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WINNING

Williams Percent R

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

3Y
Total Return
+35.5%
3Y
Sharpe Ratio
1.14
3Y
Max Drawdown
-4.4%
3Y
Win Rate
24.5%
3Y
Alpha
-54.8%
3Y
Comp. Score *
0.14
Risk Parameters
Max Allocation10.7%
Stop Loss5.0%
Take Profit5.3%
Max DD Tolerance4.4%
Rebalancedaily
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 47% 10.0% below entry 10.6% above entry 5.4% TVYH
SPY BUY 16% 3.4% below entry 3.7% above entry 15.6% TVYH
QQQ BUY 22% 4.6% below entry 4.9% above entry 11.7% TVYH
AAPL BUY 29% 6.0% below entry 6.4% above entry 8.9% TVYH
DIA BUY 15% 3.1% below entry 3.3% above entry 17.4% TVYH
MSFT BUY 28% 5.9% below entry 6.3% above entry 9.1% TVYH