Support Resistance

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

Support/Resistance Commodity

Total Return

-8.3%

Sharpe Ratio

-0.39

Max Drawdown

-29.6%

Win Rate

49.3%

Alpha

-26.0%

Comp. Score *

0.04

Risk Parameters

Max Allocation0.0%

Stop Loss25.0%

Take Profit5.0%

Max DD Tolerance29.6%

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
CPER	BUY	31%	33.0% below entry	6.6% above entry	0.0%	TV YH
XLE	BUY	23%	23.9% below entry	4.8% above entry	0.0%	TV YH
GLD	BUY	23%	24.1% below entry	4.8% above entry	0.0%	TV YH
NEM	BUY	41%	40.0% below entry	8.6% above entry	0.0%	TV YH
SLV	BUY	46%	40.0% below entry	9.7% above entry	0.0%	TV YH
COPX	BUY	39%	40.0% below entry	8.2% above entry	0.0%	TV YH

▶ For Passive Investors (Buy & Hold)

This strategy is NOT recommended for passive investing. - Take profit: Take profit at +50%. This strategy is inconsistent — capture gains when available. - Stop loss: Reduce position by 50% at -25% drawdown. Consistency is only 35%. - Exit rule: Review semi-annually. Exit if strategy thesis no longer holds based on fundamental analysis.

Avg 5Y Return

-9.5%

Avg 5Y Sharpe

-0.44

10Y Return

-26.4%

10Y Sharpe

-0.41

HODL Composite

0.03

Consistency

35%

Suitable for passive