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WINNING

Recession Detector

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

3Y
Total Return
+142.8%
3Y
Sharpe Ratio
0.69
3Y
Max Drawdown
-14.1%
3Y
Win Rate
53.9%
3Y
Alpha
-30.9%
3Y
Comp. Score *
0.49
Risk Parameters
Max Allocation21.6%
Stop Loss14.1%
Take Profit17.3%
Max DD Tolerance14.1%
Rebalanceweekly
Execution Guidance
Order TypeMarket
Entry RuleUse market orders for volatile names.
TimingSAFE TO BUY. *
ScalingEnter in 3 tranches over 1-2 weeks.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
TLT BUY 12% 7.2% below entry 8.8% above entry 42.5% TVYH
GLD BUY 23% 13.8% below entry 16.9% above entry 22.1% TVYH
IEF BUY 6% 7.0% below entry 8.6% above entry 43.2% TVYH
SPY BUY 16% 9.7% below entry 11.9% above entry 31.4% TVYH
QQQ BUY 22% 12.9% below entry 15.8% above entry 23.5% TVYH