Strategy Details
An active approach that guides every portfolio decision.
Disciplined, transparent and focused on risk.
Strategy Philosophy
An active, rule-based strategy designed to generate consistent returns over time.
Disciplined. Transparent. Built around risk control.
The objective is not to be right on every trade, but to build a portfolio with positive expectancy over time. Consistency and risk control take priority over short-term accuracy.
Decisions are guided by:
Trend
Trade in the direction of the prevailing trend whenever possible.
Timing
Enter and exit positions based on high-probability market setups.
Risk Management
Protect capital and manage risk across all decisions.
Trading Process
1. Market Scan
Analyze the macro context, sectors, indices and market conditions.
2. Opportunity Identification
Identify high-probability setups aligned with market structure and catalysts.
3. Setup Validation
Confirm confluence across technical factors, volume, risk/reward and key levels.
4. Execution & Management
Plan the entry, manage the position actively and adjust based on pre-defined rules.
Risk Management
Risk management is the foundation of the strategy.
Losses are an inherent part of the process, including significant drawdowns at position level.
Position sizing and diversification are used to control portfolio-level risk, not individual outcomes.
I accept losing positions and let winners run.
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Maximum loss per position is not fixed; positions may go down significantly (e.g., -40%) before a recovery.
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Stop-loss is defined based on structure, invalidation levels or market behavior.
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Position sizing is fixed at ~10% allocation per asset. I hold 10 core positions, aiming for diversification and simplicity.
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I avoid overexposure and leverage.
Time Horizon & Frequency
The strategy focuses on short to medium-term moves, with holding periods ranging from a few days to several weeks.
Opportunities are evaluated daily and the portfolio is reviewed multiple times per week.
HOLDING PERIOD
Days to Weeks
REVIEW FREQUENCY
Several times per week
What I Look For
Sustained momentum within established trends
Breakouts or pullbacks supported by volume
Relative strength vs. market and sector
Clearly defined risk/reward setups
Catalysts with potential to move price
What I Avoid
Trading against the prevailing trend
Setups with low probability or unclear structure
Assets with low liquidity or wide spreads
Overtrading and lack of confirmation
Emotional decisions or no plan​
Benchmark Context
The S&P 500 is used as a reference benchmark. The strategy is not constrained to equity-only exposure.
Periods of under or outperformance are normal due to the active nature of the approach.
REFERENCE BENCHMARK
S&P 500
Transparency & Disclaimer
This portfolio is actively managed using personal capital and shared for transparency purposes.
It does not constitute investment advice or a recommendation to buy or sell any financial instrument.
Past performance is not indicative of future results.