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80/20 3x Tech, Hedges, JEPI and Crypto Blend vs Weekly Momentum Allocator: ETFs, Blue Chips and Growth

Every published figureShow 42 attributes

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

Classification

AI categories (Composer)

cross-asset signals, crypto/ark overlay, daily rebalanced, leveraged etfs, tactical allocation, trend + mean reversion, volatility hedge

ballast (cash/dividends/gold/tips/energy), blue chips, growth/ai tilt, multi-asset rotation, recent-winner selection, weekly rebalance

Asset classes / instruments

equities

Market-relative

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

0.05

—

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

1.17

—

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

0.40

—

Trading activity

Annualized turnover, backtest period (backtest)

77.15

—

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

71.81

—

Daily win rate, backtest period (backtest)

54.97%

—

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

51.57%

—

Backtest

Backtest final value (from $10,000)

$186k

—

Backtest regulatory fees

$1,145

—

Backtest slippage cost

$8,799

—

Returns

Backtest length

1,077

—

Out-of-sample length

954

—

Return, backtest period (annualized) (backtest)

97.95%

—

Return, backtest period (cumulative) (backtest)

1756%

—

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

22.76%

103.09%

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

117.52%

4.90%

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

-0.83%

—

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

-0.27%

-4.41%

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

5.15%

—

Return, trailing 1 year (backtest)

0.85%

—

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

0.85%

0.00%

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

3.44%

—

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

28.97%

0.00%

SPY annualized return over the backtest window (backtest)

19.08%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.68

—

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

0.62

64.30

Maximum drawdown, backtest period (backtest)

-36.56%

—

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

-36.56%

-1.60%

Sharpe ratio, backtest period (backtest)

1.73

—

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

0.67

6.66

Sortino ratio, backtest period (backtest)

3.29

—

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

1.19

—

Standard deviation, backtest period (backtest)

45.03%

—

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

44.16%

11.42%

Quality

Community review status

ACTIVE

—

Holdings

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

0.27

—

Construction

Logic complexity (node count)

2,393

—

Rebalance frequency

daily

weekly

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