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AI Momentum/Value ETFs with VXX Overheat Switch vs Weekly AI Stocks and ETFs Momentum (75/25)

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)

momentum + value, rsi timing, tactical etf allocation, u.s. equities, volatility hedge

ai/tech momentum, equities, etfs, semiconductors, weekly rebalance

Asset classes / instruments

equities

Market-relative

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

-0.03

0.29

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

1.12

2.28

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

0.87

0.78

Trading activity

Annualized turnover, backtest period (backtest)

—

9.20

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

5.61

7.44

Daily win rate, backtest period (backtest)

—

53.97%

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

55.90%

57.14%

Backtest

Backtest final value (from $10,000)

—

$87k

Backtest regulatory fees

—

$29

Backtest slippage cost

—

$206

Returns

Backtest length

—

1,423

Out-of-sample length

—

252

Return, backtest period (annualized) (backtest)

—

46.75%

Return, backtest period (cumulative) (backtest)

—

773.66%

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

18.06%

81.25%

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

42.54%

81.68%

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

-2.29%

2.72%

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

2.56%

14.37%

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

-6.25%

3.03%

Return, trailing 1 year (backtest)

—

82.17%

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

26.65%

82.51%

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

-5.53%

4.34%

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

5.07%

11.52%

SPY annualized return over the backtest window (backtest)

—

14.54%

Risk metrics

Calmar ratio, backtest period (backtest)

—

0.94

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

0.71

4.16

Maximum drawdown, backtest period (backtest)

—

-49.78%

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

-25.38%

-19.52%

Sharpe ratio, backtest period (backtest)

—

1.19

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

0.90

1.75

Sortino ratio, backtest period (backtest)

—

1.81

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

1.07

2.75

Standard deviation, backtest period (backtest)

—

38.54%

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

20.83%

38.26%

Quality

Community review status

REJECTED

ACTIVE

Holdings

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

0.52

0.22

Construction

Logic complexity (node count)

Rebalance corridor width

4.00%

—

Rebalance frequency

none

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