V Shape Recovery

Sharp crash → sharp rebound. Buy high-beta growth on confirmed V-recovery signal.

V-Shape Recovery (Sharp Bounce)

Total Return

+50.7%

Sharpe Ratio

0.97

Max Drawdown

-5.6%

Win Rate

57.4%

Alpha

-8.4%

Comp. Score *

0.05

Risk Parameters

Max Allocation23.4%

Stop Loss5.6%

Take Profit7.3%

Max DD Tolerance5.6%

Rebalanceweekly

Execution Guidance

Order TypeLimit

Entry RuleBuy 0.5% below market in uptrend.

TimingWAIT FOR SIGNAL: Only enter after a major crash (-15%+) when market starts recovering. *

ScalingEnter in 3 tranches over 1-2 weeks.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
QQQ	BUY	22%	5.1% below entry	6.7% above entry	25.7%	TV YH

▶ 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 -45% drawdown to return 27% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return

19.6%

Avg 5Y Sharpe

0.14

10Y Return

27.2%

10Y Sharpe

-0.07

HODL Composite

0.09

Consistency

50%

Suitable for passive