Retail Crash Ecommerce

Brick-and-mortar crash accelerates e-commerce: XRT↓ = AMZN/SHOP/MELI↑

Total Return

+51.1%

Sharpe Ratio

0.76

Max Drawdown

-20.5%

Win Rate

53.0%

Alpha

-51.6%

Comp. Score *

0.04

Risk Parameters

Max Allocation10.7%

Stop Loss15.0%

Take Profit8.0%

Max DD Tolerance20.5%

Rebalanceweekly

Execution Guidance

Order TypeMarket

Entry RuleEnter immediately when trigger fires. Speed matters more than price.

TimingWAIT FOR SIGNAL: Only enter when retail sector is collapsing. *

ScalingFull position at trigger. No scaling — the signal is binary.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
AMZN	BUY	34%	21.4% below entry	11.4% above entry	7.5%	TV YH
SHOP	BUY	59%	37.3% below entry	19.9% above entry	4.3%	TV YH