Vix Spike Buyback

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

VIX Spike → Cash-Rich Buyback

Total Return

+48.7%

Sharpe Ratio

1.14

Max Drawdown

-6.9%

Win Rate

56.2%

Alpha

-8.9%

Comp. Score *

0.16

Risk Parameters

Max Allocation19.6%

Stop Loss6.2%

Take Profit8.0%

Max DD Tolerance6.9%

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

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
AAPL	BUY	29%	7.4% below entry	9.6% above entry	16.3%	TV YH
GOOGL	BUY	30%	7.8% below entry	10.1% above entry	15.6%	TV YH
META	BUY	36%	9.4% below entry	12.2% above entry	12.9%	TV YH
V	BUY	22%	5.6% below entry	7.3% above entry	21.5%	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 -21% drawdown to return 90% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return

39.2%

Avg 5Y Sharpe

0.32

10Y Return

89.8%

10Y Sharpe

0.29

HODL Composite

0.30

Consistency

89%

Suitable for passive