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WINNING

Quality Factor

Buy low-vol stocks in uptrends — quality minus junk

3Y
Total Return
+53.9%
3Y
Sharpe Ratio
0.92
3Y
Max Drawdown
-12.1%
3Y
Win Rate
52.5%
3Y
Alpha
-50.0%
3Y
Comp. Score *
0.17
Risk Parameters
Max Allocation11.6%
Stop Loss12.1%
Take Profit7.7%
Max DD Tolerance12.1%
Rebalancemonthly
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 17% 8.6% below entry 5.5% above entry 16.4% TVYH
MSFT BUY 28% 14.3% below entry 9.1% above entry 9.9% TVYH
NEE BUY 26% 13.2% below entry 8.4% above entry 10.7% TVYH
BRK-B BUY 17% 8.7% below entry 5.6% above entry 16.2% TVYH
KO BUY 18% 8.9% below entry 5.7% above entry 15.8% TVYH
TMO BUY 30% 15.1% below entry 9.6% above entry 9.4% TVYH
MCD BUY 19% 9.6% below entry 6.1% above entry 14.7% TVYH
GOOGL BUY 31% 15.9% below entry 10.2% above entry 8.9% TVYH