LIVE — 11:23 ET
← All Strategies
WINNING

Multi Factor Smart Beta

Value + momentum + quality composite factor ranking

3Y
Total Return
+81.6%
3Y
Sharpe Ratio
1.23
3Y
Max Drawdown
-10.9%
3Y
Win Rate
54.6%
3Y
Alpha
-43.4%
3Y
Comp. Score *
0.41
Risk Parameters
Max Allocation15.2%
Stop Loss10.9%
Take Profit11.0%
Max DD Tolerance10.9%
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
JPM BUY 25% 11.3% below entry 11.4% above entry 14.7% TVYH
XOM BUY 24% 11.1% below entry 11.3% above entry 14.9% TVYH
JNJ BUY 19% 8.6% below entry 8.7% above entry 19.2% TVYH
BAC BUY 25% 11.4% below entry 11.5% above entry 14.6% TVYH
KO BUY 18% 8.0% below entry 8.1% above entry 20.7% TVYH
GS BUY 32% 14.6% below entry 14.8% above entry 11.3% TVYH
PG BUY 19% 8.7% below entry 8.8% above entry 19.1% TVYH
COST BUY 21% 9.5% below entry 9.6% above entry 17.5% TVYH
MCD BUY 19% 8.6% below entry 8.7% above entry 19.3% TVYH
WMT BUY 24% 11.2% below entry 11.3% above entry 14.8% TVYH
V BUY 22% 10.1% below entry 10.2% above entry 16.4% TVYH
MA BUY 22% 10.0% below entry 10.1% above entry 16.6% TVYH