Quant

Mean-reversion: buy oversold, sell overbought, size by vol

Total Return

+19.7%

Sharpe Ratio

0.26

Max Drawdown

-11.6%

Win Rate

44.2%

Alpha

-59.2%

Comp. Score *

0.03

Risk Parameters

Max Allocation6.4%

Stop Loss11.6%

Take Profit5.0%

Max DD Tolerance11.6%

Rebalancedaily

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
AAPL	BUY	29%	13.9% below entry	6.0% above entry	5.3%	TV YH

▶ For Passive Investors (Buy & Hold)

This strategy is NOT recommended for passive investing. If you still want exposure: Limit to 5% of your portfolio maximum.

Avg 5Y Return

9.5%

Avg 5Y Sharpe

-0.07

Avg 5Y Max DD

-27.9%

10Y Return (2015-2024)

27.8%

10Y Sharpe

-0.05

10Y Max DD

-34.1%

HODL Composite

0.04

Windows Tested

Consistency

43%