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WINNING

Vix Spike Buyback

Fear spikes → buy companies with massive buyback programs. They buy themselves cheap in panics.

3Y
Total Return
+47.9%
3Y
Sharpe Ratio
1.12
3Y
Max Drawdown
-6.8%
3Y
Win Rate
56.5%
3Y
Alpha
-51.5%
3Y
Comp. Score *
0.16
Risk Parameters
Max Allocation20.4%
Stop Loss6.2%
Take Profit8.0%
Max DD Tolerance6.8%
Rebalanceweekly
Execution Guidance
Order TypeMarket
Entry RuleEnter immediately when trigger fires. Speed matters more than price.
TimingSAFE TO BUY. *
ScalingFull position at trigger. No scaling — the signal is binary.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
AAPL BUY 29% 7.4% below entry 9.6% above entry 17.0% TVYH
GOOGL BUY 31% 8.1% below entry 10.5% above entry 15.6% TVYH
META BUY 37% 9.7% below entry 12.6% above entry 13.0% TVYH
V BUY 22% 5.7% below entry 7.4% above entry 22.1% TVYH