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WINNING

Uk European Banking

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

UK & European Banking Value

3Y
Total Return
+84.7%
3Y
Sharpe Ratio
1.27
3Y
Max Drawdown
-15.2%
3Y
Win Rate
55.4%
3Y
Alpha
-0.3%
3Y
Comp. Score *
0.36
Risk Parameters
Max Allocation13.8%
Stop Loss16.7%
Take Profit13.7%
Max DD Tolerance15.2%
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
SymbolActionVol Stop LossTake ProfitSizeLinks
NWG BUY 32% 22.6% below entry 18.5% above entry 10.2% TVYH
DB BUY 35% 24.7% below entry 20.2% above entry 9.3% TVYH
LYG BUY 30% 21.0% below entry 17.1% above entry 11.0% TVYH
ING BUY 27% 18.8% below entry 15.4% above entry 12.2% TVYH
BNPQF BUY 41% 28.8% below entry 23.5% above entry 8.0% TVYH
▶ For Passive Investors (Buy & Hold)

This strategy has moderate long-term potential but requires monitoring. - 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 -51% drawdown to return 70% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
47.2%
Avg 5Y Sharpe
0.26
10Y Return
70.0%
10Y Sharpe
0.18
HODL Composite
0.23
Consistency
78%
Suitable for passive
No