News Reaction Momentum

Buy unusual volume + positive price moves (news proxy)

Total Return

+14.5%

Sharpe Ratio

0.13

Max Drawdown

-5.7%

Win Rate

9.8%

Alpha

-60.8%

Comp. Score *

0.02

Risk Parameters

Max Allocation3.0%

Stop Loss8.0%

Take Profit12.0%

Max DD Tolerance5.7%

Rebalancedaily

Execution Guidance

Order TypeLimit

Entry RuleBuy on RSI pullback to 40-50 in confirmed uptrend. Never chase.

TimingSAFE TO BUY. *

ScalingEnter 50% initial, add 25% on first pullback, final 25% on trend confirmation.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
CASH	HOLD	0%	N/A	N/A	100% cash