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8/13 200-Day Leveraged Risk-On/Off with T-Bills and Gold vs Rising Rates Volatility Switch Risk-Parity Mix

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay: Cash / T-bills

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Hedge / defensive overlay: Currencies / US dollar

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Hedge / defensive overlay: Gold / precious metals

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Hedge / defensive overlay: Inverse / short exposure

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Hedge / defensive overlay: Volatility products (VIX)

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Leverage use

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Trading signal: Interest rates / yield curve

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Trading signal: RSI overbought / oversold

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Trading signal: Trend (moving averages)

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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)

bonds and rates, leveraged etfs, multi-asset, risk-on/risk-off, tactical allocation, trend following, volatility hedging

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

0.17

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

0.84

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

0.60

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Trading activity

Annualized turnover, backtest period (backtest)

54.39

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

54.09

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Daily win rate, backtest period (backtest)

56.88%

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

55.50%

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Backtest

Backtest final value (from $10,000)

$1.1M

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Backtest regulatory fees

$3,615

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Backtest slippage cost

$29k

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Returns

Backtest length

1,832

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Out-of-sample length

737

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Return, backtest period (annualized) (backtest)

90.94%

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Return, backtest period (cumulative) (backtest)

11k%

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

42.17%

3.62%

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

180.24%

2.81%

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

0.73%

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

3.49%

0.34%

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

1.34%

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Return, trailing 1 year (backtest)

39.60%

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

39.60%

6.30%

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

1.56%

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

0.35%

0.95%

SPY annualized return over the backtest window (backtest)

16.18%

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Risk metrics

Calmar ratio, backtest period (backtest)

4.56

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

2.12

331.36

Maximum drawdown, backtest period (backtest)

-19.94%

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

-19.94%

-0.01%

Sharpe ratio, backtest period (backtest)

2.65

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

1.75

18.06

Sortino ratio, backtest period (backtest)

5.25

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

3.19

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Standard deviation, backtest period (backtest)

25.64%

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

21.37%

0.20%

Quality

Community review status

ACTIVE

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Holdings

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

0.26

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Construction

Logic complexity (node count)

1,313

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Rebalance corridor width

2.00%

5.00%

Rebalance frequency

none

Popularity

Remixes (copies)

—

Watchers

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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