Small Cap Value Rotation

Small caps at 50-year cheap: AVUV + momentum picks, 18% YTD 2026

Total Return

+26.9%

Sharpe Ratio

0.32

Max Drawdown

-27.1%

Win Rate

50.7%

Alpha

-58.1%

Comp. Score *

0.06

Risk Parameters

Max Allocation4.6%

Stop Loss30.0%

Take Profit10.0%

Max DD Tolerance27.1%

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
VBR	BUY	18%	22.9% below entry	7.6% above entry	6.0%	TV YH
IWM	BUY	21%	27.1% below entry	9.0% above entry	5.1%	TV YH
IWN	BUY	20%	25.5% below entry	8.5% above entry	5.4%	TV YH
AVUV	BUY	21%	26.6% below entry	8.9% above entry	5.1%	TV YH
DFSV	BUY	21%	26.4% below entry	8.8% above entry	5.2%	TV YH
GRC	BUY	32%	40.0% below entry	13.6% above entry	3.4%	TV YH
SAIA	BUY	55%	40.0% below entry	23.2% above entry	2.0%	TV YH
DECK	BUY	48%	40.0% below entry	20.1% above entry	2.3%	TV YH