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Toll Booth Economy

Companies that tax every transaction: payments, exchanges, ratings, logistics

Toll Booth Economy

3Y
Total Return
+37.6%
3Y
Sharpe Ratio
0.61
3Y
Max Drawdown
-14.1%
3Y
Win Rate
55.0%
3Y
Alpha
-11.9%
3Y
Comp. Score *
0.11
Risk Parameters
Max Allocation8.2%
Stop Loss14.1%
Take Profit5.6%
Max DD Tolerance14.1%
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
SymbolActionVol Stop LossTake ProfitSizeLinks
NDAQ BUY 24% 14.3% below entry 5.7% above entry 8.1% TVYH
CME BUY 18% 10.8% below entry 4.3% above entry 10.7% TVYH
CHRW BUY 36% 21.3% below entry 8.5% above entry 5.4% TVYH
A BUY 29% 17.0% below entry 6.8% above entry 6.8% TVYH
MCO BUY 27% 15.7% below entry 6.3% above entry 7.4% TVYH
▶ For Passive Investors (Buy & Hold)

This strategy is suitable for passive investing. - Take profit: Rebalance when any position exceeds 2x its target weight. Trim back to target, redeploy to underweight positions. - Stop loss: NO price-based stop loss. This strategy recovered from -33% drawdown to return 185% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
68.5%
Avg 5Y Sharpe
0.45
10Y Return
185.2%
10Y Sharpe
0.49
HODL Composite
0.55
Consistency
92%
Suitable for passive
Yes