Retail Deep Value

Contrarian brick-and-mortar: below liquidation value, buybacks, real estate

Total Return

+31.0%

Sharpe Ratio

0.36

Max Drawdown

-25.1%

Win Rate

50.7%

Alpha

-56.9%

Comp. Score *

0.07

Risk Parameters

Max Allocation5.1%

Stop Loss30.0%

Take Profit10.0%

Max DD Tolerance25.0%

Rebalanceweekly

Execution Guidance

Order TypeLimit

Entry RuleBuy below SMA200 or at RSI < 35. Value = patience. Don't rush.

TimingSAFE TO BUY. *

ScalingEnter in 3 tranches over 4-6 weeks as price confirms bottom.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
BBWI	BUY	56%	40.0% below entry	23.3% above entry	2.2%	TV YH
KSS	BUY	78%	40.0% below entry	30.0% above entry	1.7%	TV YH
BURL	BUY	39%	40.0% below entry	16.2% above entry	3.1%	TV YH