Low Vol Quality

Total Return

+1.3%

Sharpe Ratio

-1.35

Max Drawdown

-5.7%

Win Rate

47.9%

Alpha

-66.0%

Comp. Score *

-0.00

Risk Parameters

Max Allocation0.0%

Stop Loss5.7%

Take Profit5.0%

Max DD Tolerance5.7%

Rebalancemonthly

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
USMV	BUY	11%	2.9% below entry	3.0% above entry	0.0%	TV YH
SPLV	BUY	12%	2.9% below entry	3.0% above entry	0.0%	TV YH

▶ For Passive Investors (Buy & Hold)

This strategy is NOT recommended for passive investing. If you still want exposure: Limit to 5% of your portfolio maximum.

Avg 5Y Return

3.3%

Avg 5Y Sharpe

-0.98

Avg 5Y Max DD

-7.2%

10Y Return (2015-2024)

5.5%

10Y Sharpe

-1.06

10Y Max DD

-8.7%

HODL Composite

0.00

Windows Tested

Consistency