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WINNING

Quant

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

3Y

Total Return

+19.7%

3Y

Sharpe Ratio

0.26

3Y

Max Drawdown

-11.6%

3Y

Win Rate

44.2%

3Y

Alpha

-59.2%

3Y

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