Sell In May

Seasonal: stocks Nov-Apr, bonds May-Oct

Total Return

+126.1%

Sharpe Ratio

0.54

Max Drawdown

-18.6%

Win Rate

52.1%

Alpha

-34.1%

Comp. Score *

0.20

Risk Parameters

Max Allocation20.6%

Stop Loss8.0%

Take Profit9.4%

Max DD Tolerance18.7%

Rebalancemonthly

Execution Guidance

Order TypeMarket

Entry RuleEnter on calendar date. Timing IS the strategy — don't wait for better price.

TimingALWAYS ACTIVE: Calendar-based. *

ScalingFull position on entry date. Exit on exit date. No scaling needed.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
SPY	BUY	16%	5.5% below entry	6.5% above entry	29.9%	TV YH
QQQ	BUY	22%	7.3% below entry	8.6% above entry	22.4%	TV YH