Tail Risk Harvest

Buy quality names after sharp single-day drops, capture mean-reversion

Total Return

+11.5%

Sharpe Ratio

-0.01

Max Drawdown

-11.4%

Win Rate

39.3%

Alpha

-61.7%

Comp. Score *

0.01

Risk Parameters

Max Allocation0.0%

Stop Loss11.4%

Take Profit5.0%

Max DD Tolerance11.4%

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
NVDA	BUY	47%	22.7% below entry	10.0% above entry	0.0%	TV YH
GOOGL	BUY	31%	14.9% below entry	6.6% above entry	0.0%	TV YH