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WINNING

Small Cap Value

Small cap inefficiency: buy deeply oversold with volume spikes

Small Cap Deep Value

3Y
Total Return
+22.6%
3Y
Sharpe Ratio
0.39
3Y
Max Drawdown
-8.5%
3Y
Win Rate
20.1%
3Y
Alpha
-16.1%
3Y
Comp. Score *
0.16
Risk Parameters
Max Allocation5.4%
Stop Loss12.0%
Take Profit10.0%
Max DD Tolerance8.5%
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
SymbolActionVol Stop LossTake ProfitSizeLinks
SMCI FLAT 98% 36.0% below entry 30.0% above entry 1.8% TVYH
CELH FLAT 62% 31.2% below entry 26.0% above entry 2.1% TVYH
CAVA FLAT 58% 29.2% below entry 24.3% above entry 2.2% TVYH
DUOL FLAT 61% 30.7% below entry 25.6% above entry 2.1% TVYH
RELY FLAT 49% 24.9% below entry 20.7% above entry 2.6% TVYH
CWAN FLAT 39% 19.7% below entry 16.4% above entry 3.3% TVYH
HUBS FLAT 49% 24.5% below entry 20.5% above entry 2.6% TVYH
SAIA FLAT 57% 28.7% below entry 23.9% above entry 2.3% TVYH
RCL FLAT 45% 22.6% below entry 18.9% above entry 2.9% TVYH
BURL FLAT 38% 19.0% below entry 15.9% above entry 3.4% TVYH
DECK FLAT 50% 24.9% below entry 20.8% above entry 2.6% TVYH
LULU FLAT 46% 23.2% below entry 19.3% above entry 2.8% TVYH
▶ For Passive Investors (Buy & Hold)

This strategy has moderate long-term potential but requires monitoring. - 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 -46% drawdown to return 8% long-term. - Exit rule: Exit if free cash flow turns negative for 2 quarters — value trap confirmed.

Avg 5Y Return
-5.6%
Avg 5Y Sharpe
-0.33
10Y Return
7.8%
10Y Sharpe
-0.22
HODL Composite
0.01
Consistency
39%
Suitable for passive
No