Yield Curve Inversion

TLT/SHY ratio proxy for yield curve: go defensive on flattening

Total Return

+172.7%

Sharpe Ratio

0.76

Max Drawdown

-13.5%

Win Rate

56.0%

Alpha

-25.6%

Comp. Score *

0.49

Risk Parameters

Max Allocation24.8%

Stop Loss13.5%

Take Profit19.9%

Max DD Tolerance13.5%

Rebalanceweekly

Execution Guidance

Order TypeMarket

Entry RuleUse market orders for volatile names.

TimingSAFE TO BUY. *

ScalingEnter in 3 tranches over 1-2 weeks.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
TLT	BUY	12%	6.8% below entry	10.1% above entry	48.9%	TV YH
GLD	BUY	23%	13.1% below entry	19.4% above entry	25.4%	TV YH
IEF	BUY	6%	6.7% below entry	10.0% above entry	49.7%	TV YH
SPY	BUY	16%	9.3% below entry	13.7% above entry	36.1%	TV YH
XLP	BUY	14%	7.7% below entry	11.3% above entry	43.7%	TV YH
XLV	BUY	16%	9.0% below entry	13.3% above entry	37.3%	TV YH
XLU	BUY	16%	9.0% below entry	13.3% above entry	37.3%	TV YH