Spinoff Alpha

Buy recent corporate spinoffs: historically +22% annual vs 17% benchmark

Spinoff Alpha — gap audit strategy

Total Return

+6.8%

Sharpe Ratio

-0.15

Max Drawdown

-11.6%

Win Rate

48.2%

Alpha

-20.9%

Comp. Score *

0.00

Risk Parameters

Max Allocation0.0%

Stop Loss11.6%

Take Profit5.0%

Max DD Tolerance11.6%

Rebalanceweekly

Execution Guidance

Order TypeLimit

Entry RuleBuy 0.5% below market in uptrend.

TimingSAFE TO BUY. *

ScalingEnter in 3 tranches over 1-2 weeks.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
IBM	BUY	30%	14.9% below entry	6.4% above entry	0.0%	TV YH
PFE	BUY	25%	12.0% below entry	5.1% above entry	0.0%	TV YH
JNJ	BUY	18%	8.7% below entry	3.7% above entry	0.0%	TV YH
GEV	BUY	53%	25.9% below entry	11.1% above entry	0.0%	TV YH
SOLV	BUY	31%	15.1% below entry	6.5% above entry	0.0%	TV YH
GE	BUY	32%	15.7% below entry	6.7% above entry	0.0%	TV YH
GEHC	BUY	32%	15.6% below entry	6.7% above entry	0.0%	TV YH

▶ For Passive Investors (Buy & Hold)

Weak long-term profile. Not recommended for passive buy-and-hold. May still work as a tactical or hedged position — see main body.

Avg 5Y Return

-8.6%

Avg 5Y Sharpe

-1.04

Avg 5Y Max DD

-16.5%

10Y Return (2015-2024)

-11.2%

10Y Sharpe

-0.83

10Y Max DD

-23.6%

HODL Composite

-0.00

Windows Tested

Consistency