Small Cap Value

Small cap inefficiency: buy deeply oversold with volume spikes

Total Return

+24.2%

Sharpe Ratio

0.44

Max Drawdown

-8.3%

Win Rate

20.1%

Alpha

-58.9%

Comp. Score *

0.16

Risk Parameters

Max Allocation5.7%

Stop Loss12.0%

Take Profit10.0%

Max DD Tolerance8.3%

Rebalanceweekly

Execution Guidance

Order TypeLimit

Entry RuleBuy below SMA200 or at RSI < 35. Value = patience. Don't rush.

TimingSAFE TO BUY. *

ScalingEnter in 3 tranches over 4-6 weeks as price confirms bottom.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
CASH	HOLD	0%	N/A	N/A	100% cash