Turn Of Month

Buy last 3 + first 3 days of month, cash otherwise

Total Return

-11.2%

Sharpe Ratio

-0.99

Max Drawdown

-20.9%

Win Rate

50.1%

Alpha

-69.3%

Comp. Score *

-0.03

Risk Parameters

Max Allocation0.0%

Stop Loss8.0%

Take Profit3.0%

Max DD Tolerance20.9%

Rebalancedaily

Execution Guidance

Order TypeMarket

Entry RuleEnter on calendar date. Timing IS the strategy — don't wait for better price.

TimingSAFE TO BUY. *

ScalingFull position on entry date. Exit on exit date. No scaling needed.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
SPY	BUY	16%	5.5% below entry	3.0% above entry	0.0%	TV YH
QQQ	BUY	22%	7.3% below entry	3.0% above entry	0.0%	TV YH