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WINNING

Sentiment Reversal

Contrarian sentiment: buy extreme fear (VIX spike), sell extreme greed (VIX collapse)

Sentiment Reversal

3Y
Total Return
+108.2%
3Y
Sharpe Ratio
1.10
3Y
Max Drawdown
-26.1%
3Y
Win Rate
56.5%
3Y
Alpha
+4.7%
3Y
Comp. Score *
0.44
Risk Parameters
Max Allocation12.1%
Stop Loss25.0%
Take Profit13.9%
Max DD Tolerance26.1%
Rebalanceweekly
Execution Guidance
Order TypeMarket
Entry RuleUse market orders for volatile names.
TimingSAFE TO BUY. *
ScalingEnter in 3 tranches over 1-2 weeks.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
AMZN BUY 33% 34.6% below entry 19.2% above entry 8.8% TVYH
MSFT BUY 24% 25.5% below entry 14.2% above entry 11.9% TVYH
NVDA BUY 49% 40.0% below entry 28.4% above entry 5.9% TVYH
QQQ BUY 22% 22.8% below entry 12.7% above entry 13.3% TVYH
SPY BUY 17% 17.9% below entry 10.0% above entry 16.9% TVYH
AAPL BUY 29% 30.1% below entry 16.7% above entry 10.1% TVYH
AMD BUY 57% 40.0% below entry 33.1% above entry 5.1% TVYH
GOOGL BUY 30% 31.4% below entry 17.5% above entry 9.6% TVYH
COIN BUY 79% 40.0% below entry 41.7% above entry 4.0% TVYH
MSTR BUY 86% 40.0% below entry 41.7% above entry 4.0% TVYH
NFLX BUY 33% 34.4% below entry 19.1% above entry 8.8% TVYH
ARKK BUY 41% 40.0% below entry 24.1% above entry 7.0% TVYH
META BUY 36% 38.0% below entry 21.1% above entry 8.0% TVYH
TSLA BUY 62% 40.0% below entry 36.3% above entry 4.6% TVYH
CRM BUY 33% 35.1% below entry 19.5% above entry 8.6% TVYH
▶ For Passive Investors (Buy & Hold)

This strategy is suitable for passive investing. - Take profit: Rebalance when any position exceeds 2x its target weight. Trim back to target, redeploy to underweight positions. - Stop loss: NO price-based stop loss. This strategy recovered from -40% drawdown to return 808% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
200.8%
Avg 5Y Sharpe
0.89
10Y Return
807.7%
10Y Sharpe
0.91
HODL Composite
2.48
Consistency
96%
Suitable for passive
Yes