Kelly Optimal

Position sizing via Kelly criterion from rolling win rate and payoff ratio

Total Return

+80.7%

Sharpe Ratio

1.13

Max Drawdown

-15.2%

Win Rate

52.5%

Alpha

-43.6%

Comp. Score *

0.24

Risk Parameters

Max Allocation11.5%

Stop Loss15.2%

Take Profit10.9%

Max DD Tolerance15.2%

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

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
GOOGL	BUY	31%	19.9% below entry	14.3% above entry	8.8%	TV YH
AAPL	BUY	29%	18.2% below entry	13.2% above entry	9.6%	TV YH
SPY	BUY	16%	10.4% below entry	7.5% above entry	16.7%	TV YH
JPM	BUY	25%	15.7% below entry	11.3% above entry	11.1%	TV YH
MCD	BUY	19%	12.0% below entry	8.6% above entry	14.6%	TV YH
V	BUY	22%	14.0% below entry	10.1% above entry	12.5%	TV YH
QQQ	BUY	22%	13.9% below entry	10.0% above entry	12.5%	TV YH
AMZN	BUY	34%	21.6% below entry	15.6% above entry	8.1%	TV YH
NVDA	BUY	47%	30.2% below entry	21.8% above entry	5.8%	TV YH