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Peter Lynch

Growth at reasonable price: moderate momentum, low vol, buy what you know

Peter Lynch (GARP)

3Y
Total Return
+21.4%
3Y
Sharpe Ratio
0.28
3Y
Max Drawdown
-17.2%
3Y
Win Rate
51.7%
3Y
Alpha
-16.4%
3Y
Comp. Score *
0.12
Risk Parameters
Max Allocation5.2%
Stop Loss17.2%
Take Profit5.0%
Max DD Tolerance17.2%
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
SymbolActionVol Stop LossTake ProfitSizeLinks
MSFT BUY 24% 17.6% below entry 5.1% above entry 5.1% TVYH
AMZN BUY 33% 23.8% below entry 6.9% above entry 3.8% TVYH
LOW BUY 25% 18.0% below entry 5.2% above entry 5.0% TVYH
MCD BUY 18% 13.1% below entry 3.8% above entry 6.9% TVYH
▶ For Passive Investors (Buy & Hold)

This strategy has moderate long-term potential but requires monitoring. - Take profit: Rebalance when any position exceeds 2x its target weight. Trim back to target, redeploy to underweight positions. - Stop loss: NO price-based stop loss. This strategy recovered from -26% drawdown to return 208% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
73.5%
Avg 5Y Sharpe
0.52
10Y Return
208.3%
10Y Sharpe
0.59
HODL Composite
0.74
Consistency
82%
Suitable for passive
No