Risk Parity Momentum

Risk parity allocation with momentum tilt across asset classes

Risk Parity + Momentum 3Y

Total Return

+1.2%

Sharpe Ratio

-0.26

Max Drawdown

-18.3%

Win Rate

52.8%

Alpha

-8.2%

Comp. Score *

0.06

Risk Parameters

Max Allocation0.0%

Stop Loss22.0%

Take Profit5.0%

Max DD Tolerance18.3%

Rebalanceweekly

Execution Guidance

Order TypeLimit

Entry Rule0.5% below current price for buys

TimingSAFE TO BUY. *

ScalingEnter in 3 tranches over 1-2 weeks to average in

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
SPY	BUY	17%	15.7% below entry	3.6% above entry	0.0%	TV YH
XLE	BUY	23%	20.9% below entry	4.8% above entry	0.0%	TV YH
TLT	BUY	13%	11.6% below entry	3.0% above entry	0.0%	TV YH

▶ For Passive Investors (Buy & Hold)

Weak long-term profile. Not recommended for passive buy-and-hold. May still work as a tactical or hedged position — see main body.

Avg 5Y Return

16.6%

Avg 5Y Sharpe

-0.03

Avg 5Y Max DD

-19.5%

10Y Return (2015-2024)

15.3%

10Y Sharpe

-0.19

10Y Max DD

-24.6%

HODL Composite

0.05

Windows Tested

Consistency

50%