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LOSING

Optimal Stopping

Secretary problem applied to exits: sell after peak exceeds 37th pctile

3Y
Total Return
-6.5%
3Y
Sharpe Ratio
-0.69
3Y
Max Drawdown
-14.5%
3Y
Win Rate
47.5%
3Y
Alpha
-67.7%
3Y
Comp. Score *
0.00
Risk Parameters
Max Allocation0.0%
Stop Loss14.5%
Take Profit5.0%
Max DD Tolerance14.5%
Rebalancedaily
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
SPY BUY 16% 10.0% below entry 3.4% above entry 0.0% TVYH
META BUY 37% 22.8% below entry 7.9% above entry 0.0% TVYH
GOOGL BUY 31% 19.1% below entry 6.6% above entry 0.0% TVYH
JPM BUY 25% 15.1% below entry 5.2% above entry 0.0% TVYH