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70% Rigetti Core with Six Dip-or-Trend Sleeves 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)

concentrated equity, crypto-sensitive, daily rebalance, leveraged etfs, mean reversion, momentum, speculative tech, volatility exposure

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)

0.93

—

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

2.30

—

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

0.36

—

Trading activity

Annualized turnover, backtest period (backtest)

2.59

—

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

2.37

—

Daily win rate, backtest period (backtest)

47.88%

—

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

47.86%

—

Backtest

Backtest final value (from $10,000)

$125k

—

Backtest regulatory fees

$53

—

Backtest slippage cost

$301

—

Returns

Backtest length

520

—

Out-of-sample length

468

—

Return, backtest period (annualized) (backtest)

238.65%

—

Return, backtest period (cumulative) (backtest)

1145%

—

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

116.57%

138.64%

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

321.29%

3.87%

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

0.26%

—

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

-6.02%

8.12%

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

-5.01%

—

Return, trailing 1 year (backtest)

-59.08%

—

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

-59.07%

0.00%

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

-11.89%

—

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

-13.38%

0.00%

SPY annualized return over the backtest window (backtest)

18.85%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.52

—

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

1.72

51.98

Maximum drawdown, backtest period (backtest)

-67.89%

—

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

-67.88%

-2.67%

Sharpe ratio, backtest period (backtest)

1.65

—

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

1.24

4.29

Sortino ratio, backtest period (backtest)

3.05

—

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

2.18

—

Standard deviation, backtest period (backtest)

108.35%

—

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

106.33%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

0.51

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

10.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

103

—

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