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WINNING

Momentum Crash Hedge

Momentum with vol-scaling: reduce exposure when volatility spikes

Momentum Crash-Hedged 3Y

3Y
Total Return
+78.3%
3Y
Sharpe Ratio
0.86
3Y
Max Drawdown
-21.1%
3Y
Win Rate
46.1%
3Y
Alpha
+12.7%
3Y
Comp. Score *
0.38
Risk Parameters
Max Allocation8.0%
Stop Loss25.0%
Take Profit10.7%
Max DD Tolerance21.1%
Rebalanceweekly
Execution Guidance
Order TypeMarket
Entry Ruleuse market orders in volatile names
TimingSAFE TO BUY. *
ScalingEnter in 3 tranches over 1-2 weeks to average in
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
TSLA BUY 62% 40.0% below entry 27.9% above entry 3.0% TVYH
AVGO BUY 55% 40.0% below entry 24.6% above entry 3.5% TVYH
AAPL BUY 29% 30.1% below entry 12.9% above entry 6.6% TVYH
META BUY 36% 37.8% below entry 16.1% above entry 5.3% TVYH
CRWD BUY 48% 40.0% below entry 21.4% above entry 4.0% TVYH
GOOGL BUY 30% 31.4% below entry 13.4% above entry 6.4% TVYH
AMZN BUY 33% 34.3% below entry 14.6% above entry 5.8% TVYH
CRM BUY 33% 34.9% below entry 14.9% above entry 5.7% TVYH
PLTR BUY 64% 40.0% below entry 28.5% above entry 3.0% TVYH
NFLX BUY 33% 34.4% below entry 14.7% above entry 5.8% TVYH
▶ For Passive Investors (Buy & Hold)

Strong long-horizon compounder. Suitable as a core or satellite holding (5-15% of portfolio). Rebalance quarterly or annually.

Avg 5Y Return
187.8%
Avg 5Y Sharpe
1.01
Avg 5Y Max DD
-20.9%
10Y Return (2015-2024)
839.7%
10Y Sharpe
1.09
10Y Max DD
-24.8%
HODL Composite
2.21
Windows Tested
28
Consistency
96%