Triple Witching Momentum

Options expiration week bias: reduce exposure during triple witching

Total Return

+141.0%

Sharpe Ratio

0.68

Max Drawdown

-8.0%

Win Rate

53.9%

Alpha

-31.3%

Comp. Score *

0.41

Risk Parameters

Max Allocation23.3%

Stop Loss8.0%

Take Profit20.5%

Max DD Tolerance8.0%

Rebalancedaily

Execution Guidance

Order TypeLimit

Entry RuleBuy on RSI pullback to 40-50 in confirmed uptrend. Never chase.

TimingSAFE TO BUY. *

ScalingEnter 50% initial, add 25% on first pullback, final 25% on trend confirmation.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
TLT	BUY	12%	4.1% below entry	10.4% above entry	45.9%	TV YH
GLD	BUY	23%	7.8% below entry	20.0% above entry	23.9%	TV YH
SPY	BUY	16%	5.5% below entry	14.1% above entry	33.9%	TV YH
QQQ	BUY	22%	7.3% below entry	18.8% above entry	25.4%	TV YH
IWM	BUY	21%	7.2% below entry	18.5% above entry	25.8%	TV YH