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The Burry Protocol: Year-End Value Strategy

The Burry Protocol

Actionable intelligence derived from Michael Burry's Year-End Value Strategy.

The Year-End Anomaly

Michael Burry identifies a recurring market inefficiency at the end of the fiscal year. Institutional managers engage in "Window Dressing"—selling losing positions to hide them from annual reports—and "Tax-Loss Harvesting" to offset gains.

This creates artificial selling pressure on fundamentally sound but temporarily underperforming companies. For the contrarian investor, this is the "Black Friday" of the stock market.

Q4 Peak Selling Pressure
-15% Avg. Artificial Drawdown

The Opportunity Cycle

November - December

Managers sell "Losers"

Artificial Price Drop

Stock disconnects from value

The Burry Entry

Accumulate shares cheaply

Volume Divergence

While the retail crowd panics and institutions clean their books, value investors like Burry step in. The chart illustrates the typical volume divergence seen in distressed "quality" assets during Q4.

Red Bars: Institutional Sell-off Volume.
Blue Line: Smart Money Accumulation.

Note the spike in accumulation exactly when selling pressure peaks.

The Chosen Assets

Analyzing Burry's explicit mentions: LULU, MOH, FOUR, FNMA

Lululemon (LULU)

Consumer Discretionary

A high-growth retailer sold off due to fears of slowing consumer spend. Burry sees a brand moat priced like a commodity.

Molina Healthcare (MOH)

Managed Care

A government-sponsored healthcare play. Often sold off during regulatory uncertainty, providing a stable cash-flow floor.

Shift4 Payments (FOUR)

Fintech

Payment processing technology. Highly competitive sector, but often undervalued relative to its growth and transaction volume.

Fannie Mae (FNMA)

OTC / Pink Sheet

The "Pink Sheet" wild card. Government conservatorship makes it risky, but the underlying asset value is massive. A deep value play.

Strategic Attribute Comparison

*Scores are qualitative estimates based on current market sentiment vs. fundamental value.

The Patience Premium

Burry explicitly states: "These are all 3-5 year holds minimum."

This visualization demonstrates the expected trajectory. Short-term volatility (Year 1-2) is high and returns may be negative. However, the value thesis crystallizes in Years 3-5 as the market corrects its pricing error.

Key Instruction:

Ignore year-one noise. The alpha is generated by outlasting the institutional selling cycle.

Your Execution Strategy

01

Identify Victims

Look for sound companies (high ROIC, good cash flow) that have dropped >20% in Q4 without fundamental news changes.

02

Ignore The Noise

Disregard analyst downgrades in December. They are reacting to price action, not value. Accumulate slowly.

03

Hold Through 2028

Commit to the 3-5 year timeline. Do not sell on a 10% pop in January. Wait for the full value realization.