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WINNING

Market Making Momentum

Multi-factor momentum + short-term mean-reversion entry, Citadel-inspired

3Y
Total Return
+81.1%
3Y
Sharpe Ratio
0.69
3Y
Max Drawdown
-9.7%
3Y
Win Rate
52.5%
3Y
Alpha
-43.5%
3Y
Comp. Score *
0.26
Risk Parameters
Max Allocation14.2%
Stop Loss8.0%
Take Profit13.2%
Max DD Tolerance9.7%
Rebalancedaily
Execution Guidance
Order TypeLimit
Entry RuleBuy on RSI pullback to 40-50 in confirmed uptrend. Never chase.
TimingSAFE TO BUY. *
ScalingEnter 50% initial, add 25% on first pullback, final 25% on trend confirmation.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
GOOGL BUY 31% 10.5% below entry 17.3% above entry 10.8% TVYH
ABBV BUY 27% 8.9% below entry 14.7% above entry 12.8% TVYH
XOM BUY 24% 8.2% below entry 13.5% above entry 13.9% TVYH
SPY BUY 16% 5.5% below entry 9.1% above entry 20.6% TVYH
NVDA BUY 47% 15.9% below entry 26.3% above entry 7.1% TVYH
JPM BUY 25% 8.3% below entry 13.7% above entry 13.7% TVYH
CVX BUY 24% 8.0% below entry 13.2% above entry 14.2% TVYH
TSLA BUY 61% 20.3% below entry 33.5% above entry 5.6% TVYH
GS BUY 32% 10.7% below entry 17.7% above entry 10.6% TVYH