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Polymarket Signal

Political uncertainty→defensive, stability→risk-on (Polymarket proxy)

Polymarket Signal (Uncertainty Proxy)

3Y
Total Return
+41.4%
3Y
Sharpe Ratio
0.86
3Y
Max Drawdown
-11.4%
3Y
Win Rate
57.3%
3Y
Alpha
-10.8%
3Y
Comp. Score *
0.35
Risk Parameters
Max Allocation11.1%
Stop Loss11.4%
Take Profit6.1%
Max DD Tolerance11.4%
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
TLT BUY 13% 6.0% below entry 3.2% above entry 21.1% TVYH
GLD BUY 23% 11.0% below entry 5.9% above entry 11.5% TVYH
SPY BUY 17% 8.2% below entry 4.4% above entry 15.5% TVYH
QQQ BUY 22% 10.4% below entry 5.6% above entry 12.2% 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 -19% drawdown to return 110% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
50.3%
Avg 5Y Sharpe
0.44
10Y Return
109.5%
10Y Sharpe
0.38
HODL Composite
0.51
Consistency
89%
Suitable for passive
No