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WINNING

Williams Percent R

Buy %R<-90 above SMA200, exit close>prev high. 77% win SPY, 22% invested

Williams %R(2) Mean Reversion

3Y
Total Return
+18.9%
3Y
Sharpe Ratio
0.37
3Y
Max Drawdown
-5.9%
3Y
Win Rate
23.8%
3Y
Alpha
-17.2%
3Y
Comp. Score *
0.14
Risk Parameters
Max Allocation6.5%
Stop Loss5.9%
Take Profit5.0%
Max DD Tolerance5.9%
Rebalanceweekly
Execution Guidance
Order TypeLimit
Entry RuleBuy 0.5% below market in uptrend.
TimingSAFE TO BUY. *
ScalingEnter in 3 tranches over 1-2 weeks.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
NVDA BUY 49% 12.0% below entry 10.2% above entry 3.2% TVYH
SPY BUY 17% 4.2% below entry 3.6% above entry 9.0% TVYH
QQQ BUY 22% 5.4% below entry 4.6% above entry 7.1% TVYH
AAPL BUY 29% 7.1% below entry 6.0% above entry 5.4% TVYH
DIA BUY 15% 3.8% below entry 3.2% above entry 10.2% TVYH
MSFT BUY 24% 6.0% below entry 5.1% above entry 6.3% TVYH
▶ For Passive Investors (Buy & Hold)

This strategy has moderate long-term potential but requires monitoring. - Take profit: Take profit at +50%. This strategy is inconsistent — capture gains when available. - Stop loss: Reduce position by 50% at -25% drawdown. Consistency is only 46%. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
19.2%
Avg 5Y Sharpe
-0.04
10Y Return
35.7%
10Y Sharpe
-0.11
HODL Composite
0.27
Consistency
46%
Suitable for passive
No