Retail Crash Ecommerce

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

Retail Crash → E-commerce Boom

Total Return

+50.1%

Sharpe Ratio

0.74

Max Drawdown

-20.6%

Win Rate

53.0%

Alpha

-8.6%

Comp. Score *

0.04

Risk Parameters

Max Allocation10.6%

Stop Loss15.0%

Take Profit8.0%

Max DD Tolerance20.6%

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	33%	20.7% below entry	11.1% above entry	7.7%	TV YH
SHOP	BUY	58%	36.5% below entry	19.4% above entry	4.4%	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 -51% drawdown to return 136% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return

70.0%

Avg 5Y Sharpe

0.43

10Y Return

135.5%

10Y Sharpe

0.34

HODL Composite

0.30

Consistency

67%

Suitable for passive