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Mean Variance Optimal

Markowitz-inspired: rank by return/risk ratio, weight proportionally

Mean-Variance Simplified 3Y

3Y
Total Return
+28.5%
3Y
Sharpe Ratio
0.45
3Y
Max Drawdown
-12.1%
3Y
Win Rate
51.7%
3Y
Alpha
+0.1%
3Y
Comp. Score *
0.25
Risk Parameters
Max Allocation6.7%
Stop Loss14.5%
Take Profit5.0%
Max DD Tolerance12.1%
Rebalanceweekly
Execution Guidance
Order TypeLimit
Entry Rule0.5% below current price for buys
TimingSAFE TO BUY. *
ScalingEnter in 3 tranches over 1-2 weeks to average in
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
PG BUY 18% 11.2% below entry 3.9% above entry 8.7% TVYH
UNH BUY 43% 26.4% below entry 9.1% above entry 3.7% TVYH
AAPL BUY 29% 17.5% below entry 6.0% above entry 5.6% TVYH
HD BUY 23% 13.8% below entry 4.8% above entry 7.1% TVYH
META BUY 36% 21.9% below entry 7.6% above entry 4.5% TVYH
WMT BUY 23% 14.2% below entry 4.9% above entry 6.9% TVYH
V BUY 22% 13.2% below entry 4.6% above entry 7.4% TVYH
MSFT BUY 24% 14.9% below entry 5.1% above entry 6.6% TVYH
GOOGL BUY 30% 18.2% below entry 6.3% above entry 5.4% TVYH
JPM BUY 25% 15.5% below entry 5.3% above entry 6.3% TVYH
TLT BUY 13% 7.7% below entry 3.0% above entry 12.7% TVYH
AMZN BUY 33% 19.9% below entry 6.9% above entry 4.9% TVYH
▶ For Passive Investors (Buy & Hold)

Moderate long-term performer. Consider as a diversifier (2-5% of portfolio). Rebalance quarterly; trim if concentration exceeds target.

Avg 5Y Return
83.1%
Avg 5Y Sharpe
0.70
Avg 5Y Max DD
-16.7%
10Y Return (2015-2024)
233.2%
10Y Sharpe
0.71
10Y Max DD
-18.9%
HODL Composite
0.74
Windows Tested
28
Consistency
93%