Multi Factor Combined

Total Return

+37.8%

Sharpe Ratio

0.71

Max Drawdown

-12.0%

Win Rate

50.0%

Alpha

+0.0%

Comp. Score *

0.09

Risk Parameters

Max Allocation0.0%

Stop Loss12.0%

Take Profit5.0%

Max DD Tolerance12.0%

Rebalanceweekly

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

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links

▶ For Passive Investors (Buy & Hold)

This strategy has decent long-term performance. Consider allocating 5-10% of portfolio. Rebalance quarterly. Use the strategy orchestrator for regime-aware allocation.

Avg 5Y Return

81.7%

Avg 5Y Sharpe

0.61

Avg 5Y Max DD

-22.8%

10Y Return (2015-2024)

202.9%

10Y Sharpe

0.58

10Y Max DD

-25.5%

HODL Composite

0.63

Windows Tested

Consistency

96%