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Nfp Momentum

Non-farm payroll surprise momentum: trade direction of NFP reaction

3Y
Total Return
+100.2%
3Y
Sharpe Ratio
0.68
3Y
Max Drawdown
-7.9%
3Y
Win Rate
54.8%
3Y
Alpha
-39.3%
3Y
Comp. Score *
0.31
Risk Parameters
Max Allocation22.5%
Stop Loss8.0%
Take Profit15.7%
Max DD Tolerance7.9%
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
SymbolActionVol Stop LossTake ProfitSizeLinks
SPY BUY 16% 5.5% below entry 10.8% above entry 32.7% TVYH
QQQ BUY 22% 7.3% below entry 14.4% above entry 24.5% TVYH
TLT BUY 12% 4.1% below entry 8.0% above entry 44.3% TVYH
GLD BUY 23% 7.8% below entry 15.3% above entry 23.0% TVYH