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WINNING

Quality Factor

Buy low-vol stocks in uptrends — quality minus junk

Quality Factor (Low Vol + Trend)

3Y
Total Return
+36.4%
3Y
Sharpe Ratio
0.69
3Y
Max Drawdown
-12.3%
3Y
Win Rate
52.9%
3Y
Alpha
-12.2%
3Y
Comp. Score *
0.17
Risk Parameters
Max Allocation8.8%
Stop Loss12.3%
Take Profit5.5%
Max DD Tolerance12.3%
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
DUK BUY 16% 8.5% below entry 3.8% above entry 12.8% TVYH
MSFT BUY 24% 12.5% below entry 5.6% above entry 8.6% TVYH
NEE BUY 26% 13.5% below entry 6.0% above entry 8.0% TVYH
BRK-B BUY 18% 9.1% below entry 4.0% above entry 11.9% TVYH
KO BUY 16% 8.4% below entry 3.8% above entry 12.8% TVYH
TMO BUY 28% 14.5% below entry 6.5% above entry 7.4% TVYH
MCD BUY 18% 9.3% below entry 4.2% above entry 11.6% TVYH
GOOGL BUY 30% 15.4% below entry 6.9% above entry 7.0% TVYH
▶ For Passive Investors (Buy & Hold)

This strategy is suitable for passive investing. - 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 257% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
96.3%
Avg 5Y Sharpe
0.72
10Y Return
256.8%
10Y Sharpe
0.71
HODL Composite
0.93
Consistency
92%
Suitable for passive
Yes