Recession Detector

Regime-switching: risk-on in growth, defensive in recession

Recession Detector (Adaptive)

Total Return

+54.9%

Sharpe Ratio

1.04

Max Drawdown

-14.3%

Win Rate

56.1%

Alpha

-7.4%

Comp. Score *

0.49

Risk Parameters

Max Allocation11.6%

Stop Loss14.3%

Take Profit7.9%

Max DD Tolerance14.3%

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

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
TLT	BUY	13%	7.5% below entry	4.2% above entry	22.1%	TV YH
GLD	BUY	23%	13.8% below entry	7.6% above entry	12.1%	TV YH
IEF	BUY	6%	7.2% below entry	3.9% above entry	23.3%	TV YH
SPY	BUY	17%	10.3% below entry	5.7% above entry	16.2%	TV YH
QQQ	BUY	22%	13.0% below entry	7.2% above entry	12.8%	TV YH

▶ 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 -25% drawdown to return 152% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return

62.1%

Avg 5Y Sharpe

0.58

10Y Return

151.9%

10Y Sharpe

0.55

HODL Composite

0.81

Consistency

89%

Suitable for passive