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WINNING

Multi Factor Combined

3Y
Total Return
+31.7%
3Y
Sharpe Ratio
0.56
3Y
Max Drawdown
-12.0%
3Y
Win Rate
52.2%
3Y
Alpha
-55.8%
3Y
Comp. Score *
0.09
Risk Parameters
Max Allocation7.7%
Stop Loss12.0%
Take Profit5.0%
Max DD Tolerance12.0%
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
WMT BUY 24% 12.4% below entry 5.1% above entry 7.5% TVYH
MDT BUY 22% 11.1% below entry 4.6% above entry 8.3% TVYH
BAC BUY 25% 12.5% below entry 5.2% above entry 7.4% TVYH
CVX BUY 24% 12.0% below entry 5.0% above entry 7.7% TVYH
MSFT BUY 28% 14.1% below entry 5.9% above entry 6.6% TVYH
XOM BUY 24% 12.3% below entry 5.1% above entry 7.6% TVYH
AMZN BUY 34% 17.1% below entry 7.1% above entry 5.4% TVYH
PEP BUY 21% 10.6% below entry 4.4% above entry 8.8% TVYH
JNJ BUY 19% 9.5% below entry 4.0% above entry 9.8% TVYH
GS BUY 32% 16.1% below entry 6.7% above entry 5.8% TVYH
JPM BUY 25% 12.5% below entry 5.2% above entry 7.5% TVYH
LLY BUY 38% 19.1% below entry 8.0% above entry 4.9% TVYH
AAPL BUY 29% 14.5% below entry 6.0% above entry 6.4% TVYH
GOOGL BUY 31% 15.8% below entry 6.6% above entry 5.9% TVYH
QCOM BUY 46% 23.4% below entry 9.7% above entry 4.0% TVYH
MCD BUY 32% 16.0% below entry 6.7% above entry 5.8% TVYH
BRK-B BUY 32% 16.0% below entry 6.7% above entry 5.8% TVYH
LOW BUY 32% 16.0% below entry 6.7% above entry 5.8% TVYH
KO BUY 32% 16.0% below entry 6.7% above entry 5.8% TVYH
MRK BUY 32% 16.0% below entry 6.7% above entry 5.8% TVYH