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AI Infrastructure Stocks with Volatility-Filtered Hedges 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)

daily rebalance, leveraged & inverse etfs, momentum/trend, multi-asset tactical, tech/ai tilt, volatility-hedged

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)

0.17

—

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

1.52

—

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

0.39

—

Trading activity

Annualized turnover, backtest period (backtest)

57.47

—

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

57.71

—

Daily win rate, backtest period (backtest)

57.57%

—

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

56.69%

—

Backtest

Backtest final value (from $10,000)

$51k

—

Backtest regulatory fees

$116

—

Backtest slippage cost

$832

—

Returns

Backtest length

634

—

Out-of-sample length

127

—

Return, backtest period (annualized) (backtest)

90.71%

—

Return, backtest period (cumulative) (backtest)

408.72%

—

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

113.55%

138.64%

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

44.38%

3.87%

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

-6.42%

—

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

6.77%

8.12%

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

-15.23%

—

Return, trailing 1 year (backtest)

39.04%

—

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

0.00%

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

-15.54%

—

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

8.41%

0.00%

SPY annualized return over the backtest window (backtest)

18.06%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.96

—

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

7.57

51.98

Maximum drawdown, backtest period (backtest)

-22.90%

—

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

-15.01%

-2.67%

Sharpe ratio, backtest period (backtest)

1.78

—

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

1.98

4.29

Sortino ratio, backtest period (backtest)

2.92

—

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

1.39

—

Standard deviation, backtest period (backtest)

40.96%

—

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

43.20%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

0.29

—

Construction

Logic complexity (node count)

1,941

—

Rebalance corridor width

—

10.00%

Rebalance frequency

daily

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