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WINNING

Santa Claus Rally

Last 5 days Dec + first 2 Jan: 80% win rate, 1.3% avg. Q1 signal

3Y
Total Return
+110.3%
3Y
Sharpe Ratio
1.00
3Y
Max Drawdown
-6.2%
3Y
Win Rate
54.2%
3Y
Alpha
-37.2%
3Y
Comp. Score *
0.32
Risk Parameters
Max Allocation20.4%
Stop Loss8.0%
Take Profit8.5%
Max DD Tolerance6.2%
Rebalancedaily
Execution Guidance
Order TypeMarket
Entry RuleEnter on calendar date. Timing IS the strategy — don't wait for better price.
TimingSAFE TO BUY. *
ScalingFull position on entry date. Exit on exit date. No scaling needed.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
SPY BUY 16% 5.5% below entry 5.8% above entry 29.6% TVYH
QQQ BUY 22% 7.3% below entry 7.8% above entry 22.2% TVYH
IWM BUY 21% 7.2% below entry 7.6% above entry 22.6% TVYH
AAPL BUY 29% 9.6% below entry 10.2% above entry 17.0% TVYH
MSFT BUY 28% 9.4% below entry 9.9% above entry 17.4% TVYH
NVDA BUY 47% 15.9% below entry 16.9% above entry 10.2% TVYH
AMZN BUY 34% 11.4% below entry 12.1% above entry 14.3% TVYH
META BUY 37% 12.6% below entry 13.3% above entry 13.0% TVYH