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Multi Factor Smart Beta

Value + momentum + quality composite factor ranking

Multi-Factor Smart Beta 3Y

3Y
Total Return
+42.1%
3Y
Sharpe Ratio
0.68
3Y
Max Drawdown
-15.8%
3Y
Win Rate
54.9%
3Y
Alpha
+3.8%
3Y
Comp. Score *
0.41
Risk Parameters
Max Allocation8.4%
Stop Loss19.0%
Take Profit6.2%
Max DD Tolerance15.8%
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
META BUY 36% 28.7% below entry 9.4% above entry 5.6% TVYH
MA BUY 22% 17.2% below entry 5.6% above entry 9.3% TVYH
JNJ BUY 18% 14.2% below entry 4.7% above entry 11.3% TVYH
CVX BUY 23% 18.5% below entry 6.1% above entry 8.6% TVYH
PG BUY 18% 14.7% below entry 4.8% above entry 10.9% TVYH
MSFT BUY 24% 19.5% below entry 6.4% above entry 8.2% TVYH
HD BUY 23% 18.1% below entry 5.9% above entry 8.9% TVYH
V BUY 22% 17.3% below entry 5.7% above entry 9.3% TVYH
MRK BUY 27% 21.8% below entry 7.1% above entry 7.4% TVYH
UNH BUY 43% 34.5% below entry 11.3% above entry 4.6% TVYH
COST BUY 20% 16.3% below entry 5.4% above entry 9.8% TVYH
AMZN BUY 33% 26.0% below entry 8.5% above entry 6.2% 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
123.6%
Avg 5Y Sharpe
0.85
Avg 5Y Max DD
-22.1%
10Y Return (2015-2024)
418.2%
10Y Sharpe
0.89
10Y Max DD
-24.1%
HODL Composite
1.22
Windows Tested
28
Consistency
96%