LIVE — 21:26 ET
← All Strategies
WINNING

Magic Formula

High earnings yield + high ROIC: quality companies at value prices

3Y
Total Return
+83.1%
3Y
Sharpe Ratio
1.10
3Y
Max Drawdown
-11.9%
3Y
Win Rate
55.8%
3Y
Alpha
-43.0%
3Y
Comp. Score *
0.30
Risk Parameters
Max Allocation16.4%
Stop Loss11.9%
Take Profit11.2%
Max DD Tolerance11.9%
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
SymbolActionVol Stop LossTake ProfitSizeLinks
COST BUY 21% 10.4% below entry 9.7% above entry 18.9% TVYH
GOOGL BUY 31% 15.6% below entry 14.7% above entry 12.5% TVYH
MSFT BUY 28% 14.0% below entry 13.2% above entry 14.0% TVYH
QCOM BUY 46% 23.2% below entry 21.8% above entry 8.4% TVYH
V BUY 22% 11.0% below entry 10.4% above entry 17.8% TVYH
TXN BUY 40% 20.2% below entry 19.0% above entry 9.7% TVYH
JNJ BUY 19% 9.4% below entry 8.9% above entry 20.8% TVYH
UNH BUY 41% 20.4% below entry 19.2% above entry 9.6% TVYH
MCO BUY 26% 13.2% below entry 12.4% above entry 14.8% TVYH
SPGI BUY 26% 13.0% below entry 12.2% above entry 15.1% TVYH
MA BUY 22% 10.9% below entry 10.3% above entry 17.9% TVYH
BRK-B BUY 17% 8.5% below entry 8.0% above entry 22.9% TVYH
HD BUY 24% 11.9% below entry 11.2% above entry 16.4% TVYH
AAPL BUY 29% 14.3% below entry 13.5% above entry 13.7% TVYH