Uk European Banking

European bank deep value: 0.5-0.8x book, 4-7% yield, rate normalization

Total Return

+91.3%

Sharpe Ratio

1.35

Max Drawdown

-14.5%

Win Rate

55.5%

Alpha

-42.1%

Comp. Score *

0.36

Risk Parameters

Max Allocation14.4%

Stop Loss16.0%

Take Profit14.5%

Max DD Tolerance14.5%

Rebalanceweekly

Execution Guidance

Order TypeLimit

Entry RuleBuy when local market index is above SMA200. FX matters — check currency trend.

TimingSAFE TO BUY. *

ScalingEnter in 3 tranches over 2-4 weeks. Currency hedging optional.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
NWG	BUY	32%	21.5% below entry	19.5% above entry	10.7%	TV YH
DB	BUY	35%	23.4% below entry	21.3% above entry	9.9%	TV YH
LYG	BUY	30%	20.1% below entry	18.3% above entry	11.5%	TV YH
ING	BUY	27%	18.1% below entry	16.5% above entry	12.7%	TV YH
BNPQF	BUY	44%	29.5% below entry	26.8% above entry	7.8%	TV YH