 5.3% above entry 14.7% TVYH
NVDA BUY 49% 26.8% below entry 13.9% above entry 5.6% TVYH
CVX BUY 23% 12.9% below entry 6.7% above entry 11.6% TVYH
AMZN BUY 33% 18.2% below entry 9.4% above entry 8.3% TVYH
XOM BUY 24% 13.0% below entry 6.7% above entry 11.5% TVYH
UNH BUY 43% 23.8% below entry 12.3% above entry 6.3% 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 -23% drawdown to return 103% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
59.5%
Avg 5Y Sharpe
0.45
10Y Return
103.4%
10Y Sharpe
0.33
HODL Composite
0.57
Consistency
78%
Suitable for passive
No