Support Resistance

Breakout trading on commodity ETFs with defined S/R levels and ATR stops

Total Return

+6.9%

Sharpe Ratio

-0.04

Max Drawdown

-26.1%

Win Rate

50.7%

Alpha

-64.1%

Comp. Score *

0.04

Risk Parameters

Max Allocation0.0%

Stop Loss25.0%

Take Profit5.0%

Max DD Tolerance26.1%

Rebalancedaily

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
CPER	BUY	31%	32.1% below entry	6.4% above entry	0.0%	TV YH
XLE	BUY	23%	24.0% below entry	4.8% above entry	0.0%	TV YH
GLD	BUY	23%	24.4% below entry	4.9% above entry	0.0%	TV YH
NEM	BUY	43%	40.0% below entry	9.0% above entry	0.0%	TV YH
SLV	BUY	47%	40.0% below entry	9.8% above entry	0.0%	TV YH
COPX	BUY	41%	40.0% below entry	8.6% above entry	0.0%	TV YH