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WINNING

Risk Parity Momentum

Risk parity allocation with momentum tilt across asset classes

3Y
Total Return
+32.5%
3Y
Sharpe Ratio
0.64
3Y
Max Drawdown
-9.5%
3Y
Win Rate
54.3%
3Y
Alpha
-55.6%
3Y
Comp. Score *
0.06
Risk Parameters
Max Allocation9.0%
Stop Loss8.0%
Take Profit12.0%
Max DD Tolerance9.5%
Rebalancemonthly
Execution Guidance
Order TypeLimit
Entry RuleBuy on RSI pullback to 40-50 in confirmed uptrend. Never chase.
TimingSAFE TO BUY. *
ScalingEnter 50% initial, add 25% on first pullback, final 25% on trend confirmation.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
GLD BUY 23% 7.8% below entry 11.7% above entry 9.2% TVYH
SPY BUY 16% 5.5% below entry 8.3% above entry 13.1% TVYH
EFA BUY 16% 5.5% below entry 8.2% above entry 13.1% TVYH
XLE BUY 23% 7.7% below entry 11.5% above entry 9.3% TVYH