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10 Blue-Chip US Stocks Equal-Weight Buy-and-Hold vs ERX, Refiners and Gold Miners Inverse-Volatility Mix

Every published figureShow 43 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

blue-chip, buy-and-hold, concentrated, equal-weight, growth-tilt, multi-sector, us large-cap stocks

commodities, energy, gold miners, inverse-vol weighting, leveraged etfs, oil refiners, risk-balanced

Asset classes / instruments

equities

Market-relative

Alpha vs SPY, out-of-sample (out-of-sample)

0.04

—

Beta vs SPY, out-of-sample (out-of-sample)

0.85

—

Correlation (R) vs SPY, out-of-sample (out-of-sample)

0.88

—

Trading activity

Annualized turnover, backtest period (backtest)

1.24

—

Annualized turnover, out-of-sample period (out-of-sample)

1.47

—

Daily win rate, backtest period (backtest)

56.05%

—

Daily win rate, out-of-sample period (out-of-sample)

55.92%

—

Backtest

Backtest final value (from $10,000)

$401k

—

Backtest regulatory fees

—

Backtest slippage cost

$22

—

Returns

Backtest length

4,669

—

Out-of-sample length

853

—

Return, backtest period (annualized) (backtest)

22.05%

—

Return, backtest period (cumulative) (backtest)

3913%

—

Return, out-of-sample period (annualized) (out-of-sample)

23.24%

138.64%

Return, out-of-sample period (cumulative) (out-of-sample)

103.01%

3.87%

Return, trailing 1 day (out-of-sample)

0.64%

—

Return, trailing 1 month (out-of-sample)

2.85%

8.12%

Return, trailing 1 week (out-of-sample)

2.51%

—

Return, trailing 1 year (backtest)

16.99%

—

Return, trailing 1 year (out-of-sample)

18.61%

0.00%

Return, trailing 2 weeks (out-of-sample)

1.76%

—

Return, trailing 3 months (out-of-sample)

3.26%

0.00%

SPY annualized return over the backtest window (backtest)

12.18%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.49

—

Calmar ratio, out-of-sample period (out-of-sample)

1.38

51.98

Maximum drawdown, backtest period (backtest)

-45.21%

—

Maximum drawdown, out-of-sample period (out-of-sample)

-16.80%

-2.67%

Sharpe ratio, backtest period (backtest)

1.09

—

Sharpe ratio, out-of-sample period (out-of-sample)

1.52

4.29

Sortino ratio, backtest period (backtest)

1.59

—

Sortino ratio, out-of-sample period (out-of-sample)

2.33

—

Standard deviation, backtest period (backtest)

20.09%

—

Standard deviation, out-of-sample period (out-of-sample)

14.49%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

Concentration (Herfindahl index, out-of-sample, as Composer reports it)

0.11

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

Rebalance frequency

none

Popularity

Remixes (copies)

—

Watchers

—

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources