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Compare investment strategies

90/10 S&P 500 and Gold, Rebalanced Yearly vs Defensive Sector/Bond Switch with SPY-QQQ Offense

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)

annual rebalance, asset allocation, gold, long-only, passive, us large-cap equity

bonds/cash, defensive sectors, leverage overlay, managed futures, risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

equities

Market-relative

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

0.02

—

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

0.92

—

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

0.99

—

Trading activity

Annualized turnover, backtest period (backtest)

0.27

—

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

0.26

—

Daily win rate, backtest period (backtest)

55.14%

—

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

54.54%

—

Backtest

Backtest final value (from $10,000)

$101k

—

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

5,506

—

Out-of-sample length

1,047

—

Return, backtest period (annualized) (backtest)

11.17%

—

Return, backtest period (cumulative) (backtest)

911.78%

—

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

18.67%

11.23%

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

103.77%

0.81%

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

0.68%

—

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

1.73%

0.00%

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

1.16%

—

Return, trailing 1 year (backtest)

16.36%

—

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

16.36%

0.00%

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

0.66%

—

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

3.64%

0.00%

SPY annualized return over the backtest window (backtest)

11.00%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.23

—

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

1.12

14.66

Maximum drawdown, backtest period (backtest)

-49.49%

—

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

-16.62%

-0.77%

Sharpe ratio, backtest period (backtest)

0.71

—

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

1.23

3.90

Sortino ratio, backtest period (backtest)

1.01

—

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

1.85

—

Standard deviation, backtest period (backtest)

16.91%

—

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

14.87%

2.89%

Quality

Community review status

ACTIVE

—

Holdings

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

0.82

—

Construction

Logic complexity (node count)

—

Rebalance frequency

yearly

daily

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