Optimal Stopping

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

Optimal Stopping (Exit Timer)

Total Return

-24.7%

Sharpe Ratio

-1.43

Max Drawdown

-28.6%

Win Rate

44.6%

Alpha

-32.2%

Comp. Score *

0.00

Risk Parameters

Max Allocation0.0%

Stop Loss25.0%

Take Profit5.0%

Max DD Tolerance28.6%

Rebalanceweekly

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

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
SPY	BUY	17%	17.9% below entry	3.6% above entry	0.0%	TV YH
META	BUY	36%	38.0% below entry	7.6% above entry	0.0%	TV YH
GOOGL	BUY	30%	31.4% below entry	6.3% above entry	0.0%	TV YH
JPM	BUY	25%	26.7% below entry	5.3% above entry	0.0%	TV YH

▶ 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 0%. - Exit rule: Review semi-annually. Exit if strategy thesis no longer holds based on fundamental analysis.

Avg 5Y Return

-54.1%

Avg 5Y Sharpe

-1.93

10Y Return

-76.5%

10Y Sharpe

-1.86

HODL Composite

-0.01

Consistency

Suitable for passive