Position sizing via Kelly criterion from rolling win rate and payoff ratio
Kelly Criterion Optimal
| Symbol | Action | Vol | Stop Loss | Take Profit | Size | Links |
|---|---|---|---|---|---|---|
| GOOGL | BUY | 30% | 19.9% below entry | 14.1% above entry | 9.4% | TVYH |
| AAPL | BUY | 29% | 19.1% below entry | 13.5% above entry | 9.8% | TVYH |
| SPY | BUY | 17% | 11.4% below entry | 8.0% above entry | 16.5% | TVYH |
| JPM | BUY | 25% | 17.0% below entry | 12.0% above entry | 11.1% | TVYH |
| MCD | BUY | 18% | 12.1% below entry | 8.5% above entry | 15.6% | TVYH |
| V | BUY | 22% | 14.5% below entry | 10.2% above entry | 13.0% | TVYH |
| QQQ | BUY | 22% | 14.4% below entry | 10.2% above entry | 13.0% | TVYH |
| AMZN | BUY | 33% | 21.9% below entry | 15.5% above entry | 8.6% | TVYH |
| NVDA | BUY | 49% | 32.4% below entry | 22.8% above entry | 5.8% | TVYH |
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 488% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.