Multi-factor momentum + short-term mean-reversion entry, Citadel-inspired
Market-Making Momentum (Citadel-style)
| Symbol | Action | Vol | Stop Loss | Take Profit | Size | Links |
|---|---|---|---|---|---|---|
| GOOGL | BUY | 30% | 14.1% below entry | 15.1% above entry | 2.6% | TVYH |
| ABBV | BUY | 26% | 12.4% below entry | 13.3% above entry | 2.9% | TVYH |
| XOM | BUY | 24% | 11.1% below entry | 11.9% above entry | 3.3% | TVYH |
| SPY | BUY | 17% | 8.0% below entry | 8.6% above entry | 4.5% | TVYH |
| NVDA | BUY | 49% | 22.8% below entry | 24.5% above entry | 1.6% | TVYH |
| JPM | BUY | 25% | 12.0% below entry | 12.8% above entry | 3.0% | TVYH |
| CVX | BUY | 23% | 11.0% below entry | 11.8% above entry | 3.3% | TVYH |
| TSLA | BUY | 62% | 29.2% below entry | 31.3% above entry | 1.2% | TVYH |
| GS | BUY | 31% | 14.7% below entry | 15.8% above entry | 2.5% | TVYH |
This strategy has moderate long-term potential but requires monitoring. - 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 -23% drawdown to return 65% long-term. - Exit rule: Exit if 3+ holdings break below their long-term trend simultaneously.