Vix Fear Buy

Total Return

+73.2%

Sharpe Ratio

0.74

Max Drawdown

-9.1%

Win Rate

56.8%

Alpha

-45.3%

Comp. Score *

0.25

Risk Parameters

Max Allocation25.0%

Stop Loss9.1%

Take Profit10.1%

Max DD Tolerance9.1%

Rebalancedaily

Execution Guidance

Order TypeMarket

Entry RuleUse market orders for volatile names.

TimingSAFE TO BUY as portfolio insurance. *

ScalingEnter in 3 tranches over 1-2 weeks.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
SPY	BUY	17%	6.5% below entry	7.2% above entry	34.8%	TV YH
QQQ	BUY	22%	8.3% below entry	9.2% above entry	27.5%	TV YH

▶ For Passive Investors (Buy & Hold)

This strategy has decent long-term performance. Consider allocating 5-10% of portfolio. Rebalance quarterly. Use the strategy orchestrator for regime-aware allocation.

Avg 5Y Return

30.3%

Avg 5Y Sharpe

0.18

Avg 5Y Max DD

-20.9%

10Y Return (2015-2024)

57.7%

10Y Sharpe

0.11

10Y Max DD

-25.1%

HODL Composite

0.25

Windows Tested

Consistency

71%