Korean Chaebols

Korea discount value: chaebols + fintech, governance reform catalyst

Total Return

+40.8%

Sharpe Ratio

0.53

Max Drawdown

-23.2%

Win Rate

51.5%

Alpha

-54.2%

Comp. Score *

0.06

Risk Parameters

Max Allocation6.3%

Stop Loss25.0%

Take Profit8.0%

Max DD Tolerance23.2%

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
SHG	BUY	33%	34.8% below entry	11.1% above entry	4.5%	TV YH
SKM	BUY	37%	38.4% below entry	12.3% above entry	4.1%	TV YH
KB	BUY	37%	39.4% below entry	12.6% above entry	4.0%	TV YH
EWY	BUY	42%	40.0% below entry	14.1% above entry	3.6%	TV YH
CPNG	BUY	41%	40.0% below entry	13.7% above entry	3.7%	TV YH
LPL	BUY	51%	40.0% below entry	17.3% above entry	2.9%	TV YH
PKX	BUY	42%	40.0% below entry	14.0% above entry	3.6%	TV YH