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News Reaction Momentum

Buy unusual volume + positive price moves (news proxy)

News Reaction Momentum

3Y
Total Return
+10.4%
3Y
Sharpe Ratio
-0.09
3Y
Max Drawdown
-6.0%
3Y
Win Rate
9.7%
3Y
Alpha
-19.8%
3Y
Comp. Score *
0.02
Risk Parameters
Max Allocation0.0%
Stop Loss8.0%
Take Profit12.0%
Max DD Tolerance6.0%
Rebalanceweekly
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
SymbolActionVol Stop LossTake ProfitSizeLinks
AAPL FLAT 29% 9.6% below entry 14.4% above entry 0.0% TVYH
MSFT FLAT 24% 8.2% below entry 12.3% above entry 0.0% TVYH
NVDA FLAT 49% 16.3% below entry 24.5% above entry 0.0% TVYH
GOOGL FLAT 30% 10.1% below entry 15.1% above entry 0.0% TVYH
AMZN FLAT 33% 11.1% below entry 16.6% above entry 0.0% TVYH
META FLAT 36% 12.2% below entry 18.2% above entry 0.0% TVYH
TSLA FLAT 62% 20.9% below entry 31.3% above entry 0.0% TVYH
JPM FLAT 25% 8.6% below entry 12.8% above entry 0.0% TVYH
V FLAT 22% 7.3% below entry 10.9% above entry 0.0% TVYH
UNH FLAT 43% 14.5% below entry 21.7% above entry 0.0% TVYH
LLY FLAT 38% 12.8% below entry 19.2% above entry 0.0% TVYH
AVGO FLAT 55% 18.5% below entry 27.7% above entry 0.0% TVYH
▶ For Passive Investors (Buy & Hold)

This strategy is NOT recommended for passive investing. - Take profit: Take profit at +50%. This strategy is inconsistent — capture gains when available. - Stop loss: Reduce position by 50% at -25% drawdown. Consistency is only 7%. - Exit rule: Exit if 3+ holdings break below their long-term trend simultaneously.

Avg 5Y Return
-4.4%
Avg 5Y Sharpe
-1.11
10Y Return
-2.8%
10Y Sharpe
-0.86
HODL Composite
0.00
Consistency
7%
Suitable for passive
No