Tax Harvest Rotation

Total Return

+210.8%

Sharpe Ratio

0.93

Max Drawdown

-18.6%

Win Rate

56.8%

Alpha

-19.4%

Risk Parameters

Max Allocation21.9%

Stop Loss18.5%

Take Profit23.0%

Max DD Tolerance18.5%

Rebalanceweekly

Execution Guidance

Order TypeMarket

Entry RuleUse market orders for volatile names.

TimingSAFE TO BUY. *

ScalingEnter in 3 tranches over 1-2 weeks.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
SPY	BUY	17%	13.3% below entry	16.5% above entry	30.5%	TV YH
VTI	BUY	17%	13.4% below entry	16.6% above entry	30.3%	TV YH
QQQ	BUY	22%	16.9% below entry	21.0% above entry	24.0%	TV YH

▶ For Passive Investors (Buy & Hold)

This strategy has decent long-term performance. Consider allocating 5-10% of portfolio. Rebalance quarterly. Use the strategy orchestrator for regime-aware allocation.

Avg 5Y Return

95.4%

Avg 5Y Sharpe

0.62

Avg 5Y Max DD

-27.5%

10Y Return (2015-2024)

241.2%

10Y Sharpe

0.58

10Y Max DD

-29.6%

HODL Composite

0.40

Windows Tested

Consistency

93%